section‹The Great Picard Theorem and its Applications›
text‹Ported from HOL Light (cauchy.ml) by L C Paulson, 2017›
theory Great_Picard imports Conformal_Mappings begin
subsection‹Schottky's theorem›
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"(λz. 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‹3 ≤ pi›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)🪙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)🪙2 - 1)) / pi ≤ x" thenhave"ln (n + sqrt ((real n)🪙2 - 1)) ≤ x * pi" by (simp add: field_split_simps) thenhave *: "exp (ln (n + sqrt ((real n)🪙2 - 1))) ≤ exp (x * pi)" by blast have 0: "0 ≤ sqrt ((real n)🪙2 - 1)" using‹0 🚫›by auto have"n + sqrt ((real n)🪙2 - 1) = exp (ln (n + sqrt ((real n)🪙2 - 1)))" by (simp add: Suc_leI ‹0 🚫› 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 "λn. 0∧ ln (n + sqrt ((real n)🪙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)🪙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)🪙2 - 1)) - ln (real n + sqrt ((real n)??2 - 1)) = ln ((1 + real n + sqrt ((1 + real n)🪙2 - 1)) / (real n + sqrt ((real n)🪙2 - 1)))" by (simp add: ‹0 🚫› 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‹0 🚫›have"1 < n""2 ≤ 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"] ‹2 ≤ n› 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)🪙2 - 1) ≤ 2 * sqrt ((real n)🪙2 - 1)" by (auto simp: real_le_lsqrt power2_eq_square algebra_simps 1 **) then have"((1 + real n + sqrt ((1 + real n)🪙2 - 1)) / (real n + sqrt ((real n)🪙2 - 1))) ≤ 2" using Schottky_lemma1 ‹0 🚫›by (simp add: field_split_simps) thenhave"ln ((1 + real n + sqrt ((1 + real n)🪙2 - 1)) / (real n + sqrt ((real n)🪙2 - 1))) ≤ ln 2" using Schottky_lemma1 [of n] ‹0 🚫› 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 ‹0 🚫›) next assume"∣x - b∣ < 1/2" thenshow ?thesis by (rule_tac n="Suc n"in that) (auto simp: b_def ‹0 🚫›) qed qed
lemma Schottky_lemma3: fixes z::complex assumes"z ∈ (∪m ∈ Ints. ∪n ∈ {0<..}. {Complex m (ln(n + sqrt(real n ^ 2 - 1)) / pi)}) ∪ (∪m ∈ Ints. ∪n ∈ {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 (i * (of_int m * complex_of_real pi) - ln (real n + sqrt ((real n)🪙2 - 1)))) = of_int k * 2"
(is"∃k. ?Φ 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. ?Φ k" proof cases case 1 thenhave"?Φ (- 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"?Φ 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 (i * (of_int m * complex_of_real pi) + (ln (real n + sqrt ((real n)🪙2 - 1))))) = of_int k * 2"
(is"∃k. ?Φ 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. ?Φ k" proof cases case 1 thenhave"?Φ (- 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"?Φ 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 "λz. 2 * f z - 1""cball 0 1" 0]) show"(λz. 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‹z ∈ ball 0 1› 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] ‹z ∈ ball 0 1›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‹norm z ≤ t› segment_bound1 [OF ‹w ∈ closed_segment 0 z›] 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)}) ∪ (∪m ∈ Ints. ∪n ∈ {0<..}. {Complex m (-ln(n + sqrt(real n ^ 2 - 1)) / pi)}). w ∈ ball b 1)"for b proof - obtain m where m: "m ∈ℤ""∣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)🪙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)🪙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)🪙2 - 1)) / pi)) < 1" by (simp add: dist_triangle_lt [of b "Complex m (Im b)"] dist_commute) with le m ‹0 🚫›show ?thesis apply (rule_tac x = "Complex m (ln (real n + sqrt ((real n)🪙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)🪙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)🪙2 - 1)) / pi)) (Complex m (Im b)) = ∣ - Im b - ln (real n + sqrt ((real n)🪙2 - 1)) / pi∣" by (simp add: complex_norm dist_norm cmod_eq_Re complex_diff) ultimatelyhave"dist b (Complex m (- ln (real n + sqrt ((real n)🪙2 - 1)) / pi)) < 1" using n by (simp add: dist_triangle_lt [of b "Complex m (Im b)"] dist_commute) with ge m ‹0 🚫›show ?thesis by (rule_tac x = "Complex m (- ln (real n + sqrt ((real n)🪙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)}) ∪ (∪m ∈ Ints. ∪n ∈ {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 🚫›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‹cmod z ≤ t›‹t 🚫›show ?thesis by (simp add: field_split_simps) qed have fz: "f z = (1 + cos(of_real pi * h z)) / 2" using h ‹z ∈ ball 0 1›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 ‹t 🚫›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‹z ∈ ball 0 1›by (simp add: g norm_cos_le) alsohave"... ≤ exp (pi * (2 + 2 * r + 12 * t / (1 - t)))" using‹t 🚫› nof0 * by (simp add: norm_mult) finallyshow"cmod (h z) ≤ exp (pi * (2 + 2 * r + 12 * t / (1 - t)))" . qed finallyshow ?thesis . qed
subsection‹The Little Picard Theorem›
theorem Landau_Picard: obtains R where"∧z. 0 < R z" "∧f. [f holomorphic_on cball 0 (R(f 0)); ∧z. norm z ≤ R(f 0) ==> f z ≠ 0 ∧ f z ≠ 1]==> norm(deriv f 0) < 1" proof -
define R where"R ≡ λz. 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 ∘ (λz. 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 = (λx. c)" proof - obtain R where Rpos: "∧z. 0 < R z" and R: "∧h. [h holomorphic_on cball 0 (R(h 0)); ∧z. norm z ≤ R(h 0) ==> h z ≠ 0 ∧ h z ≠ 1]==> 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 ∘ (λz. 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 = (λx. c)" proof - let ?g = "λx. 1/(b - a)*(f x - b) + 1" obtain c where"?g = (λx. 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‹A couple of little applications of Little Picard›
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"(λz. f z - z) = (λz. c)" proof (rule little_Picard) show"(λz. f z - z) holomorphic_on UNIV" by (simp add: holf holomorphic_on_diff) show"range (λz. 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 ‹p ≠ 0› 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 ≠ (λx. 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: "(λx. (f(f x) - x)/(f x - x)) = (λx. c)" proof (rule little_Picard_01) show"(λx. (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"((λx. 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"((λx. 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 = (λx. 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 ‹c ≠ 1› 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‹c ≠ 0›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 "{}""λx. 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 "λz. deriv f z - k""f z""range f" w]) show"(λz. 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 (range f)› 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"((λx. 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. ((λx. f x - k * x) has_field_derivative 0) (at x)" by auto show"continuous_on UNIV (λx. 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
subsection‹The Arzelà--Ascoli theorem›
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. [P i (r ∘ k1); ∧j. N ≤ j ==>∃j'. j ≤ j' ∧ k2 j = k1 j']==> P i (r ∘ 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) (λn 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 (λn. 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 ∘ (λn. 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. (λn. f (k n) x) <---- l" proof (cases "S = {}") case True thenshow ?thesis using strict_mono_id that by fastforce next case False with‹countable S›obtain σ :: "nat ==> 'a"where σ: "S = range σ" using uncountable_def by blast obtain k where"strict_mono k"and k: "∧i. ∃l. (λn. (f ∘ k) n (σ i)) <---- l" proof (rule subsequence_diagonalization_lemma
[of "λi r. ∃l. ((λn. (f ∘ r) n (σ i)) ---> l) sequentially" id]) show"∃k::nat==>nat. strict_mono k ∧ (∃l. (λn. (f ∘ (r ∘ k)) n (σ i)) <---- l)"for i r proof - have"f (r n) (σ i) ∈ cball 0 M"for n by (simp add: σ M) thenshow ?thesis using compact_def [of "cball (0::'b) M"] by (force simp: o_def) qed show"∃l. (λn. (f ∘ (r ∘ k2)) n (σ i)) <---- l" if"∃l. (λn. (f ∘ (r ∘ k1)) n (σ 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 σ that show ?thesis by force qed
theorem Arzela_Ascoli: fixesF :: "[nat,'a::euclidean_space] ==> 'b::{real_normed_vector,heine_borel}" assumes"compact S" and M: "∧n x. x ∈ S ==> norm(F n x) ≤ M" and equicont: "∧x e. [x ∈ S; 0 < e] ==>∃d. 0 < d ∧ (∀n y. y ∈ S ∧ norm(x - y) < d ⟶ 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(F(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 (F n x') (F n x) < e)" apply (rule compact_uniformly_equicontinuous [OF ‹compact S›, 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(F(r n) x - g x) < e" for g:: "'a ==> 'b"and r :: "nat ==> nat" proof (rule uniform_limit_theorem [of _ "F∘ r"]) have"continuous_on S (F (r n))"for n using UEQ by (force simp: continuous_on_iff) thenshow"∀🪙F n in sequentially. continuous_on S ((F∘ r) n)" by (simp add: eventually_sequentially) show"uniform_limit S (F∘ 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. (λn. F (k n) x) <---- l" using‹R ⊆ S›by (force intro: function_convergent_subsequence [OF ‹countable R› M]) thenhave Cauchy: "Cauchy ((λn. F (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 ((F∘ k) m x) ((F∘ 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 (F n x') (F n x) < e/3" by (metis UEQ ‹0 🚫› 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 ‹compact S›, of R "(λx. ball x d)"]) have"closure R ⊆ (∪c∈R. ball c d)" using‹0 🚫›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 (F (k m) x) (F (k n) x) < e/3"if"x ∈ R"for x using Cauchy ‹0 🚫› 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 (F (k m) x - F (k n) x) < e/3" using dist_norm by metis have"dist ((F∘ k) m x) ((F∘ 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‹x ∈ S› T by auto have"norm(F (k m) t - F (k m) x) < e / 3" by (metis ‹R ⊆ S›‹T ⊆ R›‹t ∈ T› d dist_norm mem_ball subset_iff t ‹x ∈ S›) moreover have"norm(F (k n) t - F (k n) x) < e / 3" by (metis ‹R ⊆ S›‹T ⊆ R›‹t ∈ T› subsetD d dist_norm mem_ball t ‹x ∈ S›) moreover have"norm(F (k m) t - F (k n) t) < e / 3" proof (rule MF) show"t ∈ R" using‹T ⊆ R›‹t ∈ T›by blast show"MF t ≤ m""MF t ≤ n" by (meson Max_ge ‹finite T›‹t ∈ T› 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 ((F∘ k) n x - g x) < e" using uniformly_convergent_eq_cauchy [of "λx. x ∈ S""F∘ k"] by (auto simp add: dist_norm) ultimatelyshow thesis by (metis ‹strict_mono k› comp_apply that) qed
text‹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.›
theorem Montel: fixesF :: "[nat,complex] ==> complex" assumes"open S" andH: "∧h. h ∈H==> h holomorphic_on S" and bounded: "∧K. [compact K; K ⊆ S]==>∃B. ∀h ∈H. ∀ z ∈ K. norm(h z) ≤ B" and rng_f: "range F⊆H" obtains g r where"g holomorphic_on S""strict_mono (r :: nat ==> nat)" "∧x. x ∈ S ==> ((λn. F (r n) x) ---> g x) sequentially" "∧K. [compact K; K ⊆ S]==> uniform_limit K (F∘ 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 S›] by metis thenhave"∧i. ∃B. ∀h ∈H. ∀ z ∈ K i. norm(h z) ≤ B" by (simp add: bounded) thenobtain B where B: "∧i h z. [h ∈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((F∘ r) n x - g x) < e)" if"∧n. F n ∈H"forF 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(F(k n) x - g x) < e" proof (rule Arzela_Ascoli [of "K i""F""B i"]) show"∃d>0. ∀n y. y ∈ K i ∧ cmod (z - y) < d ⟶ cmod (F n z - F 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 S›by (force simp: open_contains_cball) have"cball z (2/3 * r) ⊆ cball z r" using‹0 🚫›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(F 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 (F 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 (F n w) ≤ B N" using B ‹∧n. F n ∈H›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 (F n z - F 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"((λw. F n w / (w - ξ)) has_contour_integral (2 * pi) * i * winding_number (circlepath z (2/3 * r)) ξ * F n ξ) (circlepath z (2/3 * r))" if"dist ξ z < (2/3 * r)"for ξ proof (rule Cauchy_integral_formula_convex_simple) have"F n holomorphic_on S" by (simp add: H‹∧n. F n ∈H›) with z23S show"F n holomorphic_on cball z (2/3 * r)" using holomorphic_on_subset by blast qed (use that ‹0 🚫›in‹auto simp: dist_commute›) thenhave *: "((λw. F n w / (w - ξ)) has_contour_integral (2 * pi) * i * F n ξ) (circlepath z (2/3 * r))" if"dist ξ z < (2/3 * r)"for ξ using that by (simp add: winding_number_circlepath dist_norm) have y: "((λw. F n w / (w - y)) has_contour_integral (2 * pi) * i * F n y) (circlepath z (2/3 * r))" proof (rule *) show"dist y z < 2/3 * r" using that ‹0 🚫›by (simp only: dist_norm norm_minus_commute) qed have z: "((λw. F n w / (w - z)) has_contour_integral (2 * pi) * i * F n z) (circlepath z (2/3 * r))" using‹0 🚫›by (force intro!: *) have le_er: "cmod (F n x / (x - y) - F 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 ‹M > 0›‹r > 0› by (metis (full_types) norm_diff_triangle_less norm_minus_commute order_less_irrefl) thenhave r4_le_xy: "r/4 ≤ cmod (x - y)" using‹r > 0›by simp thenhave neq: "x ≠ y""x ≠ z" using that ‹r > 0›by (auto simp: field_split_simps norm_minus_commute) have leM: "cmod (F n x) ≤ M" by (simp add: M dist_commute dist_norm that) have"cmod (F n x / (x - y) - F n x / (x - z)) = cmod (F 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 (F n x) * cmod ((y - z) / ((x - y) * (x - z)))" using neq by (simp add: field_split_simps) alsohave"... = cmod (F 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‹r > 0›‹M > 0›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) ‹M > 0›‹r > 0› neq by (simp add: field_simps mult_less_0_iff norm_minus_commute) alsohave"... ≤ e/r" using‹e > 0›‹r > 0› r4_le_xy by (simp add: field_split_simps) finallyshow ?thesis by simp qed have"(2 * pi) * cmod (F n y - F n z) = cmod ((2 * pi) * i * F n y - (2 * pi) * i * F n z)" by (simp add: right_diff_distrib [symmetric] norm_mult) alsohave"cmod ((2 * pi) * i * F n y - (2 * pi) * i * F 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 (F n x / (x - y) - F n x / (x - z)) ≤ e / r" using le_er by auto qed (use‹e > 0›‹r > 0›in auto) alsohave"... = (2 * pi) * e * ((2/3))" using‹r > 0›by (simp add: field_split_simps) finallyhave"cmod (F n y - F n z) ≤ e * (2/3)" by simp alsohave"... < e" using‹e > 0›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‹0 🚫›‹0 🚫›‹0 🚫›by simp qed show"∧n x. x ∈ K i ==> cmod (F n x) ≤ B i" using B ‹∧n. F n ∈H›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 ==> (∧e. 0 < e ==>∃N. ∀n≥N. ∀x∈K i. cmod (F (k n) x - g x) < e) ==> thesis" "continuous_on (K i) g" "strict_mono k" "∧e. 0 < e ==>∃N. ∀n x. N ≤ n ∧ x ∈ K i ⟶ cmod (F (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 Φ where"Φ ≡ λg i r. λk::nat==>nat. ∀e>0. ∃N. ∀n≥N. ∀x∈K i. cmod ((F∘ (r ∘ k)) n x - g x) < e" obtain k :: "nat ==> nat"where"strict_mono k"and k: "∧i. ∃g. Φ g i id k" proof (rule subsequence_diagonalization_lemma [where r=id]) show"∃g. Φ g i id (r ∘ k2)" if ex: "∃g. Φ 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"Φ g i id (r ∘ k1)" using ex by blast thenhave"Φ g i id (r ∘ k2)" using that by (simp add: Φ_def) (metis (no_types, opaque_lifting) le_trans linear) thenshow ?thesis by metis qed have"∃k g. strict_mono (k::nat==>nat) ∧ Φ g i id (r ∘ k)"for i r unfolding Φ_def o_assoc using rng_f by (force intro!: *) thenshow"∧i r. ∃k. strict_mono (k::nat==>nat) ∧ (∃g. Φ g i id (r ∘ k))" by force qed fastforce have"∃l. ∀e>0. ∃N. ∀n≥N. norm(F (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 ((F∘ k) n x - G i x) < e" using k unfolding Φ_defby (metis id_comp) obtain N where"∧n. n ≥ N ==> z ∈ K n" using subK [of "{z}"] that ‹z ∈ S›by auto moreoverhave"∧e. e > 0 ==>∃M. ∀n≥M. ∀x∈K N. cmod ((F∘ 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(F (k n) z - g z) < e" by metis show ?thesis proof show g_lim: "∧x. x ∈ S ==> (λn. F (k n) x) <---- g x" by (simp add: lim_sequentially g dist_norm) have dg_le_e: "∃N. ∀n≥N. ∀x∈T. cmod (F (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 ((F∘ k) n x - h x) < e" using k unfolding Φ_defby (metis id_comp) have geq: "g w = h w"if"w ∈ T"for w proof (rule LIMSEQ_unique) show"(λn. F (k n) w) <---- g w" using‹T ⊆ S› g_lim that by blast show"(λn. F (k n) w) <---- h w" using h N that by (force simp: lim_sequentially dist_norm) qed show ?thesis using T h N ‹0 🚫›by (fastforce simp add: geq) qed thenshow"∧K. [compact K; K ⊆ S] ==> uniform_limit K (F∘ 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 S›H]) show"∧n. (F∘ k) n ∈H" by (simp add: range_subsetD rng_f) show"∃d>0. cball z d ⊆ S ∧ uniform_limit (cball z d) (λn. (F∘ k) n) g sequentially" if"z ∈ S"for z proof - obtain d where d: "d>0""cball z d ⊆ S" using‹open S›‹z ∈ S› open_contains_cball by blast thenhave"uniform_limit (cball z d) (F∘ 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: ‹strict_mono k›) qed
subsection‹Some simple but useful cases of Hurwitz's theorem›
proposition Hurwitz_no_zeros: assumes S: "open S""connected S" and holf: "∧n::nat. F n holomorphic_on S" and holg: "g holomorphic_on S" and ul_g: "∧K. [compact K; K ⊆ S]==> uniform_limit K F g sequentially" and nonconst: "¬ g constant_on S" and nz: "∧n z. z ∈ S ==>F 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 ‹z0 ∈ S› g0 nonconst]) thenhave holf0: "F n holomorphic_on ball z0 r"for n by (meson holf holomorphic_on_subset) have *: "((λz. deriv (F n) z / F n z) has_contour_integral 0) (circlepath z0 (r/2))"for n proof (rule Cauchy_theorem_disc_simple) show"(λz. deriv (F n) z / F n z) holomorphic_on ball z0 r" by (metis (no_types) ‹open S› holf holomorphic_deriv holomorphic_on_divide holomorphic_on_subset nz subS) qed (use‹0 🚫›in auto) have hol_dg: "deriv g holomorphic_on S" by (simp add: ‹open S› holg holomorphic_deriv) have"continuous_on (sphere z0 (r/2)) (deriv g)" using‹0 🚫› 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‹0 🚫› 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‹0 🚫›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"(λn. contour_integral (circlepath z0 (r/2)) (λz. deriv (F n) z / F n z)) <---- contour_integral (circlepath z0 (r/2)) (λz. deriv g z / g z)" proof (rule contour_integral_uniform_limit_circlepath) show"∀🪙F n in sequentially. (λz. deriv (F n) z / F 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)) (λn z. deriv (F n) z / F n z) (λz. deriv g z / g z) sequentially" proof (rule uniform_lim_divide [OF _ _ bo_dg]) show"uniform_limit (sphere z0 (r/2)) (λa. deriv (F a)) (deriv g) sequentially" proof (rule uniform_limitI) fix e::real assume"0 < e"
show"∀🪙F n in sequentially. ∀x ∈ sphere z0 (r/2). dist (deriv (F n) x) (deriv g x) < e" proof - have"dist (deriv (F n) w) (deriv g w) < e" if e8: "∧x. dist z0 x ≤ 3 * r / 4 ==> dist (F 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‹0 🚫› 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"(λz. F n z - g z) holomorphic_on S" by (intro holomorphic_intros holf holg) ultimatelyhave hol: "(λz. F n z - g z) holomorphic_on ball w (r/4)" and cont: "continuous_on (cball w (r / 4)) (λz. F n z - g z)" using holomorphic_on_subset by (blast intro: holomorphic_on_imp_continuous_on)+ have"w ∈ S" using‹0 🚫› 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) ==>F n y - g y ∈ ball 0 (r/4 * e/2)" by (simp add: dist_norm [symmetric]) have"F n field_differentiable at w" by (metis holomorphic_on_imp_differentiable_at ‹w ∈ S› holf ‹open S›) moreover have"g field_differentiable at w" using‹w ∈ S›‹open S› holg holomorphic_on_imp_differentiable_at by auto moreover have"cmod (deriv (λw. F n w - g w) w) * 2 ≤ e" using Cauchy_higher_deriv_bound [OF hol cont in_ball, of 1] ‹r > 0›by auto ultimatelyhave"dist (deriv (F n) w) (deriv g w) ≤ e/2" by (simp add: dist_norm) thenshow ?thesis using‹e > 0›by auto qed moreover have"cball z0 (3 * r / 4) ⊆ ball z0 r" by (simp add: cball_subset_ball_iff ‹0 🚫›) with subS have"uniform_limit (cball z0 (3 * r/4)) F g sequentially" by (force intro: ul_g) thenhave"∀🪙F n in sequentially. ∀x∈cball z0 (3 * r / 4). dist (F n x) (g x) < r / 4 * e / 2" using‹0 🚫›‹0 🚫›by (force simp: intro!: uniform_limitD) ultimatelyshow ?thesis by (force simp add: eventually_sequentially) qed qed show"uniform_limit (sphere z0 (r/2)) F g sequentially" proof (rule uniform_limitI) fix e::real assume"0 < e" have"sphere z0 (r/2) ⊆ ball z0 r" using‹0 🚫›by auto with subS have"uniform_limit (sphere z0 (r/2)) F g sequentially" by (force intro: ul_g) thenshow"∀🪙F n in sequentially. ∀x ∈ sphere z0 (r/2). dist (F n x) (g x) < e" using‹0 🚫› uniform_limit_iff by blast qed show"b > 0""∧x. x ∈ sphere z0 (r/2) ==> b ≤ cmod (g x)" using b ‹0 🚫›by (fastforce simp: geq hnz)+ qed qed (use‹0 🚫›in auto) thenhave"(λn. 0) <---- contour_integral (circlepath z0 (r/2)) (λz. deriv g z / g z)" by (simp add: contour_integral_unique [OF *]) thenhave"contour_integral (circlepath z0 (r/2)) (λz. deriv g z / g z) = 0" by (simp add: LIMSEQ_const_iff) moreover have"contour_integral (circlepath z0 (r/2)) (λz. deriv g z / g z) = contour_integral (circlepath z0 (r/2)) (λz. m / (z - z0) + deriv h z / h z)" proof (rule contour_integral_eq, use‹0 🚫›in simp) fix w assume w: "dist z0 w * 2 = r" thenhave w_inb: "w ∈ ball z0 r" using‹0 🚫›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"((λw. (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 ‹m > 0›‹0 🚫›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 ‹m > 0›‹0 🚫›in auto) qed with‹0 🚫›‹0 🚫› 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)) (λz. 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"((λx. m / (x - z0)) has_contour_integral 2 * of_real pi * i * m) (circlepath z0 (r/2))" by (force simp: ‹0 🚫› intro: Cauchy_integral_circlepath_simple) show"((λx. deriv h x / h x) has_contour_integral 0) (circlepath z0 (r/2))" using hnz holh holomorphic_deriv holomorphic_on_divide ‹0 🚫› by (fastforce intro!: Cauchy_theorem_disc_simple [of _ z0 r]) qed ultimatelyshow False using‹0 🚫›by auto qed
corollary Hurwitz_injective: assumes S: "open S""connected S" and holf: "∧n::nat. F n holomorphic_on S" and holg: "g holomorphic_on S" and ul_g: "∧K. [compact K; K ⊆ S]==> uniform_limit K F g sequentially" and nonconst: "¬ g constant_on S" and inj: "∧n. inj_on (F 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"(λz. 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 "λz. 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}""λn z. F n z - F n z1""λz. 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. (λz. F n z - F n z1) holomorphic_on S - {z1}" by (intro holomorphic_intros holomorphic_on_subset [OF holf]) blast show"(λz. g z - g z1) holomorphic_on S - {z1}" by (intro holomorphic_intros holomorphic_on_subset [OF holg]) blast show"uniform_limit K (λn z. F n z - F n z1) (λz. 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 F g sequentially" using that ul_g by fastforce thenhave K: "∀🪙F n in sequentially. ∀x ∈ K. dist (F n x) (g x) < e/2" using‹0 🚫›by (force simp: intro!: uniform_limitD) have"uniform_limit {z1} F g sequentially" by (intro ul_g) (auto simp: z12) thenhave"∀🪙F n in sequentially. ∀x ∈ {z1}. dist (F n x) (g x) < e/2" using‹0 🚫›by (force simp: intro!: uniform_limitD) thenhave z1: "∀🪙F n in sequentially. dist (F n z1) (g z1) < e/2" by simp show"∀🪙F n in sequentially. ∀x∈K. dist (F n x - F 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"¬ (λz. g z - g z1) constant_on S - {z1}" unfolding constant_on_def by (metis Diff_iff ‹z0 ∈ S› empty_iff insert_iff right_minus_eq z0 z12) show"∧n z. z ∈ S - {z1} ==>F n z - F n z1 ≠ 0" by (metis DiffD1 DiffD2 eq_iff_diff_eq_0 inj inj_onD insertI1 ‹z1 ∈ S›) show"z2 ∈ S - {z1}" using‹z2 ∈ S›‹z1 ≠ z2›by auto qed with z12 show False by auto qed thenshow ?thesis by (auto simp: inj_on_def) qed
subsection‹The Great Picard theorem›
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 - obtain e where"e > 0"and e: "cball w e ⊆ S" using assms open_contains_cball_eq by blast show ?thesis proof show"0 < exp(pi * exp(pi * (2 + 2 * r + 12)))" by simp show"ball w (e / 2) ⊆ S" using e ball_divide_subset_numeral ball_subset_cball by blast show"cmod (h z) ≤ exp (pi * exp (pi * (2 + 2 * r + 12)))" if"h ∈ Y""z ∈ ball w (e / 2)"for h z proof - have"h ∈ X" using‹Y ⊆ X›‹h ∈ Y›by blast have hol_h_o: "(h ∘ (λz. (w + of_real e * z))) holomorphic_on cball 0 1" proof (intro holomorphic_intros holomorphic_on_compose) have"h holomorphic_on S" using holX ‹h ∈ X›by auto thenhave"h holomorphic_on cball w e" by (metis e holomorphic_on_subset) moreoverhave"(λz. w + complex_of_real e * z) ` cball 0 1 ⊆ cball w e" using that ‹e > 0›by (auto simp: dist_norm norm_mult) ultimatelyshow"h holomorphic_on (λz. w + complex_of_real e * z) ` cball 0 1" by (rule holomorphic_on_subset) qed have norm_le_r: "cmod ((h ∘ (λz. w + complex_of_real e * z)) 0) ≤ r" by (auto simp: r ‹h ∈ Y›) have le12: "norm (of_real(inverse e) * (z - w)) ≤ 1/2" using that ‹e > 0›by (simp add: inverse_eq_divide dist_norm norm_minus_commute norm_divide) have non01: "h (w + e * z) ≠ 0 ∧ h (w + e * z) ≠ 1"if"z ∈ cball 0 1"for z::complex proof (rule X01 [OF ‹h ∈ X›]) have"w + complex_of_real e * z ∈ cball w e" using‹0 🚫› that by (auto simp: dist_norm norm_mult) thenshow"w + complex_of_real e * z ∈ S" by (rule subsetD [OF e]) qed have"cmod (h z) ≤ cmod (h (w + of_real e * (inverse e * (z - w))))" using‹0 🚫›by (simp add: field_split_simps) alsohave"... ≤ exp (pi * exp (pi * (14 + 2 * r)))" using r [OF ‹h ∈ Y›] Schottky [OF hol_h_o norm_le_r _ _ _ le12] non01 by auto finally show ?thesis by simp qed qed (use‹e > 0›in auto) qed
lemma GPicard2: assumes"S ⊆ T""connected T""S ≠ {}""open S""∧x. [x islimpt S; x ∈ T]==> x ∈ S" shows"S = T" by (metis assms open_subset connected_clopen closedin_limpt)
lemma GPicard3: assumes S: "open S""connected S""w ∈ S"and"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 no_hw_le1: "∧h. h ∈ Y ==> norm(h w) ≤ 1" and"compact K""K ⊆ S" obtains B where"∧h z. [h ∈ Y; z ∈ K]==> norm(h z) ≤ B" proof -
define U where"U ≡ {z ∈ S. ∃B Z. 0 < B ∧ open Z ∧ z ∈ Z ∧ Z ⊆ S ∧ (∀h z'. h ∈ Y ∧ z' ∈ Z ⟶ norm(h z') ≤ B)}" thenhave"U ⊆ S"by blast have"U = S" proof (rule GPicard2 [OF ‹U ⊆ S›‹connected S›]) show"U ≠ {}" proof - obtain B Z where"0 < B""open Z""w ∈ Z""Z ⊆ S" and"∧h z. [h ∈ Y; z ∈ Z]==> norm(h z) ≤ B" using GPicard1 [OF S zero_less_one ‹Y ⊆ X› holX] X01 no_hw_le1 by blast thenshow ?thesis unfolding U_def using‹w ∈ S›by blast qed show"open U" unfolding open_subopen [of U] by (auto simp: U_def) fix v assume v: "v islimpt U""v ∈ S" have"¬ (∀r>0. ∃h∈Y. r < cmod (h v))" proof assume"∀r>0. ∃h∈Y. r < cmod (h v)" thenhave"∀n. ∃h∈Y. Suc n < cmod (h v)" by simp thenobtainFwhere FY: "∧n. F n ∈ Y"and ltF: "∧n. Suc n < cmod (F n v)" by metis
define Gwhere"G≡ λn z. inverse(F n z)" have holG: "G n holomorphic_on S"for n proof (simp add: G_def) show"(λz. inverse (F n z)) holomorphic_on S" using FY X01 ‹Y ⊆ X› holX by (blast intro: holomorphic_on_inverse) qed haveGnot0: "G n z ≠ 0"andGnot1: "G n z ≠ 1"if"z ∈ S"for n z using FY X01 ‹Y ⊆ X› that by (force simp: G_def)+ haveG_le1: "cmod (G n v) ≤ 1"for n using less_le_trans linear ltF by (fastforce simp add: G_def norm_inverse inverse_le_1_iff)
define W where"W ≡ {h. h holomorphic_on S ∧ (∀z ∈ S. h z ≠ 0 ∧ h z ≠ 1)}" obtain B Z where"0 < B""open Z""v ∈ Z""Z ⊆ S" and B: "∧h z. [h ∈ range G; z ∈ Z]==> norm(h z) ≤ B" apply (rule GPicard1 [OF ‹open S›‹connected S›‹v ∈ S› zero_less_one, of "range G" W]) using holGGnot0 Gnot1 G_le1 by (force simp: W_def)+ thenobtain e where"e > 0"and e: "ball v e ⊆ Z" by (meson open_contains_ball) obtain h j where holh: "h holomorphic_on ball v e"and"strict_mono j" and lim: "∧x. x ∈ ball v e ==> (λn. G (j n) x) <---- h x" and ulim: "∧K. [compact K; K ⊆ ball v e] ==> uniform_limit K (G∘ j) h sequentially" proof (rule Montel) show"∧h. h ∈ range G==> h holomorphic_on ball v e" by (metis ‹Z ⊆ S› e holG holomorphic_on_subset imageE) show"∧K. [compact K; K ⊆ ball v e]==>∃B. ∀h∈range G. ∀z∈K. cmod (h z) ≤ B" using B e by blast qed auto have"h v = 0" proof (rule LIMSEQ_unique) show"(λn. G (j n) v) <---- h v" using‹e > 0› lim by simp have lt_Fj: "real x ≤ cmod (F (j x) v)"for x by (metis of_nat_Suc ltF ‹strict_mono j› add.commute less_eq_real_def less_le_trans nat_le_real_less seq_suble) show"(λn. G (j n) v) <---- 0" proof (rule Lim_null_comparison [OF eventually_sequentiallyI lim_inverse_n]) show"cmod (G (j x) v) ≤ inverse (real x)"if"1 ≤ x"for x using that by (simp add: G_def norm_inverse_le_norm [OF lt_Fj]) qed qed have"h v ≠ 0" proof (rule Hurwitz_no_zeros [of "ball v e""G∘ j" h]) show"∧n. (G∘ j) n holomorphic_on ball v e" using‹Z ⊆ S› e holGby force show"∧n z. z ∈ ball v e ==> (G∘ j) n z ≠ 0" usingGnot0 ‹Z ⊆ S› e by fastforce show"¬ h constant_on ball v e" proof (clarsimp simp: constant_on_def) fix c have False if"∧z. dist v z < e ==> h z = c" proof - have"h v = c" by (simp add: ‹0 🚫› that) obtain y where"y ∈ U""y ≠ v"and y: "dist y v < e" using v ‹e > 0›by (auto simp: islimpt_approachable) thenobtain C T where"y ∈ S""C > 0""open T""y ∈ T""T ⊆ S" and"∧h z'. [h ∈ Y; z' ∈ T]==> cmod (h z') ≤ C" using‹y ∈ U›by (auto simp: U_def) thenhave le_C: "∧n. cmod (F n y) ≤ C" using FY by blast
have"∀🪙F n in sequentially. dist (G (j n) y) (h y) < inverse C" using uniform_limitD [OF ulim [of "{y}"], of "inverse C"] ‹C > 0› y by (simp add: dist_commute) thenobtain n where"dist (G (j n) y) (h y) < inverse C" by (meson eventually_at_top_linorder order_refl) moreover have"h y = h v" by (metis ‹h v = c› dist_commute that y) ultimatelyhave"cmod (inverse (F (j n) y)) < inverse C" by (simp add: ‹h v = 0›G_def) thenhave"C < norm (F (j n) y)" by (metis G_defGnot0 ‹y ∈ S› inverse_less_imp_less inverse_zero norm_inverse zero_less_norm_iff) show False using‹C 🚫 (F (j n) y)› le_C not_less by blast qed thenshow"∃x∈ball v e. h x ≠ c"by force qed show"h holomorphic_on ball v e" by (simp add: holh) show"∧K. [compact K; K ⊆ ball v e]==> uniform_limit K (G∘ j) h sequentially" by (simp add: ulim) qed (use‹e > 0›in auto) with‹h v = 0›show False by blast qed thenobtain r where"0 < r"and r: "∧h. h ∈ Y ==> cmod (h v) ≤ r" by (metis not_le) moreover obtain B Z where"0 < B""open Z""v ∈ Z""Z ⊆ S""∧h z. [h ∈ Y; z ∈ Z]==> norm(h z) ≤ B" using X01 by (auto simp: r intro: GPicard1[OF ‹open S›‹connected S›‹v ∈ S›‹r>0›‹Y ⊆ X› holX] X01) ultimatelyshow"v ∈ U" using v by (simp add: U_def) meson qed have"∧x. x ∈ K ⟶ x ∈ U" using‹U = S›‹K ⊆ S›by blast thenhave"∧x. x ∈ K ⟶ (∃B Z. 0 < B ∧ open Z ∧ x ∈ Z ∧ (∀h z'. h ∈ Y ∧ z' ∈ Z ⟶ norm(h z') ≤ B))" unfolding U_def by blast thenobtain F Z where F: "∧x. x ∈ K ==> open (Z x) ∧ x ∈ Z x ∧ (∀h z'. h ∈ Y ∧ z' ∈ Z x ⟶ norm(h z') ≤ F x)" by metis thenobtain L where"L ⊆ K""finite L"and L: "K ⊆ (∪c ∈ L. Z c)" by (auto intro: compactE_image [OF ‹compact K›, of K Z]) thenhave *: "∧x h z'. [x ∈ L; h ∈ Y ∧ z' ∈ Z x]==> cmod (h z') ≤ F x" using F by blast have"∃B. ∀h z. h ∈ Y ∧ z ∈ K ⟶ norm(h z) ≤ B" proof (cases "L = {}") case True with L show ?thesis by simp next case False thenhave"∀h z. h ∈ Y ∧ z ∈ K ⟶ (∃x∈L. cmod (h z) ≤ F x)" by (metis "*" L UN_E subset_iff) with False ‹finite L›show ?thesis by (rule_tac x = "Max (F ` L)"in exI) (simp add: linorder_class.Max_ge_iff) qed with that show ?thesis by metis qed
lemma GPicard4: assumes"0 < k"and holf: "f holomorphic_on (ball 0 k - {0})" and AE: "∧e. [0 < e; e < k]==>∃d. 0 < d ∧ d < e ∧ (∀z ∈ sphere 0 d. norm(f z) ≤ B)" obtains ε where"0 < ε""ε < k""∧z. z ∈ ball 0 ε - {0} ==> norm(f z) ≤ B" proof - obtain ε where"0 < ε""ε < k/2"and ε: "∧z. norm z = ε ==> norm(f z) ≤ B" using AE [of "k/2"] ‹0 🚫›by auto show ?thesis proof show"ε < k" using‹0 🚫›‹ε 🚫/2›by auto show"cmod (f ξ) ≤ B"if ξ: "ξ ∈ ball 0 ε - {0}"for ξ proof - obtain d where"0 < d""d < norm ξ"and d: "∧z. norm z = d ==> norm(f z) ≤ B" using AE [of "norm ξ"] ‹ε 🚫› ξ by auto have [simp]: "closure (cball 0 ε - ball 0 d) = cball 0 ε - ball 0 d" by (blast intro!: closure_closed) have [simp]: "interior (cball 0 ε - ball 0 d) = ball 0 ε - cball (0::complex) d" using‹0 🚫ε›‹0 🚫›by (simp add: interior_diff) have *: "norm(f w) ≤ B"if"w ∈ cball 0 ε - ball 0 d"for w proof (rule maximum_modulus_frontier [of f "cball 0 ε - ball 0 d"]) show"f holomorphic_on interior (cball 0 ε - ball 0 d)" using‹ε 🚫›‹0 🚫› that by (auto intro: holomorphic_on_subset [OF holf]) show"continuous_on (closure (cball 0 ε - ball 0 d)) f" proof (intro holomorphic_on_imp_continuous_on holomorphic_on_subset [OF holf]) show"closure (cball 0 ε - ball 0 d) ⊆ ball 0 k - {0}" using‹0 🚫›‹ε 🚫›by auto qed show"∧z. z ∈ frontier (cball 0 ε - ball 0 d) ==> cmod (f z) ≤ B" unfolding frontier_def using ε d less_eq_real_def by force qed (use that in auto) show ?thesis using * ‹d 🚫 ξ› that by auto qed qed (use‹0 🚫ε›in auto) qed
lemma GPicard5: assumes holf: "f holomorphic_on (ball 0 1 - {0})" and f01: "∧z. z ∈ ball 0 1 - {0} ==> f z ≠ 0 ∧ f z ≠ 1" obtains e B where"0 < e""e < 1""0 < B" "(∀z ∈ ball 0 e - {0}. norm(f z) ≤ B) ∨ (∀z ∈ ball 0 e - {0}. norm(f z) ≥ B)" proof - have [simp]: "1 + of_nat n ≠ (0::complex)"for n using of_nat_eq_0_iff by fastforce have [simp]: "cmod (1 + of_nat n) = 1 + of_nat n"for n by (metis norm_of_nat of_nat_Suc) have *: "(λx::complex. x / of_nat (Suc n)) ` (ball 0 1 - {0}) ⊆ ball 0 1 - {0}"for n by (auto simp: norm_divide field_split_simps split: if_split_asm)
define h where"h ≡ λn z::complex. f (z / (Suc n))" have holh: "(h n) holomorphic_on ball 0 1 - {0}"for n unfolding h_def proof (rule holomorphic_on_compose_gen [unfolded o_def, OF _ holf *]) show"(λx. x / of_nat (Suc n)) holomorphic_on ball 0 1 - {0}" by (intro holomorphic_intros) auto qed have h01: "∧n z. z ∈ ball 0 1 - {0} ==> h n z ≠ 0 ∧ h n z ≠ 1" unfolding h_def using * by (force intro!: f01) obtain w where w: "w ∈ ball 0 1 - {0::complex}" by (rule_tac w = "1/2"in that) auto
consider "infinite {n. norm(h n w) ≤ 1}" | "infinite {n. 1 ≤ norm(h n w)}" by (metis (mono_tags, lifting) infinite_nat_iff_unbounded_le le_cases mem_Collect_eq) thenshow ?thesis proof cases case 1 with infinite_enumerate obtain r :: "nat ==> nat" where"strict_mono r"and r: "∧n. r n ∈ {n. norm(h n w) ≤ 1}" by blast obtain B where B: "∧j z. [norm z = 1/2; j ∈ range (h ∘ r)]==> norm(j z) ≤ B" proof (rule GPicard3 [OF _ _ w, where K = "sphere 0 (1/2)"]) show"range (h ∘ r) ⊆ {g. g holomorphic_on ball 0 1 - {0} ∧ (∀z ∈ ball 0 1 - {0}. g z ≠ 0 ∧ g z ≠ 1)}" using h01 by (auto intro: holomorphic_intros holomorphic_on_compose holh) show"connected (ball 0 1 - {0::complex})" by (simp add: connected_open_delete) qed (use r in auto) have normf_le_B: "cmod(f z) ≤ B"if"norm z = 1 / (2 * (1 + of_nat (r n)))"for z n proof - have *: "∧w. norm w = 1/2 ==> cmod((f (w / (1 + of_nat (r n))))) ≤ B" using B by (auto simp: h_def o_def) have half: "norm (z * (1 + of_nat (r n))) = 1/2" by (simp add: norm_mult divide_simps that) show ?thesis using * [OF half] by simp qed obtain ε where"0 < ε""ε < 1""∧z. z ∈ ball 0 ε - {0} ==> cmod(f z) ≤ B" proof (rule GPicard4 [OF zero_less_one holf, of B]) fix e::real assume"0 < e""e < 1" obtain n where"(1/e - 2) / 2 < real n" using reals_Archimedean2 by blast alsohave"... ≤ r n" using‹strict_mono r›by (simp add: seq_suble) finallyhave"(1/e - 2) / 2 < real (r n)" . with‹0 🚫›have e: "e > 1 / (2 + 2 * real (r n))" by (simp add: field_simps) show"∃d>0. d < e ∧ (∀z∈sphere 0 d. cmod (f z) ≤ B)" apply (rule_tac x="1 / (2 * (1 + of_nat (r n)))"in exI) using normf_le_B by (simp add: e) qed blast thenhave ε: "cmod (f z) ≤∣B∣ + 1"if"cmod z < ε""z ≠ 0"for z using that by fastforce have"0 < ∣B∣ + 1" by simp thenshow ?thesis using ε by (force intro!: that [OF ‹0 🚫ε›‹ε 🚫›]) next case 2 with infinite_enumerate obtain r :: "nat ==> nat" where"strict_mono r"and r: "∧n. r n ∈ {n. norm(h n w) ≥ 1}" by blast obtain B where B: "∧j z. [norm z = 1/2; j ∈ range (λn. inverse ∘ h (r n))]==> norm(j z) ≤ B" proof (rule GPicard3 [OF _ _ w, where K = "sphere 0 (1/2)"]) show"range (λn. inverse ∘ h (r n)) ⊆ {g. g holomorphic_on ball 0 1 - {0} ∧ (∀z∈ball 0 1 - {0}. g z ≠ 0 ∧ g z ≠ 1)}" using h01 by (auto intro!: holomorphic_intros holomorphic_on_compose_gen [unfolded o_def, OF _ holh] holomorphic_on_compose) show"connected (ball 0 1 - {0::complex})" by (simp add: connected_open_delete) show"∧j. j ∈ range (λn. inverse ∘ h (r n)) ==> cmod (j w) ≤ 1" using r norm_inverse_le_norm by fastforce qed (use r in auto) have norm_if_le_B: "cmod(inverse (f z)) ≤ B"if"norm z = 1 / (2 * (1 + of_nat (r n)))"for z n proof - have *: "inverse (cmod((f (z / (1 + of_nat (r n)))))) ≤ B"if"norm z = 1/2"for z using B [OF that] by (force simp: norm_inverse h_def) have half: "norm (z * (1 + of_nat (r n))) = 1/2" by (simp add: norm_mult divide_simps that) show ?thesis using * [OF half] by (simp add: norm_inverse) qed have hol_if: "(inverse ∘ f) holomorphic_on (ball 0 1 - {0})" by (metis (no_types, lifting) holf comp_apply f01 holomorphic_on_inverse holomorphic_transform) obtain ε where"0 < ε""ε < 1"and leB: "∧z. z ∈ ball 0 ε - {0} ==> cmod((inverse ∘ f) z) ≤ B" proof (rule GPicard4 [OF zero_less_one hol_if, of B]) fix e::real assume"0 < e""e < 1" obtain n where"(1/e - 2) / 2 < real n" using reals_Archimedean2 by blast alsohave"... ≤ r n" using‹strict_mono r›by (simp add: seq_suble) finallyhave"(1/e - 2) / 2 < real (r n)" . with‹0 🚫›have e: "e > 1 / (2 + 2 * real (r n))" by (simp add: field_simps) show"∃d>0. d < e ∧ (∀z∈sphere 0 d. cmod ((inverse ∘ f) z) ≤ B)" apply (rule_tac x="1 / (2 * (1 + of_nat (r n)))"in exI) using norm_if_le_B by (simp add: e) qed blast have ε: "cmod (f z) ≥ inverse B"and"B > 0"if"cmod z < ε""z ≠ 0"for z proof - have"inverse (cmod (f z)) ≤ B" using leB that by (simp add: norm_inverse) moreover have"f z ≠ 0" using‹ε 🚫› f01 that by auto ultimatelyshow"cmod (f z) ≥ inverse B" by (simp add: norm_inverse inverse_le_imp_le) show"B > 0" using‹f z ≠ 0›‹inverse (cmod (f z)) ≤ B› not_le order.trans by fastforce qed thenhave"B > 0" by (metis ‹0 🚫ε› dense leI order.asym vector_choose_size) thenhave"inverse B > 0" by (simp add: field_split_simps) thenshow ?thesis using ε that [OF ‹0 🚫ε›‹ε 🚫›] by (metis Diff_iff dist_0_norm insert_iff mem_ball) qed qed
lemma GPicard6: assumes"open M""z ∈ M""a ≠ 0"and holf: "f holomorphic_on (M - {z})" and f0a: "∧w. w ∈ M - {z} ==> f w ≠ 0 ∧ f w ≠ a" obtains r where"0 < r""ball z r ⊆ M" "bounded(f ` (ball z r - {z})) ∨ bounded((inverse ∘ f) ` (ball z r - {z}))" proof - obtain r where"0 < r"and r: "ball z r ⊆ M" using assms openE by blast let ?g = "λw. f (z + of_real r * w) / a" obtain e B where"0 < e""e < 1""0 < B" and B: "(∀z ∈ ball 0 e - {0}. norm(?g z) ≤ B) ∨ (∀z ∈ ball 0 e - {0}. norm(?g z) ≥ B)" proof (rule GPicard5) show"?g holomorphic_on ball 0 1 - {0}" proof (intro holomorphic_intros holomorphic_on_compose_gen [unfolded o_def, OF _ holf]) show"(λx. z + complex_of_real r * x) ` (ball 0 1 - {0}) ⊆ M - {z}" using‹0 🚫› r by (auto simp: dist_norm norm_mult subset_eq) qed (use‹a ≠ 0›in auto) show"∧w. w ∈ ball 0 1 - {0} ==> f (z + of_real r * w) / a ≠ 0 ∧ f (z + of_real r * w) / a ≠ 1" using f0a ‹0 🚫›‹a ≠ 0› r by (auto simp: field_split_simps dist_norm norm_mult subset_eq) qed show ?thesis proof show"0 < e*r" by (simp add: ‹0 🚫›‹0 🚫›) have"ball z (e * r) ⊆ ball z r" by (simp add: ‹0 🚫›‹e 🚫› order.strict_implies_order subset_ball) thenshow"ball z (e * r) ⊆ M" using r by blast
consider "∧z. z ∈ ball 0 e - {0} ==> norm(?g z) ≤ B" | "∧z. z ∈ ball 0 e - {0} ==>norm(?g z) ≥ B" using B by blast thenshow"bounded (f ` (ball z (e * r) - {z})) ∨ bounded ((inverse ∘ f) ` (ball z (e * r) - {z}))" proof cases case 1 have"[dist z w < e * r; w ≠ z]==> cmod (f w) ≤ B * norm a"for w using‹a ≠ 0›‹0 🚫› 1 [of "(w - z) / r"] by (simp add: norm_divide dist_norm field_split_simps) thenshow ?thesis by (force simp: intro!: boundedI) next case 2 have"[dist z w < e * r; w ≠ z]==> cmod (f w) ≥ B * norm a"for w using‹a ≠ 0›‹0 🚫› 2 [of "(w - z) / r"] by (simp add: norm_divide dist_norm field_split_simps) thenhave"[dist z w < e * r; w ≠ z]==> inverse (cmod (f w)) ≤ inverse (B * norm a)"for w by (metis ‹0 🚫›‹a ≠ 0› mult_pos_pos norm_inverse norm_inverse_le_norm zero_less_norm_iff) thenshow ?thesis by (force simp: norm_inverse intro!: boundedI) qed qed qed
theorem great_Picard: assumes"open M""z ∈ M""a ≠ b"and holf: "f holomorphic_on (M - {z})" and fab: "∧w. w ∈ M - {z} ==> f w ≠ a ∧ f w ≠ b" obtains l where"(f ---> l) (at z) ∨ ((inverse ∘ f) ---> l) (at z)" proof - obtain r where"0 < r"and zrM: "ball z r ⊆ M" and r: "bounded((λz. f z - a) ` (ball z r - {z})) ∨ bounded((inverse ∘ (λz. f z - a)) ` (ball z r - {z}))" proof (rule GPicard6 [OF ‹open M›‹z ∈ M›]) show"b - a ≠ 0" using assms by auto show"(λz. f z - a) holomorphic_on M - {z}" by (intro holomorphic_intros holf) qed (use fab in auto) have holfb: "f holomorphic_on ball z r - {z}" using zrM by (auto intro: holomorphic_on_subset [OF holf]) have holfb_i: "(λz. inverse(f z - a)) holomorphic_on ball z r - {z}" using fab zrM by (fastforce intro!: holomorphic_intros holfb) show ?thesis using r proof assume"bounded ((λz. f z - a) ` (ball z r - {z}))" thenobtain B where B: "∧w. w ∈ (λz. f z - a) ` (ball z r - {z}) ==> norm w ≤ B" by (force simp: bounded_iff) thenhave"∀x. x ≠ z ∧ dist x z < r ⟶ cmod (f x - a) ≤ B" by (simp add: dist_commute) with‹0 🚫›have"∀🪙F w in at z. cmod (f w - a) ≤ B" by (force simp add: eventually_at) moreoverhave"∧x. cmod (f x - a) ≤ B ==> cmod (f x) ≤ B + cmod a" by (metis add.commute add_le_cancel_right norm_triangle_sub order.trans) ultimatelyhave"∃B. ∀🪙F w in at z. cmod (f w) ≤ B" by (metis (mono_tags, lifting) eventually_at) thenobtain g where holg: "g holomorphic_on ball z r"and gf: "∧w. w ∈ ball z r - {z} ==> g w = f w" using‹0 🚫› holomorphic_on_extend_bounded [OF holfb] by auto thenhave"g ←-z→ g z" unfolding continuous_at [symmetric] using‹0 🚫› centre_in_ball field_differentiable_imp_continuous_at
holomorphic_on_imp_differentiable_at by blast thenhave"(f ---> g z) (at z)" using Lim_transform_within_open [of g "g z" z] using‹0 🚫› centre_in_ball gf by blast thenshow ?thesis using that by blast next assume"bounded((inverse ∘ (λz. f z - a)) ` (ball z r - {z}))" thenobtain B where B: "∧w. w ∈ (inverse ∘ (λz. f z - a)) ` (ball z r - {z}) ==> norm w ≤ B" by (force simp: bounded_iff) thenhave"∀x. x ≠ z ∧ dist x z < r ⟶ cmod (inverse (f x - a)) ≤ B" by (simp add: dist_commute) with‹0 🚫›have"∀🪙F w in at z. cmod (inverse (f w - a)) ≤ B" by (auto simp add: eventually_at) thenhave"∃B. ∀🪙F z in at z. cmod (inverse (f z - a)) ≤ B" by blast thenobtain g where holg: "g holomorphic_on ball z r"and gf: "∧w. w ∈ ball z r - {z} ==> g w = inverse (f w - a)" using‹0 🚫› holomorphic_on_extend_bounded [OF holfb_i] by auto thenhave gz: "g ←-z→ g z" unfolding continuous_at [symmetric] using‹0 🚫› centre_in_ball field_differentiable_imp_continuous_at
holomorphic_on_imp_differentiable_at by blast have gnz: "∧w. w ∈ ball z r - {z} ==> g w ≠ 0" using gf fab zrM by fastforce show ?thesis proof (cases "g z = 0") case True have *: "[g ≠ 0; inverse g = f - a]==> g / (1 + a * g) = inverse f"for f g::complex by (auto simp: field_simps) have"(inverse ∘ f) ←-z→ 0" proof (rule Lim_transform_within_open [of "λw. g w / (1 + a * g w)" _ _ UNIV "ball z r"]) show"(λw. g w / (1 + a * g w)) ←-z→ 0" using True by (auto simp: intro!: tendsto_eq_intros gz) show"∧x. [x ∈ ball z r; x ≠ z]==> g x / (1 + a * g x) = (inverse ∘ f) x" using * gf gnz by simp qed (use‹0 🚫›in auto) with that show ?thesis by blast next case False show ?thesis proof (cases "1 + a * g z = 0") case True have"(f ---> 0) (at z)" proof (rule Lim_transform_within_open [of "λw. (1 + a * g w) / g w" _ _ _ "ball z r"]) show"(λw. (1 + a * g w) / g w) ←-z→ 0" by (rule tendsto_eq_intros refl gz ‹g z ≠ 0› | simp add: True)+ show"∧x. [x ∈ ball z r; x ≠ z]==> (1 + a * g x) / g x = f x" using fab fab zrM by (fastforce simp add: gf field_split_simps) qed (use‹0 🚫›in auto) thenshow ?thesis using that by blast next case False have *: "[g ≠ 0; inverse g = f - a]==> g / (1 + a * g) = inverse f"for f g::complex by (auto simp: field_simps) have"(inverse ∘ f) ←-z→ g z / (1 + a * g z)" proof (rule Lim_transform_within_open [of "λw. g w / (1 + a * g w)" _ _ UNIV "ball z r"]) show"(λw. g w / (1 + a * g w)) ←-z→ g z / (1 + a * g z)" using False by (auto simp: False intro!: tendsto_eq_intros gz) show"∧x. [x ∈ ball z r; x ≠ z]==> g x / (1 + a * g x) = (inverse ∘ f) x" using * gf gnz by simp qed (use‹0 🚫›in auto) with that show ?thesis by blast qed qed qed qed
corollary great_Picard_alt: assumes M: "open M""z ∈ M"and holf: "f holomorphic_on (M - {z})" and non: "∧l. ¬ (f ---> l) (at z)""∧l. ¬ ((inverse ∘ f) ---> l) (at z)" obtains a where"- {a} ⊆ f ` (M - {z})" unfolding subset_iff image_iff by (metis great_Picard [OF M _ holf] non Compl_iff insertI1)
corollary great_Picard_infinite: assumes M: "open M""z ∈ M"and holf: "f holomorphic_on (M - {z})" and non: "∧l. ¬ (f ---> l) (at z)""∧l. ¬ ((inverse ∘ f) ---> l) (at z)" obtains a where"∧w. w ≠ a ==> infinite {x. x ∈ M - {z} ∧ f x = w}" proof - have False if"a ≠ b"and ab: "finite {x. x ∈ M - {z} ∧ f x = a}""finite {x. x ∈ M - {z} ∧ f x = b}"for a b proof - have finab: "finite {x. x ∈ M - {z} ∧ f x ∈ {a,b}}" using finite_UnI [OF ab] unfolding mem_Collect_eq insert_iff empty_iff by (simp add: conj_disj_distribL) obtain r where"0 < r"and zrM: "ball z r ⊆ M"and r: "∧x. [x ∈ M - {z}; f x ∈ {a,b}]==> x ∉ ball z r" proof - obtain e where"e > 0"and e: "ball z e ⊆ M" using assms openE by blast show ?thesis proof (cases "{x ∈ M - {z}. f x ∈ {a, b}} = {}") case True thenshow ?thesis using e ‹e > 0› that by fastforce next case False let ?r = "min e (Min (dist z ` {x ∈ M - {z}. f x ∈ {a,b}}))" show ?thesis proof show"0 < ?r" using min_less_iff_conj Min_gr_iff finab False ‹0 🚫›by auto have"ball z ?r ⊆ ball z e" by (simp add: subset_ball) with e show"ball z ?r ⊆ M"by blast show"∧x. [x ∈ M - {z}; f x ∈ {a, b}]==> x ∉ ball z ?r" using min_less_iff_conj Min_gr_iff finab False ‹0 🚫›by auto qed qed qed have holfb: "f holomorphic_on (ball z r - {z})" apply (rule holomorphic_on_subset [OF holf]) using zrM by auto show ?thesis apply (rule great_Picard [OF open_ball _ ‹a ≠ b› holfb]) using non ‹0 🚫› r zrM by auto qed with that show thesis by meson qed
theorem Casorati_Weierstrass: assumes"open M""z ∈ M""f holomorphic_on (M - {z})" and"∧l. ¬ (f ---> l) (at z)""∧l. ¬ ((inverse ∘ f) ---> l) (at z)" shows"closure(f ` (M - {z})) = UNIV" proof - obtain a where a: "- {a} ⊆ f ` (M - {z})" using great_Picard_alt [OF assms] . have"UNIV = closure(- {a})" by (simp add: closure_interior) alsohave"... ⊆ closure(f ` (M - {z}))" by (simp add: a closure_mono) finallyshow ?thesis by blast qed
end
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