section \<open>The Great Picard Theorem and its Applications\<close>
text\<open>Ported from HOL Light (cauchy.ml) by L C Paulson, 2017\<close>
theory Great_Picard imports Conformal_Mappings begin
subsection\<open>Schottky's theorem\<close>
lemma Schottky_lemma0: assumes holf: "f holomorphic_on S"and cons: "contractible S"and"a \ S" and f: "\z. z \ S \ f z \ 1 \ f z \ -1" obtains g where"g holomorphic_on S" "norm(g a) \ 1 + norm(f a) / 3" "\z. z \ S \ f z = cos(of_real pi * g z)" proof - obtain g where holg: "g holomorphic_on S"and g: "norm(g a) \ pi + norm(f a)" and f_eq_cos: "\z. z \ S \ f z = cos(g z)" using contractible_imp_holomorphic_arccos_bounded [OF assms] by blast show ?thesis proof show"(\z. g z / pi) holomorphic_on S" by (auto intro: holomorphic_intros holg) have"3 \ pi" using pi_approx by force have"3 * norm(g a) \ 3 * (pi + norm(f a))" using g by auto alsohave"... \ pi * 3 + pi * cmod (f a)" using\<open>3 \<le> pi\<close> by (simp add: mult_right_mono algebra_simps) finallyshow"cmod (g a / complex_of_real pi) \ 1 + cmod (f a) / 3" by (simp add: field_simps norm_divide) show"\z. z \ S \ f z = cos (complex_of_real pi * (g z / complex_of_real pi))" by (simp add: f_eq_cos) qed qed
lemma Schottky_lemma1: fixes n::nat assumes"0 < n" shows"0 < n + sqrt(real n ^ 2 - 1)" proof - have"0 < n * n" by (simp add: assms) thenshow ?thesis by (metis add.commute add.right_neutral add_pos_nonneg assms diff_ge_0_iff_ge nat_less_real_le of_nat_0 of_nat_0_less_iff of_nat_power power2_eq_square real_sqrt_ge_0_iff) qed
lemma Schottky_lemma2: fixes x::real assumes"0 \ x" obtains n where"0 < n""\x - ln (real n + sqrt ((real n)\<^sup>2 - 1)) / pi\ < 1/2" proof - obtain n0::nat where"0 < n0""ln(n0 + sqrt(real n0 ^ 2 - 1)) / pi \ x" proof show"ln(real 1 + sqrt(real 1 ^ 2 - 1))/pi \ x" by (auto simp: assms) qed auto moreover obtain M::nat where"\n. \0 < n; ln(n + sqrt(real n ^ 2 - 1)) / pi \ x\ \ n \ M" proof fix n::nat assume"0 < n""ln (n + sqrt ((real n)\<^sup>2 - 1)) / pi \ x" thenhave"ln (n + sqrt ((real n)\<^sup>2 - 1)) \ x * pi" by (simp add: field_split_simps) thenhave *: "exp (ln (n + sqrt ((real n)\<^sup>2 - 1))) \ exp (x * pi)" by blast have 0: "0 \ sqrt ((real n)\<^sup>2 - 1)" using\<open>0 < n\<close> by auto have"n + sqrt ((real n)\<^sup>2 - 1) = exp (ln (n + sqrt ((real n)\<^sup>2 - 1)))" by (simp add: Suc_leI \<open>0 < n\<close> add_pos_nonneg real_of_nat_ge_one_iff) alsohave"... \ exp (x * pi)" using"*"by blast finallyhave"real n \ exp (x * pi)" using 0 by linarith thenshow"n \ nat (ceiling (exp(x * pi)))" by linarith qed ultimatelyobtain n where "0 < n"and le_x: "ln(n + sqrt(real n ^ 2 - 1)) / pi \ x" and le_n: "\k. \0 < k; ln(k + sqrt(real k ^ 2 - 1)) / pi \ x\ \ k \ n" using bounded_Max_nat [of "\n. 0 ln (n + sqrt ((real n)\<^sup>2 - 1)) / pi \ x"] by metis
define a where"a \ ln(n + sqrt(real n ^ 2 - 1)) / pi"
define b where"b \ ln (1 + real n + sqrt ((1 + real n)\<^sup>2 - 1)) / pi" have le_xa: "a \ x" and le_na: "\k. \0 < k; ln(k + sqrt(real k ^ 2 - 1)) / pi \ x\ \ k \ n" using le_x le_n by (auto simp: a_def) moreoverhave"x < b" using le_n [of "Suc n"] by (force simp: b_def) moreoverhave"b - a < 1" proof - have"ln (1 + real n + sqrt ((1 + real n)\<^sup>2 - 1)) - ln (real n + sqrt ((real n)\<^sup>2 - 1)) =
ln ((1 + real n + sqrt ((1 + real n)\<^sup>2 - 1)) / (real n + sqrt ((real n)\<^sup>2 - 1)))" by (simp add: \<open>0 < n\<close> Schottky_lemma1 add_pos_nonneg ln_divide_pos [symmetric]) alsohave"... \ 3" proof (cases "n = 1") case True have"sqrt 3 \ 2" by (simp add: real_le_lsqrt) thenhave"(2 + sqrt 3) \ 4" by simp alsohave"... \ exp 3" using exp_ge_add_one_self [of "3::real"] by simp finallyhave"ln (2 + sqrt 3) \ 3" by (metis add_nonneg_nonneg add_pos_nonneg dbl_def dbl_inc_def dbl_inc_simps(3)
dbl_simps(3) exp_gt_zero ln_exp ln_le_cancel_iff real_sqrt_ge_0_iff zero_le_one zero_less_one) thenshow ?thesis by (simp add: True) next case False with\<open>0 < n\<close> have "1 < n" "2 \<le> n" by linarith+ thenhave 1: "1 \ real n * real n" by (metis less_imp_le_nat one_le_power power2_eq_square real_of_nat_ge_one_iff) have *: "4 + (m+2) * 2 \ (m+2) * ((m+2) * 3)" for m::nat by simp have"4 + n * 2 \ n * (n * 3)" using * [of "n-2"] \<open>2 \<le> n\<close> by (metis le_add_diff_inverse2) thenhave **: "4 + real n * 2 \ real n * (real n * 3)" by (metis (mono_tags, opaque_lifting) of_nat_le_iff of_nat_add of_nat_mult of_nat_numeral) have"sqrt ((1 + real n)\<^sup>2 - 1) \ 2 * sqrt ((real n)\<^sup>2 - 1)" by (auto simp: real_le_lsqrt power2_eq_square algebra_simps 1 **) then have"((1 + real n + sqrt ((1 + real n)\<^sup>2 - 1)) / (real n + sqrt ((real n)\<^sup>2 - 1))) \ 2" using Schottky_lemma1 \<open>0 < n\<close> by (simp add: field_split_simps) thenhave"ln ((1 + real n + sqrt ((1 + real n)\<^sup>2 - 1)) / (real n + sqrt ((real n)\<^sup>2 - 1))) \ ln 2" using Schottky_lemma1 [of n] \<open>0 < n\<close> by (simp add: field_split_simps add_pos_nonneg) alsohave"... \ 3" using ln_add_one_self_le_self [of 1] by auto finallyshow ?thesis . qed alsohave"... < pi" using pi_approx by simp finallyshow ?thesis by (simp add: a_def b_def field_split_simps) qed ultimatelyhave"\x - a\ < 1/2 \ \x - b\ < 1/2" by (auto simp: abs_if) thenshow thesis proof assume"\x - a\ < 1/2" thenshow ?thesis by (rule_tac n=n in that) (auto simp: a_def \<open>0 < n\<close>) next assume"\x - b\ < 1/2" thenshow ?thesis by (rule_tac n="Suc n"in that) (auto simp: b_def \<open>0 < n\<close>) qed qed
lemma Schottky_lemma3: fixes z::complex assumes"z \ (\m \ Ints. \n \ {0<..}. {Complex m (ln(n + sqrt(real n ^ 2 - 1)) / pi)}) \<union> (\<Union>m \<in> Ints. \<Union>n \<in> {0<..}. {Complex m (-ln(n + sqrt(real n ^ 2 - 1)) / pi)})" shows"cos(pi * cos(pi * z)) = 1 \ cos(pi * cos(pi * z)) = -1" proof - have sqrt2 [simp]: "complex_of_real (sqrt x) * complex_of_real (sqrt x) = x"if"x \0" for x::real by (metis abs_of_nonneg of_real_mult real_sqrt_mult_self that)
define plusi where"plusi (e::complex) \ e + inverse e" for e have 1: "\k. plusi (exp (\ * (of_int m * complex_of_real pi) - ln (real n + sqrt ((real n)\<^sup>2 - 1)))) = of_int k * 2"
(is"\k. ?\ k") if"n > 0"for m n proof - have eeq: "e \ 0 \ plusi e = n \ (inverse e) ^ 2 = n/e - 1" for n e::complex by (auto simp: plusi_def field_simps power2_eq_square) have [simp]: "1 \ real n * real n" using nat_0_less_mult_iff nat_less_real_le that by force
consider "odd m" | "even m" by blast thenhave"\k. ?\ k" proof cases case 1 thenhave"?\ (- n)" using Schottky_lemma1 [OF that] by (simp add: eeq) (simp add: power2_eq_square exp_diff exp_Euler exp_of_real algebra_simps sin_int_times_real cos_int_times_real) thenshow ?thesis .. next case 2 thenhave"?\ n" using Schottky_lemma1 [OF that] by (simp add: eeq) (simp add: power2_eq_square exp_diff exp_Euler exp_of_real algebra_simps) thenshow ?thesis .. qed thenshow ?thesis by blast qed have 2: "\k. plusi (exp (\ * (of_int m * complex_of_real pi) +
(ln (real n + sqrt ((real n)\<^sup>2 - 1))))) = of_int k * 2"
(is"\k. ?\ k") if"n > 0"for m n proof - have eeq: "e \ 0 \ plusi e = n \ e^2 - n*e + 1 = 0" for n e::complex by (auto simp: plusi_def field_simps power2_eq_square) have [simp]: "1 \ real n * real n" by (metis One_nat_def add.commute nat_less_real_le of_nat_1 of_nat_Suc one_le_power power2_eq_square that)
consider "odd m" | "even m" by blast thenhave"\k. ?\ k" proof cases case 1 thenhave"?\ (- n)" using Schottky_lemma1 [OF that] by (simp add: eeq) (simp add: power2_eq_square exp_add exp_Euler exp_of_real algebra_simps sin_int_times_real cos_int_times_real) thenshow ?thesis .. next case 2 thenhave"?\ n" using Schottky_lemma1 [OF that] by (simp add: eeq) (simp add: power2_eq_square exp_add exp_Euler exp_of_real algebra_simps) thenshow ?thesis .. qed thenshow ?thesis by blast qed have"\x. cos (complex_of_real pi * z) = of_int x" using assms apply (auto simp: Ints_def cos_exp_eq exp_minus Complex_eq simp flip: plusi_def) apply (auto simp: algebra_simps dest: 1 2) done thenhave"sin(pi * cos(pi * z)) ^ 2 = 0" by (simp add: Complex_Transcendental.sin_eq_0) thenhave"1 - cos(pi * cos(pi * z)) ^ 2 = 0" by (simp add: sin_squared_eq) thenshow ?thesis using power2_eq_1_iff by auto qed
theorem Schottky: assumes holf: "f holomorphic_on cball 0 1" and nof0: "norm(f 0) \ r" and not01: "\z. z \ cball 0 1 \ \(f z = 0 \ f z = 1)" and"0 < t""t < 1""norm z \ t" shows"norm(f z) \ exp(pi * exp(pi * (2 + 2 * r + 12 * t / (1 - t))))" proof - obtain h where holf: "h holomorphic_on cball 0 1" and nh0: "norm (h 0) \ 1 + norm(2 * f 0 - 1) / 3" and h: "\z. z \ cball 0 1 \ 2 * f z - 1 = cos(of_real pi * h z)" proof (rule Schottky_lemma0 [of "\z. 2 * f z - 1" "cball 0 1" 0]) show"(\z. 2 * f z - 1) holomorphic_on cball 0 1" by (intro holomorphic_intros holf) show"contractible (cball (0::complex) 1)" by (auto simp: convex_imp_contractible) show"\z. z \ cball 0 1 \ 2 * f z - 1 \ 1 \ 2 * f z - 1 \ - 1" using not01 by force qed auto obtain g where holg: "g holomorphic_on cball 0 1" and ng0: "norm(g 0) \ 1 + norm(h 0) / 3" and g: "\z. z \ cball 0 1 \ h z = cos(of_real pi * g z)" proof (rule Schottky_lemma0 [OF holf convex_imp_contractible, of 0]) show"\z. z \ cball 0 1 \ h z \ 1 \ h z \ - 1" using h not01 by fastforce+ qed auto have g0_2_f0: "norm(g 0) \ 2 + norm(f 0)" proof - have"cmod (2 * f 0 - 1) \ cmod (2 * f 0) + 1" by (metis norm_one norm_triangle_ineq4) alsohave"... \ 6 + 9 * cmod (f 0)" by auto finallyhave"1 + norm(2 * f 0 - 1) / 3 \ (2 + norm(f 0) - 1) * 3" by (simp add: divide_simps) with nh0 have"norm(h 0) \ (2 + norm(f 0) - 1) * 3" by linarith thenhave"1 + norm(h 0) / 3 \ 2 + norm(f 0)" by simp with ng0 show ?thesis by auto qed have"z \ ball 0 1" using assms by auto have norm_g_12: "norm(g z - g 0) \ (12 * t) / (1 - t)" proof - obtain g' where g': "\x. x \ cball 0 1 \ (g has_field_derivative g' x) (at x within cball 0 1)" using holg [unfolded holomorphic_on_def field_differentiable_def] by metis have int_g': "(g' has_contour_integral g z - g 0) (linepath 0 z)" using contour_integral_primitive [OF g' valid_path_linepath, of 0 z] using\<open>z \<in> ball 0 1\<close> segment_bound1 by fastforce have"cmod (g' w) \ 12 / (1 - t)" if "w \ closed_segment 0 z" for w proof - have w: "w \ ball 0 1" using segment_bound [OF that] \<open>z \<in> ball 0 1\<close> by simp have *: "\\b. (\w \ T \ U. w \ ball b 1); \x. x \ D \ g x \ T \ U\ \ \b. ball b 1 \ g ` D" for T U D by force have ttt: "1 - t \ dist w u" if "cmod u = 1" for u using\<open>norm z \<le> t\<close> segment_bound1 [OF \<open>w \<in> closed_segment 0 z\<close>] norm_triangle_ineq2 [of u w] that by (simp add: dist_norm norm_minus_commute) have"\b. ball b 1 \ g ` cball 0 1" proof (rule *) show"(\w \ (\m \ Ints. \n \ {0<..}. {Complex m (ln(n + sqrt(real n ^ 2 - 1)) / pi)}) \
(\<Union>m \<in> Ints. \<Union>n \<in> {0<..}. {Complex m (-ln(n + sqrt(real n ^ 2 - 1)) / pi)}). w \<in> ball b 1)" for b proof - obtain m where m: "m \ \" "\Re b - m\ \ 1/2" by (metis Ints_of_int abs_minus_commute of_int_round_abs_le) show ?thesis proof (cases "0::real""Im b" rule: le_cases) case le thenobtain n where"0 < n"and n: "\Im b - ln (n + sqrt ((real n)\<^sup>2 - 1)) / pi\ < 1/2" using Schottky_lemma2 [of "Im b"] by blast have"dist b (Complex m (Im b)) \ 1/2" by (metis cancel_comm_monoid_add_class.diff_cancel cmod_eq_Re complex.sel(1) complex.sel(2) dist_norm m(2) minus_complex.code) moreover have"dist (Complex m (Im b)) (Complex m (ln (n + sqrt ((real n)\<^sup>2 - 1)) / pi)) < 1/2" using n by (simp add: complex_norm cmod_eq_Re complex_diff dist_norm del: Complex_eq) ultimatelyhave"dist b (Complex m (ln (real n + sqrt ((real n)\<^sup>2 - 1)) / pi)) < 1" by (simp add: dist_triangle_lt [of b "Complex m (Im b)"] dist_commute) with le m \<open>0 < n\<close> show ?thesis apply (rule_tac x = "Complex m (ln (real n + sqrt ((real n)\<^sup>2 - 1)) / pi)" in bexI) by (force simp del: Complex_eq greaterThan_0)+ next case ge thenobtain n where"0 < n"and n: "\- Im b - ln (real n + sqrt ((real n)\<^sup>2 - 1)) / pi\ < 1/2" using Schottky_lemma2 [of "- Im b"] by auto have"dist b (Complex m (Im b)) \ 1/2" by (metis cancel_comm_monoid_add_class.diff_cancel cmod_eq_Re complex.sel(1) complex.sel(2) dist_norm m(2) minus_complex.code) moreover have"dist (Complex m (- ln (n + sqrt ((real n)\<^sup>2 - 1)) / pi)) (Complex m (Im b))
= \<bar> - Im b - ln (real n + sqrt ((real n)\<^sup>2 - 1)) / pi\<bar>" by (simp add: complex_norm dist_norm cmod_eq_Re complex_diff) ultimatelyhave"dist b (Complex m (- ln (real n + sqrt ((real n)\<^sup>2 - 1)) / pi)) < 1" using n by (simp add: dist_triangle_lt [of b "Complex m (Im b)"] dist_commute) with ge m \<open>0 < n\<close> show ?thesis by (rule_tac x = "Complex m (- ln (real n + sqrt ((real n)\<^sup>2 - 1)) / pi)" in bexI) auto qed qed show"g v \ (\m \ Ints. \n \ {0<..}. {Complex m (ln(n + sqrt(real n ^ 2 - 1)) / pi)}) \
(\<Union>m \<in> Ints. \<Union>n \<in> {0<..}. {Complex m (-ln(n + sqrt(real n ^ 2 - 1)) / pi)})" if"v \ cball 0 1" for v using not01 [OF that] by (force simp: g [OF that, symmetric] h [OF that, symmetric] dest!: Schottky_lemma3 [of "g v"]) qed thenhave 12: "(1 - t) * cmod (deriv g w) / 12 < 1" using Bloch_general [OF holg _ ttt, of 1] w by force have"g field_differentiable at w within cball 0 1" using holg w by (simp add: holomorphic_on_def) thenhave"g field_differentiable at w within ball 0 1" using ball_subset_cball field_differentiable_within_subset by blast with w have der_gw: "(g has_field_derivative deriv g w) (at w)" by (simp add: field_differentiable_within_open [of _ "ball 0 1"] field_differentiable_derivI) with DERIV_unique [OF der_gw] g' w have "deriv g w = g' w" by (metis open_ball at_within_open ball_subset_cball has_field_derivative_subset subsetCE) thenshow"cmod (g' w) \ 12 / (1 - t)" using g' 12 \t < 1\ by (simp add: field_simps) qed thenhave"cmod (g z - g 0) \ 12 / (1 - t) * cmod z" using has_contour_integral_bound_linepath [OF int_g', of "12/(1 - t)"] assms by simp with\<open>cmod z \<le> t\<close> \<open>t < 1\<close> show ?thesis by (simp add: field_split_simps) qed have fz: "f z = (1 + cos(of_real pi * h z)) / 2" using h \<open>z \<in> ball 0 1\<close> by (auto simp: field_simps) have"cmod (f z) \ exp (cmod (complex_of_real pi * h z))" by (simp add: fz mult.commute norm_cos_plus1_le) alsohave"... \ exp (pi * exp (pi * (2 + 2 * r + 12 * t / (1 - t))))" proof (simp add: norm_mult) have"cmod (g z - g 0) \ 12 * t / (1 - t)" using norm_g_12 \<open>t < 1\<close> by (simp add: norm_mult) thenhave"cmod (g z) - cmod (g 0) \ 12 * t / (1 - t)" using norm_triangle_ineq2 order_trans by blast thenhave *: "cmod (g z) \ 2 + 2 * r + 12 * t / (1 - t)" using g0_2_f0 norm_ge_zero [of "f 0"] nof0 by linarith have"cmod (h z) \ exp (cmod (complex_of_real pi * g z))" using\<open>z \<in> ball 0 1\<close> by (simp add: g norm_cos_le) alsohave"... \ exp (pi * (2 + 2 * r + 12 * t / (1 - t)))" using\<open>t < 1\<close> nof0 * by (simp add: norm_mult) finallyshow"cmod (h z) \ exp (pi * (2 + 2 * r + 12 * t / (1 - t)))" . qed finallyshow ?thesis . qed
subsection\<open>The Little Picard Theorem\<close>
theorem Landau_Picard: obtains R where"\z. 0 < R z" "\f. \f holomorphic_on cball 0 (R(f 0)); \<And>z. norm z \<le> R(f 0) \<Longrightarrow> f z \<noteq> 0 \<and> f z \<noteq> 1\<rbrakk> \<Longrightarrow> norm(deriv f 0) < 1" proof -
define R where"R \ \z. 3 * exp(pi * exp(pi*(2 + 2 * cmod z + 12)))" show ?thesis proof show Rpos: "\z. 0 < R z" by (auto simp: R_def) show"norm(deriv f 0) < 1" if holf: "f holomorphic_on cball 0 (R(f 0))" and Rf: "\z. norm z \ R(f 0) \ f z \ 0 \ f z \ 1" for f proof - let ?r = "R(f 0)"
define g where"g \ f \ (\z. of_real ?r * z)" have"0 < ?r" using Rpos by blast have holg: "g holomorphic_on cball 0 1" unfolding g_def proof (intro holomorphic_intros holomorphic_on_compose holomorphic_on_subset [OF holf]) show"(*) (complex_of_real (R (f 0))) ` cball 0 1 \ cball 0 (R (f 0))" using Rpos by (auto simp: less_imp_le norm_mult) qed have *: "norm(g z) \ exp(pi * exp(pi * (2 + 2 * norm (f 0) + 12 * t / (1 - t))))" if"0 < t""t < 1""norm z \ t" for t z proof (rule Schottky [OF holg]) show"cmod (g 0) \ cmod (f 0)" by (simp add: g_def) show"\z. z \ cball 0 1 \ \ (g z = 0 \ g z = 1)" using Rpos by (simp add: g_def less_imp_le norm_mult Rf) qed (auto simp: that) have C1: "g holomorphic_on ball 0 (1/2)" by (rule holomorphic_on_subset [OF holg]) auto have C2: "continuous_on (cball 0 (1/2)) g" by (meson cball_divide_subset_numeral holg holomorphic_on_imp_continuous_on holomorphic_on_subset) have C3: "cmod (g z) \ R (f 0) / 3" if "cmod (0 - z) = 1/2" for z proof - have"norm(g z) \ exp(pi * exp(pi * (2 + 2 * norm (f 0) + 12)))" using * [of "1/2"] that by simp alsohave"... = ?r / 3" by (simp add: R_def) finallyshow ?thesis . qed thenhave cmod_g'_le: "cmod (deriv g 0) * 3 \ R (f 0) * 2" using Cauchy_inequality [OF C1 C2 _ C3, of 1] by simp have holf': "f holomorphic_on ball 0 (R(f 0))" by (rule holomorphic_on_subset [OF holf]) auto thenhave fd0: "f field_differentiable at 0" by (rule holomorphic_on_imp_differentiable_at [OF _ open_ball])
(auto simp: Rpos [of "f 0"]) have g_eq: "deriv g 0 = of_real ?r * deriv f 0" unfolding g_def by (metis DERIV_imp_deriv DERIV_chain DERIV_cmult_Id fd0 field_differentiable_derivI mult.commute mult_zero_right) show ?thesis using cmod_g'_le Rpos [of "f 0"] by (simp add: g_eq norm_mult) qed qed qed
lemma little_Picard_01: assumes holf: "f holomorphic_on UNIV"and f01: "\z. f z \ 0 \ f z \ 1" obtains c where"f = (\x. c)" proof - obtain R where Rpos: "\z. 0 < R z" and R: "\h. \h holomorphic_on cball 0 (R(h 0)); \<And>z. norm z \<le> R(h 0) \<Longrightarrow> h z \<noteq> 0 \<and> h z \<noteq> 1\<rbrakk> \<Longrightarrow> norm(deriv h 0) < 1" using Landau_Picard by metis have contf: "continuous_on UNIV f" by (simp add: holf holomorphic_on_imp_continuous_on) show ?thesis proof (cases "\x. deriv f x = 0") case True have"(f has_field_derivative 0) (at x)"for x by (metis True UNIV_I holf holomorphic_derivI open_UNIV) thenobtain c where"\x. f(x) = c" by (meson UNIV_I DERIV_zero_connected_constant [OF connected_UNIV open_UNIV finite.emptyI contf]) thenshow ?thesis using that by auto next case False thenobtain w where w: "deriv f w \ 0" by auto
define fw where"fw \ (f \ (\z. w + z / deriv f w))" have norm_let1: "norm(deriv fw 0) < 1" proof (rule R) show"fw holomorphic_on cball 0 (R (fw 0))" unfolding fw_def by (intro holomorphic_intros holomorphic_on_compose w holomorphic_on_subset [OF holf] subset_UNIV) show"fw z \ 0 \ fw z \ 1" if "cmod z \ R (fw 0)" for z using f01 by (simp add: fw_def) qed have"(fw has_field_derivative deriv f w * inverse (deriv f w)) (at 0)" unfolding fw_def apply (intro DERIV_chain derivative_eq_intros w)+ using holf holomorphic_derivI by (force simp: field_simps)+ thenshow ?thesis using norm_let1 w by (simp add: DERIV_imp_deriv) qed qed
theorem little_Picard: assumes holf: "f holomorphic_on UNIV" and"a \ b" "range f \ {a,b} = {}" obtains c where"f = (\x. c)" proof - let ?g = "\x. 1/(b - a)*(f x - b) + 1" obtain c where"?g = (\x. c)" proof (rule little_Picard_01) show"?g holomorphic_on UNIV" by (intro holomorphic_intros holf) show"\z. ?g z \ 0 \ ?g z \ 1" using assms by (auto simp: field_simps) qed auto thenhave"?g x = c"for x by meson thenhave"f x = c * (b-a) + a"for x using assms by (auto simp: field_simps) thenshow ?thesis using that by blast qed
text\<open>A couple of little applications of Little Picard\<close>
lemma holomorphic_periodic_fixpoint: assumes holf: "f holomorphic_on UNIV" and"p \ 0" and per: "\z. f(z + p) = f z" obtains x where"f x = x" proof - have False if non: "\x. f x \ x" proof - obtain c where"(\z. f z - z) = (\z. c)" proof (rule little_Picard) show"(\z. f z - z) holomorphic_on UNIV" by (simp add: holf holomorphic_on_diff) show"range (\z. f z - z) \ {p,0} = {}" using assms non by auto (metis add.commute diff_eq_eq) qed (auto simp: assms) with per show False by (metis add.commute add_cancel_left_left \<open>p \<noteq> 0\<close> diff_add_cancel) qed thenshow ?thesis using that by blast qed
lemma holomorphic_involution_point: assumes holfU: "f holomorphic_on UNIV"and non: "\a. f \ (\x. a + x)" obtains x where"f(f x) = x" proof -
{ assume non_ff [simp]: "\x. f(f x) \ x" thenhave non_fp [simp]: "f z \ z" for z by metis have holf: "f holomorphic_on X"for X using assms holomorphic_on_subset by blast obtain c where c: "(\x. (f(f x) - x)/(f x - x)) = (\x. c)" proof (rule little_Picard_01) show"(\x. (f(f x) - x)/(f x - x)) holomorphic_on UNIV" using non_fp by (intro holomorphic_intros holf holomorphic_on_compose [unfolded o_def, OF holf]) auto qed auto thenobtain"c \ 0" "c \ 1" by (metis (no_types, opaque_lifting) non_ff diff_zero divide_eq_0_iff right_inverse_eq) have eq: "f(f x) - c * f x = x*(1 - c)"for x using fun_cong [OF c, of x] by (simp add: field_simps) have df_times_dff: "deriv f z * (deriv f (f z) - c) = 1 * (1 - c)"for z proof (rule DERIV_unique) show"((\x. f (f x) - c * f x) has_field_derivative
deriv f z * (deriv f (f z) - c)) (at z)" by (rule derivative_eq_intros holomorphic_derivI [OF holfU]
DERIV_chain [unfolded o_def, where f=f and g=f] | simp add: algebra_simps)+ show"((\x. f (f x) - c * f x) has_field_derivative 1 * (1 - c)) (at z)" by (simp add: eq mult_commute_abs) qed
{ fix z::complex obtain k where k: "deriv f \ f = (\x. k)" proof (rule little_Picard) show"(deriv f \ f) holomorphic_on UNIV" by (meson holfU holomorphic_deriv holomorphic_on_compose holomorphic_on_subset open_UNIV subset_UNIV) obtain"deriv f (f x) \ 0" "deriv f (f x) \ c" for x using df_times_dff \<open>c \<noteq> 1\<close> eq_iff_diff_eq_0 by (metis lambda_one mult_zero_left mult_zero_right) thenshow"range (deriv f \ f) \ {0,c} = {}" by force qed (use\<open>c \<noteq> 0\<close> in auto) have"\ f constant_on UNIV" by (meson UNIV_I non_ff constant_on_def) with holf open_mapping_thm have"open(range f)" by blast obtain l where l: "\x. f x - k * x = l" proof (rule DERIV_zero_connected_constant [of UNIV "{}""\x. f x - k * x"], simp_all) have"deriv f w - k = 0"for w proof (rule analytic_continuation [OF _ open_UNIV connected_UNIV subset_UNIV, of "\z. deriv f z - k" "f z" "range f" w]) show"(\z. deriv f z - k) holomorphic_on UNIV" by (intro holomorphic_intros holf open_UNIV) show"f z islimpt range f" by (metis (no_types, lifting) IntI UNIV_I \<open>open (range f)\<close> image_eqI inf.absorb_iff2 inf_aci(1) islimpt_UNIV islimpt_eq_acc_point open_Int top_greatest) show"\z. z \ range f \ deriv f z - k = 0" by (metis comp_def diff_self image_iff k) qed auto moreover have"((\x. f x - k * x) has_field_derivative deriv f x - k) (at x)" for x by (metis DERIV_cmult_Id Deriv.field_differentiable_diff UNIV_I field_differentiable_derivI holf holomorphic_on_def) ultimately show"\x. ((\x. f x - k * x) has_field_derivative 0) (at x)" by auto show"continuous_on UNIV (\x. f x - k * x)" by (simp add: continuous_on_diff holf holomorphic_on_imp_continuous_on) qed (auto simp: connected_UNIV) have False proof (cases "k=1") case True thenhave"\x. k * x + l \ a + x" for a using l non [of a] ext [of f "(+) a"] by (metis add.commute diff_eq_eq) with True show ?thesis by auto next case False have"\x. (1 - k) * x \ f 0" using l [of 0] by (simp add: algebra_simps) (metis diff_add_cancel l mult.commute non_fp) thenshow False by (metis False eq_iff_diff_eq_0 mult.commute nonzero_mult_div_cancel_right times_divide_eq_right) qed
}
} thenshow thesis using that by blast qed
lemma subsequence_diagonalization_lemma: fixes P :: "nat \ (nat \ 'a) \ bool" assumes sub: "\i r. \k. strict_mono (k :: nat \ nat) \ P i (r \ k)" and P_P: "\i r::nat \ 'a. \k1 k2 N. \<lbrakk>P i (r \<circ> k1); \<And>j. N \<le> j \<Longrightarrow> \<exists>j'. j \<le> j' \<and> k2 j = k1 j'\<rbrakk> \<Longrightarrow> P i (r \<circ> k2)" obtains k where"strict_mono (k :: nat \ nat)" "\i. P i (r \ k)" proof - obtain kk where"\i r. strict_mono (kk i r :: nat \ nat) \ P i (r \ (kk i r))" using sub by metis thenhave sub_kk: "\i r. strict_mono (kk i r)" and P_kk: "\i r. P i (r \ (kk i r))" by auto
define rr where"rr \ rec_nat (kk 0 r) (\n x. x \ kk (Suc n) (r \ x))" thenhave [simp]: "rr 0 = kk 0 r""\n. rr(Suc n) = rr n \ kk (Suc n) (r \ rr n)" by auto show thesis proof have sub_rr: "strict_mono (rr i)"for i using sub_kk by (induction i) (auto simp: strict_mono_def o_def) have P_rr: "P i (r \ rr i)" for i using P_kk by (induction i) (auto simp: o_def) have"i \ i+d \ rr i n \ rr (i+d) n" for d i n proof (induction d) case 0 thenshow ?case by simp next case (Suc d) thenshow ?case using seq_suble [OF sub_kk] strict_mono_less_eq [OF sub_rr] by (simp add: order_subst1) qed thenhave"\i j n. i \ j \ rr i n \ rr j n" by (metis le_iff_add) show"strict_mono (\n. rr n n)" unfolding strict_mono_Suc_iff by (simp add: Suc_le_lessD strict_monoD strict_mono_imp_increasing sub_kk sub_rr) have"\j. i \ j \ rr (n+d) i = rr n j" for d n i proof (induction d arbitrary: i) case (Suc d) thenshow ?case using seq_suble [OF sub_kk] by simp (meson order_trans) qed auto thenhave"\m n i. n \ m \ \j. i \ j \ rr m i = rr n j" by (metis le_iff_add) thenshow"P i (r \ (\n. rr n n))" for i by (meson P_rr P_P) qed qed
lemma function_convergent_subsequence: fixes f :: "[nat,'a] \ 'b::{real_normed_vector,heine_borel}" assumes"countable S"and M: "\n::nat. \x. x \ S \ norm(f n x) \ M" obtains k where"strict_mono (k::nat\nat)" "\x. x \ S \ \l. (\n. f (k n) x) \ l" proof (cases "S = {}") case True thenshow ?thesis using strict_mono_id that by fastforce next case False with\<open>countable S\<close> obtain \<sigma> :: "nat \<Rightarrow> 'a" where \<sigma>: "S = range \<sigma>" using uncountable_def by blast obtain k where"strict_mono k"and k: "\i. \l. (\n. (f \ k) n (\ i)) \ l" proof (rule subsequence_diagonalization_lemma
[of "\i r. \l. ((\n. (f \ r) n (\ i)) \ l) sequentially" id]) show"\k::nat\nat. strict_mono k \ (\l. (\n. (f \ (r \ k)) n (\ i)) \ l)" for i r proof - have"f (r n) (\ i) \ cball 0 M" for n by (simp add: \<sigma> M) thenshow ?thesis using compact_def [of "cball (0::'b) M"] by (force simp: o_def) qed show"\l. (\n. (f \ (r \ k2)) n (\ i)) \ l" if"\l. (\n. (f \ (r \ k1)) n (\ i)) \ l" "\j. N \ j \ \j'\j. k2 j = k1 j'" for i N and r k1 k2 :: "nat\nat" using that by (simp add: lim_sequentially) (metis (no_types, opaque_lifting) le_cases order_trans) qed auto with\<sigma> that show ?thesis by force qed
theorem Arzela_Ascoli: fixes\<F> :: "[nat,'a::euclidean_space] \<Rightarrow> 'b::{real_normed_vector,heine_borel}" assumes"compact S" and M: "\n x. x \ S \ norm(\ n x) \ M" and equicont: "\x e. \x \ S; 0 < e\ \<Longrightarrow> \<exists>d. 0 < d \<and> (\<forall>n y. y \<in> S \<and> norm(x - y) < d \<longrightarrow> norm(\<F> n x - \<F> n y) < e)" obtains g k where"continuous_on S g""strict_mono (k :: nat \ nat)" "\e. 0 < e \ \N. \n x. n \ N \ x \ S \ norm(\(k n) x - g x) < e" proof - have UEQ: "\e. 0 < e \ \d. 0 < d \ (\n. \x \ S. \x' \ S. dist x' x < d \ dist (\ n x') (\ n x) < e)" apply (rule compact_uniformly_equicontinuous [OF \<open>compact S\<close>, of "range \<F>"]) using equicont by (force simp: dist_commute dist_norm)+ have"continuous_on S g" if"\e. 0 < e \ \N. \n x. n \ N \ x \ S \ norm(\(r n) x - g x) < e" for g:: "'a \ 'b" and r :: "nat \ nat" proof (rule uniform_limit_theorem [of _ "\ \ r"]) have"continuous_on S (\ (r n))" for n using UEQ by (force simp: continuous_on_iff) thenshow"\\<^sub>F n in sequentially. continuous_on S ((\ \ r) n)" by (simp add: eventually_sequentially) show"uniform_limit S (\ \ r) g sequentially" using that by (metis (mono_tags, opaque_lifting) comp_apply dist_norm uniform_limit_sequentially_iff) qed auto moreover obtain R where"countable R""R \ S" and SR: "S \ closure R" by (metis separable that) obtain k where"strict_mono k"and k: "\x. x \ R \ \l. (\n. \ (k n) x) \ l" using\<open>R \<subseteq> S\<close> by (force intro: function_convergent_subsequence [OF \<open>countable R\<close> M]) thenhave Cauchy: "Cauchy ((\n. \ (k n) x))" if "x \ R" for x using convergent_eq_Cauchy that by blast have"\N. \m n x. N \ m \ N \ n \ x \ S \ dist ((\ \ k) m x) ((\ \ k) n x) < e" if"0 < e"for e proof - obtain d where"0 < d" and d: "\n. \x \ S. \x' \ S. dist x' x < d \ dist (\ n x') (\ n x) < e/3" by (metis UEQ \<open>0 < e\<close> divide_pos_pos zero_less_numeral) obtain T where"T \ R" and "finite T" and T: "S \ (\c\T. ball c d)" proof (rule compactE_image [OF \<open>compact S\<close>, of R "(\<lambda>x. ball x d)"]) have"closure R \ (\c\R. ball c d)" using\<open>0 < d\<close> by (auto simp: closure_approachable) with SR show"S \ (\c\R. ball c d)" by auto qed auto have"\M. \m\M. \n\M. dist (\ (k m) x) (\ (k n) x) < e/3" if "x \ R" for x using Cauchy \<open>0 < e\<close> that unfolding Cauchy_def by (metis less_divide_eq_numeral1(1) mult_zero_left) thenobtain MF where MF: "\x m n. \x \ R; m \ MF x; n \ MF x\ \ norm (\ (k m) x - \ (k n) x) < e/3" using dist_norm by metis have"dist ((\ \ k) m x) ((\ \ k) n x) < e" if m: "Max (MF ` T) \ m" and n: "Max (MF ` T) \ n" "x \ S" for m n x proof - obtain t where"t \ T" and t: "x \ ball t d" using\<open>x \<in> S\<close> T by auto have"norm(\ (k m) t - \ (k m) x) < e / 3" by (metis \<open>R \<subseteq> S\<close> \<open>T \<subseteq> R\<close> \<open>t \<in> T\<close> d dist_norm mem_ball subset_iff t \<open>x \<in> S\<close>) moreover have"norm(\ (k n) t - \ (k n) x) < e / 3" by (metis \<open>R \<subseteq> S\<close> \<open>T \<subseteq> R\<close> \<open>t \<in> T\<close> subsetD d dist_norm mem_ball t \<open>x \<in> S\<close>) moreover have"norm(\ (k m) t - \ (k n) t) < e / 3" proof (rule MF) show"t \ R" using\<open>T \<subseteq> R\<close> \<open>t \<in> T\<close> by blast show"MF t \ m" "MF t \ n" by (meson Max_ge \<open>finite T\<close> \<open>t \<in> T\<close> finite_imageI imageI le_trans m n)+ qed ultimately show ?thesis unfolding dist_norm [symmetric] o_def by (metis dist_triangle_third dist_commute) qed thenshow ?thesis by force qed thenobtain g where"\e>0. \N. \n x. N \ n \ x \ S \ norm ((\ \ k) n x - g x) < e" using uniformly_convergent_eq_cauchy [of "\x. x \ S" "\ \ k"] by (auto simp add: dist_norm) ultimatelyshow thesis by (metis \<open>strict_mono k\<close> comp_apply that) qed
text\<open>a sequence of holomorphic functions uniformly bounded
on compact subsets of an open set S has a subsequence that converges to a
holomorphic function, and converges \emph{uniformly} on compact subsets of S.\<close>
theorem Montel: fixes\<F> :: "[nat,complex] \<Rightarrow> complex" assumes"open S" and\<H>: "\<And>h. h \<in> \<H> \<Longrightarrow> h holomorphic_on S" and bounded: "\K. \compact K; K \ S\ \ \B. \h \ \. \ z \ K. norm(h z) \ B" and rng_f: "range \ \ \" obtains g r where"g holomorphic_on S""strict_mono (r :: nat \ nat)" "\x. x \ S \ ((\n. \ (r n) x) \ g x) sequentially" "\K. \compact K; K \ S\ \ uniform_limit K (\ \ r) g sequentially" proof - obtain K where comK: "\n. compact(K n)" and KS: "\n::nat. K n \ S" and subK: "\X. \compact X; X \ S\ \ \N. \n\N. X \ K n" using open_Union_compact_subsets [OF \<open>open S\<close>] by metis thenhave"\i. \B. \h \ \. \ z \ K i. norm(h z) \ B" by (simp add: bounded) thenobtain B where B: "\i h z. \h \ \; z \ K i\ \ norm(h z) \ B i" by metis have *: "\r g. strict_mono (r::nat\nat) \ (\e > 0. \N. \n\N. \x \ K i. norm((\ \ r) n x - g x) < e)" if"\n. \ n \ \" for \ i proof - obtain g k where"continuous_on (K i) g""strict_mono (k::nat\nat)" "\e. 0 < e \ \N. \n\N. \x \ K i. norm(\(k n) x - g x) < e" proof (rule Arzela_Ascoli [of "K i""\" "B i"]) show"\d>0. \n y. y \ K i \ cmod (z - y) < d \ cmod (\ n z - \ n y) < e" if z: "z \ K i" and "0 < e" for z e proof - obtain r where"0 < r"and r: "cball z r \ S" using z KS [of i] \<open>open S\<close> by (force simp: open_contains_cball) have"cball z (2/3 * r) \ cball z r" using\<open>0 < r\<close> by (simp add: cball_subset_cball_iff) thenhave z23S: "cball z (2/3 * r) \ S" using r by blast obtain M where"0 < M"and M: "\n w. dist z w \ 2/3 * r \ norm(\ n w) \ M" proof - obtain N where N: "\n\N. cball z (2/3 * r) \ K n" using subK compact_cball [of z "(2/3 * r)"] z23S by force have"cmod (\ n w) \ \B N\ + 1" if "dist z w \ 2/3 * r" for n w proof - have"w \ K N" using N mem_cball that by blast thenhave"cmod (\ n w) \ B N" using B \<open>\<And>n. \<F> n \<in> \<H>\<close> by blast alsohave"... \ \B N\ + 1" by simp finallyshow ?thesis . qed thenshow ?thesis by (rule_tac M="\B N\ + 1" in that) auto qed have"cmod (\ n z - \ n y) < e" if"y \ K i" and y_near_z: "cmod (z - y) < r/3" "cmod (z - y) < e * r / (6 * M)" for n y proof - have"((\w. \ n w / (w - \)) has_contour_integral
(2 * pi) * \<i> * winding_number (circlepath z (2/3 * r)) \<xi> * \<F> n \<xi>)
(circlepath z (2/3 * r))" if"dist \ z < (2/3 * r)" for \ proof (rule Cauchy_integral_formula_convex_simple) have"\ n holomorphic_on S" by (simp add: \<H> \<open>\<And>n. \<F> n \<in> \<H>\<close>) with z23S show"\ n holomorphic_on cball z (2/3 * r)" using holomorphic_on_subset by blast qed (use that \<open>0 < r\<close> in \<open>auto simp: dist_commute\<close>) thenhave *: "((\w. \ n w / (w - \)) has_contour_integral (2 * pi) * \ * \ n \)
(circlepath z (2/3 * r))" if"dist \ z < (2/3 * r)" for \ using that by (simp add: winding_number_circlepath dist_norm) have y: "((\w. \ n w / (w - y)) has_contour_integral (2 * pi) * \ * \ n y)
(circlepath z (2/3 * r))" proof (rule *) show"dist y z < 2/3 * r" using that \<open>0 < r\<close> by (simp only: dist_norm norm_minus_commute) qed have z: "((\w. \ n w / (w - z)) has_contour_integral (2 * pi) * \ * \ n z)
(circlepath z (2/3 * r))" using\<open>0 < r\<close> by (force intro!: *) have le_er: "cmod (\ n x / (x - y) - \ n x / (x - z)) \ e / r" if"cmod (x - z) = r/3 + r/3"for x proof - have"\ (cmod (x - y) < r/3)" using y_near_z(1) that \<open>M > 0\<close> \<open>r > 0\<close> by (metis (full_types) norm_diff_triangle_less norm_minus_commute order_less_irrefl) thenhave r4_le_xy: "r/4 \ cmod (x - y)" using\<open>r > 0\<close> by simp thenhave neq: "x \ y" "x \ z" using that \<open>r > 0\<close> by (auto simp: field_split_simps norm_minus_commute) have leM: "cmod (\ n x) \ M" by (simp add: M dist_commute dist_norm that) have"cmod (\ n x / (x - y) - \ n x / (x - z)) = cmod (\ n x) * cmod (1 / (x - y) - 1 / (x - z))" by (metis (no_types, lifting) divide_inverse mult.left_neutral norm_mult right_diff_distrib') alsohave"... = cmod (\ n x) * cmod ((y - z) / ((x - y) * (x - z)))" using neq by (simp add: field_split_simps) alsohave"... = cmod (\ n x) * (cmod (y - z) / (cmod(x - y) * (2/3 * r)))" by (simp add: norm_mult norm_divide that) alsohave"... \ M * (cmod (y - z) / (cmod(x - y) * (2/3 * r)))" using\<open>r > 0\<close> \<open>M > 0\<close> by (intro mult_mono [OF leM]) auto alsohave"... < M * ((e * r / (6 * M)) / (cmod(x - y) * (2/3 * r)))" unfolding mult_less_cancel_left using y_near_z(2) \<open>M > 0\<close> \<open>r > 0\<close> neq by (simp add: field_simps mult_less_0_iff norm_minus_commute) alsohave"... \ e/r" using\<open>e > 0\<close> \<open>r > 0\<close> r4_le_xy by (simp add: field_split_simps) finallyshow ?thesis by simp qed have"(2 * pi) * cmod (\ n y - \ n z) = cmod ((2 * pi) * \ * \ n y - (2 * pi) * \ * \ n z)" by (simp add: right_diff_distrib [symmetric] norm_mult) alsohave"cmod ((2 * pi) * \ * \ n y - (2 * pi) * \ * \ n z) \ e / r * (2 * pi * (2/3 * r))"
proof (rule has_contour_integral_bound_circlepath [OF has_contour_integral_diff [OF y z]]) show"\x. cmod (x - z) = 2/3 * r \ cmod (\ n x / (x - y) - \ n x / (x - z)) \ e / r" using le_er by auto qed (use\<open>e > 0\<close> \<open>r > 0\<close> in auto) alsohave"... = (2 * pi) * e * ((2/3))" using\<open>r > 0\<close> by (simp add: field_split_simps) finallyhave"cmod (\ n y - \ n z) \ e * (2/3)" by simp alsohave"... < e" using\<open>e > 0\<close> by simp finallyshow ?thesis by (simp add: norm_minus_commute) qed thenshow ?thesis apply (rule_tac x="min (r/3) ((e * r)/(6 * M))"in exI) using\<open>0 < e\<close> \<open>0 < r\<close> \<open>0 < M\<close> by simp qed show"\n x. x \ K i \ cmod (\ n x) \ B i" using B \<open>\<And>n. \<F> n \<in> \<H>\<close> by blast next fix g :: "complex \ complex" and k :: "nat \ nat" assume *: "\(g::complex\complex) (k::nat\nat). continuous_on (K i) g \
strict_mono k \<Longrightarrow>
(\<And>e. 0 < e \<Longrightarrow> \<exists>N. \<forall>n\<ge>N. \<forall>x\<in>K i. cmod (\<F> (k n) x - g x) < e) \<Longrightarrow> thesis" "continuous_on (K i) g" "strict_mono k" "\e. 0 < e \ \N. \n x. N \ n \ x \ K i \ cmod (\ (k n) x - g x) < e" show ?thesis by (rule *(1)[OF *(2,3)], drule *(4)) auto qed (use comK in simp_all) thenshow ?thesis by auto qed
define \<Phi> where "\<Phi> \<equiv> \<lambda>g i r. \<lambda>k::nat\<Rightarrow>nat. \<forall>e>0. \<exists>N. \<forall>n\<ge>N. \<forall>x\<in>K i. cmod ((\<F> \<circ> (r \<circ> k)) n x - g x) < e" obtain k :: "nat \ nat" where "strict_mono k" and k: "\i. \g. \ g i id k" proof (rule subsequence_diagonalization_lemma [where r=id]) show"\g. \ g i id (r \ k2)" if ex: "\g. \ g i id (r \ k1)" and "\j. N \ j \ \j'\j. k2 j = k1 j'" for i k1 k2 N and r::"nat\nat" proof - obtain g where"\ g i id (r \ k1)" using ex by blast thenhave"\ g i id (r \ k2)" using that by (simp add: \<Phi>_def) (metis (no_types, opaque_lifting) le_trans linear) thenshow ?thesis by metis qed have"\k g. strict_mono (k::nat\nat) \ \ g i id (r \ k)" for i r unfolding\<Phi>_def o_assoc using rng_f by (force intro!: *) thenshow"\i r. \k. strict_mono (k::nat\nat) \ (\g. \ g i id (r \ k))" by force qed fastforce have"\l. \e>0. \N. \n\N. norm(\ (k n) z - l) < e" if "z \ S" for z proof - obtain G where G: "\i e. e > 0 \ \M. \n\M. \x\K i. cmod ((\ \ k) n x - G i x) < e" using k unfolding\<Phi>_def by (metis id_comp) obtain N where"\n. n \ N \ z \ K n" using subK [of "{z}"] that \<open>z \<in> S\<close> by auto moreoverhave"\e. e > 0 \ \M. \n\M. \x\K N. cmod ((\ \ k) n x - G N x) < e" using G by auto ultimatelyshow ?thesis by (metis comp_apply order_refl) qed thenobtain g where g: "\z e. \z \ S; e > 0\ \ \N. \n\N. norm(\ (k n) z - g z) < e" by metis show ?thesis proof show g_lim: "\x. x \ S \ (\n. \ (k n) x) \ g x" by (simp add: lim_sequentially g dist_norm) have dg_le_e: "\N. \n\N. \x\T. cmod (\ (k n) x - g x) < e" if T: "compact T""T \ S" and "0 < e" for T e proof - obtain N where N: "\n. n \ N \ T \ K n" using subK [OF T] by blast obtain h where h: "\e. e>0 \ \M. \n\M. \x\K N. cmod ((\ \ k) n x - h x) < e" using k unfolding\<Phi>_def by (metis id_comp) have geq: "g w = h w"if"w \ T" for w proof (rule LIMSEQ_unique) show"(\n. \ (k n) w) \ g w" using\<open>T \<subseteq> S\<close> g_lim that by blast show"(\n. \ (k n) w) \ h w" using h N that by (force simp: lim_sequentially dist_norm) qed show ?thesis using T h N \<open>0 < e\<close> by (fastforce simp add: geq) qed thenshow"\K. \compact K; K \ S\ \<Longrightarrow> uniform_limit K (\<F> \<circ> k) g sequentially" by (simp add: uniform_limit_iff dist_norm eventually_sequentially) show"g holomorphic_on S" proof (rule holomorphic_uniform_sequence [OF \<open>open S\<close> \<H>]) show"\n. (\ \ k) n \ \" by (simp add: range_subsetD rng_f) show"\d>0. cball z d \ S \ uniform_limit (cball z d) (\n. (\ \ k) n) g sequentially" if"z \ S" for z proof - obtain d where d: "d>0""cball z d \ S" using\<open>open S\<close> \<open>z \<in> S\<close> open_contains_cball by blast thenhave"uniform_limit (cball z d) (\ \ k) g sequentially" using dg_le_e compact_cball by (auto simp: uniform_limit_iff eventually_sequentially dist_norm) with d show ?thesis by blast qed qed qed (auto simp: \<open>strict_mono k\<close>) qed
subsection\<open>Some simple but useful cases of Hurwitz's theorem\<close>
proposition Hurwitz_no_zeros: assumes S: "open S""connected S" and holf: "\n::nat. \ n holomorphic_on S" and holg: "g holomorphic_on S" and ul_g: "\K. \compact K; K \ S\ \ uniform_limit K \ g sequentially" and nonconst: "\ g constant_on S" and nz: "\n z. z \ S \ \ n z \ 0" and"z0 \ S" shows"g z0 \ 0" proof assume g0: "g z0 = 0" obtain h r m where"0 < m""0 < r"and subS: "ball z0 r \ S" and holh: "h holomorphic_on ball z0 r" and geq: "\w. w \ ball z0 r \ g w = (w - z0)^m * h w" and hnz: "\w. w \ ball z0 r \ h w \ 0" by (blast intro: holomorphic_factor_zero_nonconstant [OF holg S \<open>z0 \<in> S\<close> g0 nonconst]) thenhave holf0: "\ n holomorphic_on ball z0 r" for n by (meson holf holomorphic_on_subset) have *: "((\z. deriv (\ n) z / \ n z) has_contour_integral 0) (circlepath z0 (r/2))" for n proof (rule Cauchy_theorem_disc_simple) show"(\z. deriv (\ n) z / \ n z) holomorphic_on ball z0 r" by (metis (no_types) \<open>open S\<close> holf holomorphic_deriv holomorphic_on_divide holomorphic_on_subset nz subS) qed (use\<open>0 < r\<close> in auto) have hol_dg: "deriv g holomorphic_on S" by (simp add: \<open>open S\<close> holg holomorphic_deriv) have"continuous_on (sphere z0 (r/2)) (deriv g)" using\<open>0 < r\<close> subS by (intro holomorphic_on_imp_continuous_on holomorphic_on_subset [OF hol_dg]) auto thenhave"compact (deriv g ` (sphere z0 (r/2)))" by (rule compact_continuous_image [OF _ compact_sphere]) thenhave bo_dg: "bounded (deriv g ` (sphere z0 (r/2)))" using compact_imp_bounded by blast have"continuous_on (sphere z0 (r/2)) (cmod \ g)" using\<open>0 < r\<close> subS by (intro continuous_intros holomorphic_on_imp_continuous_on holomorphic_on_subset [OF holg]) auto thenhave"compact ((cmod \ g) ` sphere z0 (r/2))" by (rule compact_continuous_image [OF _ compact_sphere]) moreoverhave"(cmod \ g) ` sphere z0 (r/2) \ {}" using\<open>0 < r\<close> by auto ultimatelyobtain b where b: "b \ (cmod \ g) ` sphere z0 (r/2)" "\t. t \ (cmod \ g) ` sphere z0 (r/2) \ b \ t" using compact_attains_inf [of "(norm \ g) ` (sphere z0 (r/2))"] by blast have"(\n. contour_integral (circlepath z0 (r/2)) (\z. deriv (\ n) z / \ n z)) \
contour_integral (circlepath z0 (r/2)) (\<lambda>z. deriv g z / g z)" proof (rule contour_integral_uniform_limit_circlepath) show"\\<^sub>F n in sequentially. (\z. deriv (\ n) z / \ n z) contour_integrable_on circlepath z0 (r/2)" using * contour_integrable_on_def eventually_sequentiallyI by meson show"uniform_limit (sphere z0 (r/2)) (\n z. deriv (\ n) z / \ n z) (\z. deriv g z / g z) sequentially" proof (rule uniform_lim_divide [OF _ _ bo_dg]) show"uniform_limit (sphere z0 (r/2)) (\a. deriv (\ a)) (deriv g) sequentially" proof (rule uniform_limitI) fix e::real assume"0 < e"
show"\\<^sub>F n in sequentially. \x \ sphere z0 (r/2). dist (deriv (\ n) x) (deriv g x) < e" proof - have"dist (deriv (\ n) w) (deriv g w) < e" if e8: "\x. dist z0 x \ 3 * r / 4 \ dist (\ n x) (g x) * 8 < r * e" and w: "w \ sphere z0 (r/2)" for n w proof - have"ball w (r/4) \ ball z0 r" "cball w (r/4) \ ball z0 r" using\<open>0 < r\<close> w by (simp_all add: ball_subset_ball_iff cball_subset_ball_iff dist_commute) with subS have wr4_sub: "ball w (r/4) \ S" "cball w (r/4) \ S" by force+ moreover have"(\z. \ n z - g z) holomorphic_on S" by (intro holomorphic_intros holf holg) ultimatelyhave hol: "(\z. \ n z - g z) holomorphic_on ball w (r/4)" and cont: "continuous_on (cball w (r / 4)) (\z. \ n z - g z)" using holomorphic_on_subset by (blast intro: holomorphic_on_imp_continuous_on)+ have"w \ S" using\<open>0 < r\<close> wr4_sub by auto have"dist z0 y \ 3 * r / 4" if "dist w y < r/4" for y proof (rule dist_triangle_le [where z=w]) show"dist z0 w + dist y w \ 3 * r / 4" using w that by (simp add: dist_commute) qed with e8 have in_ball: "\y. y \ ball w (r/4) \ \ n y - g y \ ball 0 (r/4 * e/2)" by (simp add: dist_norm [symmetric]) have"\ n field_differentiable at w" by (metis holomorphic_on_imp_differentiable_at \<open>w \<in> S\<close> holf \<open>open S\<close>) moreover have"g field_differentiable at w" using\<open>w \<in> S\<close> \<open>open S\<close> holg holomorphic_on_imp_differentiable_at by auto moreover have"cmod (deriv (\w. \ n w - g w) w) * 2 \ e" using Cauchy_higher_deriv_bound [OF hol cont in_ball, of 1] \<open>r > 0\<close> by auto ultimatelyhave"dist (deriv (\ n) w) (deriv g w) \ e/2" by (simp add: dist_norm) thenshow ?thesis using\<open>e > 0\<close> by auto qed moreover have"cball z0 (3 * r / 4) \ ball z0 r" by (simp add: cball_subset_ball_iff \<open>0 < r\<close>) with subS have"uniform_limit (cball z0 (3 * r/4)) \ g sequentially" by (force intro: ul_g) thenhave"\\<^sub>F n in sequentially. \x\cball z0 (3 * r / 4). dist (\ n x) (g x) < r / 4 * e / 2" using\<open>0 < e\<close> \<open>0 < r\<close> by (force simp: intro!: uniform_limitD) ultimatelyshow ?thesis by (force simp add: eventually_sequentially) qed qed show"uniform_limit (sphere z0 (r/2)) \ g sequentially" proof (rule uniform_limitI) fix e::real assume"0 < e" have"sphere z0 (r/2) \ ball z0 r" using\<open>0 < r\<close> by auto with subS have"uniform_limit (sphere z0 (r/2)) \ g sequentially" by (force intro: ul_g) thenshow"\\<^sub>F n in sequentially. \x \ sphere z0 (r/2). dist (\ n x) (g x) < e" using\<open>0 < e\<close> uniform_limit_iff by blast qed show"b > 0""\x. x \ sphere z0 (r/2) \ b \ cmod (g x)" using b \<open>0 < r\<close> by (fastforce simp: geq hnz)+ qed qed (use\<open>0 < r\<close> in auto) thenhave"(\n. 0) \ contour_integral (circlepath z0 (r/2)) (\z. deriv g z / g z)" by (simp add: contour_integral_unique [OF *]) thenhave"contour_integral (circlepath z0 (r/2)) (\z. deriv g z / g z) = 0" by (simp add: LIMSEQ_const_iff) moreover have"contour_integral (circlepath z0 (r/2)) (\z. deriv g z / g z) =
contour_integral (circlepath z0 (r/2)) (\<lambda>z. m / (z - z0) + deriv h z / h z)" proof (rule contour_integral_eq, use\<open>0 < r\<close> in simp) fix w assume w: "dist z0 w * 2 = r" thenhave w_inb: "w \ ball z0 r" using\<open>0 < r\<close> by auto have h_der: "(h has_field_derivative deriv h w) (at w)" using holh holomorphic_derivI w_inb by blast have"deriv g w = ((of_nat m * h w + deriv h w * (w - z0)) * (w - z0) ^ m) / (w - z0)" if"r = dist z0 w * 2""w \ z0" proof - have"((\w. (w - z0) ^ m * h w) has_field_derivative
(m * h w + deriv h w * (w - z0)) * (w - z0) ^ m / (w - z0)) (at w)" apply (rule derivative_eq_intros h_der refl)+ using that \<open>m > 0\<close> \<open>0 < r\<close> apply (simp add: divide_simps distrib_right) by (metis Suc_pred mult.commute power_Suc) thenshow ?thesis proof (rule DERIV_imp_deriv [OF has_field_derivative_transform_within_open]) show"\x. x \ ball z0 r \ (x - z0) ^ m * h x = g x" by (simp add: hnz geq) qed (use that \<open>m > 0\<close> \<open>0 < r\<close> in auto) qed with\<open>0 < r\<close> \<open>0 < m\<close> w w_inb show "deriv g w / g w = of_nat m / (w - z0) + deriv h w / h w" by (auto simp: geq field_split_simps hnz) qed moreover have"contour_integral (circlepath z0 (r/2)) (\z. m / (z - z0) + deriv h z / h z) =
2 * of_real pi * \<i> * m + 0" proof (rule contour_integral_unique [OF has_contour_integral_add]) show"((\x. m / (x - z0)) has_contour_integral 2 * of_real pi * \ * m) (circlepath z0 (r/2))" by (force simp: \<open>0 < r\<close> intro: Cauchy_integral_circlepath_simple) show"((\x. deriv h x / h x) has_contour_integral 0) (circlepath z0 (r/2))" using hnz holh holomorphic_deriv holomorphic_on_divide \<open>0 < r\<close> by (fastforce intro!: Cauchy_theorem_disc_simple [of _ z0 r]) qed ultimatelyshow False using\<open>0 < m\<close> by auto qed
corollary Hurwitz_injective: assumes S: "open S""connected S" and holf: "\n::nat. \ n holomorphic_on S" and holg: "g holomorphic_on S" and ul_g: "\K. \compact K; K \ S\ \ uniform_limit K \ g sequentially" and nonconst: "\ g constant_on S" and inj: "\n. inj_on (\ n) S" shows"inj_on g S" proof - have False if z12: "z1 \ S" "z2 \ S" "z1 \ z2" "g z2 = g z1" for z1 z2 proof - obtain z0 where"z0 \ S" and z0: "g z0 \ g z2" using constant_on_def nonconst by blast have"(\z. g z - g z1) holomorphic_on S" by (intro holomorphic_intros holg) thenobtain r where"0 < r""ball z2 r \ S" "\z. dist z2 z < r \ z \ z2 \ g z \ g z1" using isolated_zeros [of "\z. g z - g z1" S z2 z0] S \z0 \ S\ z0 z12 by auto have"g z2 - g z1 \ 0" proof (rule Hurwitz_no_zeros [of "S - {z1}""\n z. \ n z - \ n z1" "\z. g z - g z1"]) show"open (S - {z1})" by (simp add: S open_delete) show"connected (S - {z1})" by (simp add: connected_open_delete [OF S]) show"\n. (\z. \ n z - \ n z1) holomorphic_on S - {z1}" by (intro holomorphic_intros holomorphic_on_subset [OF holf]) blast show"(\z. g z - g z1) holomorphic_on S - {z1}" by (intro holomorphic_intros holomorphic_on_subset [OF holg]) blast show"uniform_limit K (\n z. \ n z - \ n z1) (\z. g z - g z1) sequentially" if"compact K""K \ S - {z1}" for K proof (rule uniform_limitI) fix e::real assume"e > 0" have"uniform_limit K \ g sequentially" using that ul_g by fastforce thenhave K: "\\<^sub>F n in sequentially. \x \ K. dist (\ n x) (g x) < e/2" using\<open>0 < e\<close> by (force simp: intro!: uniform_limitD) have"uniform_limit {z1} \ g sequentially" by (intro ul_g) (auto simp: z12) thenhave"\\<^sub>F n in sequentially. \x \ {z1}. dist (\ n x) (g x) < e/2" using\<open>0 < e\<close> by (force simp: intro!: uniform_limitD) thenhave z1: "\\<^sub>F n in sequentially. dist (\ n z1) (g z1) < e/2" by simp show"\\<^sub>F n in sequentially. \x\K. dist (\ n x - \ n z1) (g x - g z1) < e" apply (intro eventually_mono [OF eventually_conj [OF K z1]]) by (metis (no_types, opaque_lifting) diff_add_eq diff_diff_eq2 dist_commute dist_norm dist_triangle_add_half) qed show"\ (\z. g z - g z1) constant_on S - {z1}" unfolding constant_on_def by (metis Diff_iff \<open>z0 \<in> S\<close> empty_iff insert_iff right_minus_eq z0 z12) show"\n z. z \ S - {z1} \ \ n z - \ n z1 \ 0" by (metis DiffD1 DiffD2 eq_iff_diff_eq_0 inj inj_onD insertI1 \<open>z1 \<in> S\<close>) show"z2 \ S - {z1}" using\<open>z2 \<in> S\<close> \<open>z1 \<noteq> z2\<close> by auto qed with z12 show False by auto qed thenshow ?thesis by (auto simp: inj_on_def) qed
subsection\<open>The Great Picard theorem\<close>
lemma GPicard1: assumes S: "open S""connected S"and"w \ S" "0 < r" "Y \ X" and holX: "\h. h \ X \ h holomorphic_on S" and X01: "\h z. \h \ X; z \ S\ \ h z \ 0 \ h z \ 1" and r: "\h. h \ Y \ norm(h w) \ r" obtains B Z where"0 < B""open Z""w \ Z" "Z \ S" "\h z. \h \ Y; z \ Z\ \ norm(h z) \ B" proof -
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