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(* Title : MacLaurin.thy
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Author : Jacques D. Fleuriot
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Copyright : 2001 University of Edinburgh
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Description : MacLaurin series
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Conversion to Isar and new proofs by Lawrence C Paulson, 2004
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*)
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theory MacLaurin
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imports Log
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nipkow@15131
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begin
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obua@14738
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lemma sumr_offset: "sumr 0 n (%m. f (m+k)) = sumr 0 (n+k) f - sumr 0 k f"
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by (induct_tac "n", auto)
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obua@14738
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lemma sumr_offset2: "\<forall>f. sumr 0 n (%m. f (m+k)) = sumr 0 (n+k) f - sumr 0 k f"
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by (induct_tac "n", auto)
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lemma sumr_offset3: "sumr 0 (n+k) f = sumr 0 n (%m. f (m+k)) + sumr 0 k f"
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by (simp add: sumr_offset)
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lemma sumr_offset4: "\<forall>n f. sumr 0 (n+k) f = sumr 0 n (%m. f (m+k)) + sumr 0 k f"
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by (simp add: sumr_offset)
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lemma sumr_from_1_from_0: "0 < n ==>
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sumr (Suc 0) (Suc n) (%n. (if even(n) then 0 else
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((- 1) ^ ((n - (Suc 0)) div 2))/(real (fact n))) * a ^ n) =
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sumr 0 (Suc n) (%n. (if even(n) then 0 else
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((- 1) ^ ((n - (Suc 0)) div 2))/(real (fact n))) * a ^ n)"
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by (rule_tac n1 = 1 in sumr_split_add [THEN subst], auto)
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subsection{*Maclaurin's Theorem with Lagrange Form of Remainder*}
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text{*This is a very long, messy proof even now that it's been broken down
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into lemmas.*}
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lemma Maclaurin_lemma:
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"0 < h ==>
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\<exists>B. f h = sumr 0 n (%m. (j m / real (fact m)) * (h^m)) +
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(B * ((h^n) / real(fact n)))"
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apply (rule_tac x = "(f h - sumr 0 n (%m. (j m / real (fact m)) * h^m)) *
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real(fact n) / (h^n)"
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in exI)
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apply (simp add: times_divide_eq)
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done
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lemma eq_diff_eq': "(x = y - z) = (y = x + (z::real))"
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by arith
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text{*A crude tactic to differentiate by proof.*}
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ML
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{*
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exception DERIV_name;
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fun get_fun_name (_ $ (Const ("Lim.deriv",_) $ Abs(_,_, Const (f,_) $ _) $ _ $ _)) = f
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| get_fun_name (_ $ (_ $ (Const ("Lim.deriv",_) $ Abs(_,_, Const (f,_) $ _) $ _ $ _))) = f
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| get_fun_name _ = raise DERIV_name;
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val deriv_rulesI = [DERIV_Id,DERIV_const,DERIV_cos,DERIV_cmult,
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DERIV_sin, DERIV_exp, DERIV_inverse,DERIV_pow,
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DERIV_add, DERIV_diff, DERIV_mult, DERIV_minus,
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DERIV_inverse_fun,DERIV_quotient,DERIV_fun_pow,
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DERIV_fun_exp,DERIV_fun_sin,DERIV_fun_cos,
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DERIV_Id,DERIV_const,DERIV_cos];
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val deriv_tac =
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SUBGOAL (fn (prem,i) =>
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(resolve_tac deriv_rulesI i) ORELSE
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((rtac (read_instantiate [("f",get_fun_name prem)]
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DERIV_chain2) i) handle DERIV_name => no_tac));;
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val DERIV_tac = ALLGOALS(fn i => REPEAT(deriv_tac i));
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*}
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lemma Maclaurin_lemma2:
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"[| \<forall>m t. m < n \<and> 0\<le>t \<and> t\<le>h \<longrightarrow> DERIV (diff m) t :> diff (Suc m) t;
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n = Suc k;
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difg =
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(\<lambda>m t. diff m t -
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((\<Sum>p = 0..<n - m. diff (m + p) 0 / real (fact p) * t ^ p) +
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B * (t ^ (n - m) / real (fact (n - m)))))|] ==>
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\<forall>m t. m < n & 0 \<le> t & t \<le> h -->
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DERIV (difg m) t :> difg (Suc m) t"
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apply clarify
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apply (rule DERIV_diff)
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apply (simp (no_asm_simp))
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apply (tactic DERIV_tac)
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apply (tactic DERIV_tac)
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apply (rule_tac [2] lemma_DERIV_subst)
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apply (rule_tac [2] DERIV_quotient)
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apply (rule_tac [3] DERIV_const)
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apply (rule_tac [2] DERIV_pow)
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prefer 3 apply (simp add: fact_diff_Suc)
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prefer 2 apply simp
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apply (frule_tac m = m in less_add_one, clarify)
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apply (simp del: sumr_Suc)
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apply (insert sumr_offset4 [of 1])
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paulson@15079
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apply (simp del: sumr_Suc fact_Suc realpow_Suc)
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paulson@15079
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apply (rule lemma_DERIV_subst)
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apply (rule DERIV_add)
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apply (rule_tac [2] DERIV_const)
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apply (rule DERIV_sumr, clarify)
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prefer 2 apply simp
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apply (simp (no_asm) add: divide_inverse mult_assoc del: fact_Suc realpow_Suc)
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apply (rule DERIV_cmult)
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apply (rule lemma_DERIV_subst)
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apply (best intro: DERIV_chain2 intro!: DERIV_intros)
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apply (subst fact_Suc)
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apply (subst real_of_nat_mult)
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apply (simp add: inverse_mult_distrib mult_ac)
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done
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lemma Maclaurin_lemma3:
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"[|\<forall>k t. k < Suc m \<and> 0\<le>t & t\<le>h \<longrightarrow> DERIV (difg k) t :> difg (Suc k) t;
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\<forall>k<Suc m. difg k 0 = 0; DERIV (difg n) t :> 0; n < m; 0 < t;
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t < h|]
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==> \<exists>ta. 0 < ta & ta < t & DERIV (difg (Suc n)) ta :> 0"
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apply (rule Rolle, assumption, simp)
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paulson@15079
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apply (drule_tac x = n and P="%k. k<Suc m --> difg k 0 = 0" in spec)
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paulson@15079
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apply (rule DERIV_unique)
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prefer 2 apply assumption
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paulson@15079
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apply force
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paulson@15079
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apply (subgoal_tac "\<forall>ta. 0 \<le> ta & ta \<le> t --> (difg (Suc n)) differentiable ta")
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apply (simp add: differentiable_def)
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apply (blast dest!: DERIV_isCont)
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apply (simp add: differentiable_def, clarify)
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paulson@15079
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apply (rule_tac x = "difg (Suc (Suc n)) ta" in exI)
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apply force
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paulson@15079
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apply (simp add: differentiable_def, clarify)
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apply (rule_tac x = "difg (Suc (Suc n)) x" in exI)
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apply force
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done
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lemma Maclaurin:
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"[| 0 < h; 0 < n; diff 0 = f;
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\<forall>m t. m < n & 0 \<le> t & t \<le> h --> DERIV (diff m) t :> diff (Suc m) t |]
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==> \<exists>t. 0 < t &
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t < h &
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f h =
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sumr 0 n (%m. (diff m 0 / real (fact m)) * h ^ m) +
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(diff n t / real (fact n)) * h ^ n"
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paulson@15079
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apply (case_tac "n = 0", force)
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paulson@15079
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apply (drule not0_implies_Suc)
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paulson@15079
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apply (erule exE)
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paulson@15079
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apply (frule_tac f=f and n=n and j="%m. diff m 0" in Maclaurin_lemma)
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paulson@15079
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apply (erule exE)
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paulson@15079
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apply (subgoal_tac "\<exists>g.
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g = (%t. f t - (sumr 0 n (%m. (diff m 0 / real(fact m)) * t^m) + (B * (t^n / real(fact n)))))")
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prefer 2 apply blast
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apply (erule exE)
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paulson@15079
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apply (subgoal_tac "g 0 = 0 & g h =0")
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paulson@15079
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prefer 2
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paulson@15079
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apply (simp del: sumr_Suc)
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paulson@15079
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apply (cut_tac n = m and k = 1 in sumr_offset2)
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paulson@15079
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apply (simp add: eq_diff_eq' del: sumr_Suc)
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paulson@15079
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apply (subgoal_tac "\<exists>difg. difg = (%m t. diff m t - (sumr 0 (n - m) (%p. (diff (m + p) 0 / real (fact p)) * (t ^ p)) + (B * ((t ^ (n - m)) / real (fact (n - m))))))")
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paulson@15079
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prefer 2 apply blast
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paulson@15079
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apply (erule exE)
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paulson@15079
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apply (subgoal_tac "difg 0 = g")
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paulson@15079
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prefer 2 apply simp
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paulson@15079
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apply (frule Maclaurin_lemma2, assumption+)
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paulson@15079
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apply (subgoal_tac "\<forall>ma. ma < n --> (\<exists>t. 0 < t & t < h & difg (Suc ma) t = 0) ")
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paulson@15234
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apply (drule_tac x = m and P="%m. m<n --> (\<exists>t. ?QQ m t)" in spec)
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paulson@15234
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apply (erule impE)
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paulson@15234
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apply (simp (no_asm_simp))
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paulson@15234
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apply (erule exE)
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paulson@15234
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apply (rule_tac x = t in exI)
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paulson@15234
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apply (simp add: times_divide_eq del: realpow_Suc fact_Suc)
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paulson@15079
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apply (subgoal_tac "\<forall>m. m < n --> difg m 0 = 0")
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paulson@15079
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prefer 2
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paulson@15079
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apply clarify
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paulson@15079
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apply simp
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paulson@15079
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apply (frule_tac m = ma in less_add_one, clarify)
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paulson@15079
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apply (simp del: sumr_Suc)
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apply (insert sumr_offset4 [of 1])
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paulson@15079
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apply (simp del: sumr_Suc fact_Suc realpow_Suc)
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paulson@15079
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apply (subgoal_tac "\<forall>m. m < n --> (\<exists>t. 0 < t & t < h & DERIV (difg m) t :> 0) ")
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apply (rule allI, rule impI)
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paulson@15079
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apply (drule_tac x = ma and P="%m. m<n --> (\<exists>t. ?QQ m t)" in spec)
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paulson@15079
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apply (erule impE, assumption)
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paulson@15079
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apply (erule exE)
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paulson@15079
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apply (rule_tac x = t in exI)
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(* do some tidying up *)
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apply (erule_tac [!] V= "difg = (%m t. diff m t - (sumr 0 (n - m) (%p. diff (m + p) 0 / real (fact p) * t ^ p) + B * (t ^ (n - m) / real (fact (n - m)))))"
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in thin_rl)
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apply (erule_tac [!] V="g = (%t. f t - (sumr 0 n (%m. diff m 0 / real (fact m) * t ^ m) + B * (t ^ n / real (fact n))))"
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paulson@15079
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in thin_rl)
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paulson@15079
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apply (erule_tac [!] V="f h = sumr 0 n (%m. diff m 0 / real (fact m) * h ^ m) + B * (h ^ n / real (fact n))"
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in thin_rl)
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paulson@15079
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(* back to business *)
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paulson@15079
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apply (simp (no_asm_simp))
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paulson@15079
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apply (rule DERIV_unique)
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paulson@15079
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prefer 2 apply blast
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paulson@15079
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apply force
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paulson@15079
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apply (rule allI, induct_tac "ma")
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paulson@15079
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apply (rule impI, rule Rolle, assumption, simp, simp)
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paulson@15079
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apply (subgoal_tac "\<forall>t. 0 \<le> t & t \<le> h --> g differentiable t")
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paulson@15079
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apply (simp add: differentiable_def)
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paulson@15079
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apply (blast dest: DERIV_isCont)
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paulson@15079
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apply (simp add: differentiable_def, clarify)
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paulson@15079
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apply (rule_tac x = "difg (Suc 0) t" in exI)
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paulson@15079
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apply force
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paulson@15079
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apply (simp add: differentiable_def, clarify)
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paulson@15079
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apply (rule_tac x = "difg (Suc 0) x" in exI)
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paulson@15079
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apply force
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paulson@15079
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apply safe
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paulson@15079
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apply force
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paulson@15079
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apply (frule Maclaurin_lemma3, assumption+, safe)
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paulson@15079
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apply (rule_tac x = ta in exI, force)
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paulson@15079
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done
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paulson@15079
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paulson@15079
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lemma Maclaurin_objl:
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paulson@15079
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"0 < h & 0 < n & diff 0 = f &
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(\<forall>m t. m < n & 0 \<le> t & t \<le> h --> DERIV (diff m) t :> diff (Suc m) t)
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--> (\<exists>t. 0 < t &
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paulson@15079
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t < h &
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paulson@15079
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f h =
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paulson@15079
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sumr 0 n (%m. diff m 0 / real (fact m) * h ^ m) +
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diff n t / real (fact n) * h ^ n)"
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paulson@15079
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by (blast intro: Maclaurin)
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paulson@15079
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paulson@15079
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paulson@15079
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lemma Maclaurin2:
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paulson@15079
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"[| 0 < h; diff 0 = f;
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paulson@15079
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\<forall>m t.
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paulson@15079
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m < n & 0 \<le> t & t \<le> h --> DERIV (diff m) t :> diff (Suc m) t |]
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paulson@15079
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==> \<exists>t. 0 < t &
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paulson@15079
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t \<le> h &
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paulson@15079
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f h =
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paulson@15079
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sumr 0 n (%m. diff m 0 / real (fact m) * h ^ m) +
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paulson@15079
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diff n t / real (fact n) * h ^ n"
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paulson@15079
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apply (case_tac "n", auto)
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paulson@15079
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apply (drule Maclaurin, auto)
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paulson@15079
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done
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paulson@15079
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paulson@15079
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lemma Maclaurin2_objl:
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paulson@15079
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"0 < h & diff 0 = f &
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paulson@15079
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(\<forall>m t.
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paulson@15079
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m < n & 0 \<le> t & t \<le> h --> DERIV (diff m) t :> diff (Suc m) t)
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--> (\<exists>t. 0 < t &
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paulson@15079
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t \<le> h &
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paulson@15079
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f h =
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|
243 |
sumr 0 n (%m. diff m 0 / real (fact m) * h ^ m) +
|
paulson@15079
|
244 |
diff n t / real (fact n) * h ^ n)"
|
paulson@15079
|
245 |
by (blast intro: Maclaurin2)
|
paulson@15079
|
246 |
|
paulson@15079
|
247 |
lemma Maclaurin_minus:
|
paulson@15079
|
248 |
"[| h < 0; 0 < n; diff 0 = f;
|
paulson@15079
|
249 |
\<forall>m t. m < n & h \<le> t & t \<le> 0 --> DERIV (diff m) t :> diff (Suc m) t |]
|
paulson@15079
|
250 |
==> \<exists>t. h < t &
|
paulson@15079
|
251 |
t < 0 &
|
paulson@15079
|
252 |
f h =
|
paulson@15079
|
253 |
sumr 0 n (%m. diff m 0 / real (fact m) * h ^ m) +
|
paulson@15079
|
254 |
diff n t / real (fact n) * h ^ n"
|
paulson@15079
|
255 |
apply (cut_tac f = "%x. f (-x)"
|
paulson@15079
|
256 |
and diff = "%n x. ((- 1) ^ n) * diff n (-x)"
|
paulson@15079
|
257 |
and h = "-h" and n = n in Maclaurin_objl)
|
paulson@15234
|
258 |
apply (simp add: times_divide_eq)
|
paulson@15079
|
259 |
apply safe
|
paulson@15079
|
260 |
apply (subst minus_mult_right)
|
paulson@15079
|
261 |
apply (rule DERIV_cmult)
|
paulson@15079
|
262 |
apply (rule lemma_DERIV_subst)
|
paulson@15079
|
263 |
apply (rule DERIV_chain2 [where g=uminus])
|
paulson@15079
|
264 |
apply (rule_tac [2] DERIV_minus, rule_tac [2] DERIV_Id)
|
paulson@15079
|
265 |
prefer 2 apply force
|
paulson@15079
|
266 |
apply force
|
paulson@15079
|
267 |
apply (rule_tac x = "-t" in exI, auto)
|
paulson@15079
|
268 |
apply (subgoal_tac "(\<Sum>m = 0..<n. -1 ^ m * diff m 0 * (-h)^m / real(fact m)) =
|
paulson@15079
|
269 |
(\<Sum>m = 0..<n. diff m 0 * h ^ m / real(fact m))")
|
paulson@15079
|
270 |
apply (rule_tac [2] sumr_fun_eq)
|
paulson@15079
|
271 |
apply (auto simp add: divide_inverse power_mult_distrib [symmetric])
|
paulson@15079
|
272 |
done
|
paulson@15079
|
273 |
|
paulson@15079
|
274 |
lemma Maclaurin_minus_objl:
|
paulson@15079
|
275 |
"(h < 0 & 0 < n & diff 0 = f &
|
paulson@15079
|
276 |
(\<forall>m t.
|
paulson@15079
|
277 |
m < n & h \<le> t & t \<le> 0 --> DERIV (diff m) t :> diff (Suc m) t))
|
paulson@15079
|
278 |
--> (\<exists>t. h < t &
|
paulson@15079
|
279 |
t < 0 &
|
paulson@15079
|
280 |
f h =
|
paulson@15079
|
281 |
sumr 0 n (%m. diff m 0 / real (fact m) * h ^ m) +
|
paulson@15079
|
282 |
diff n t / real (fact n) * h ^ n)"
|
paulson@15079
|
283 |
by (blast intro: Maclaurin_minus)
|
paulson@15079
|
284 |
|
paulson@15079
|
285 |
|
paulson@15079
|
286 |
subsection{*More Convenient "Bidirectional" Version.*}
|
paulson@15079
|
287 |
|
paulson@15079
|
288 |
(* not good for PVS sin_approx, cos_approx *)
|
paulson@15079
|
289 |
|
paulson@15079
|
290 |
lemma Maclaurin_bi_le_lemma [rule_format]:
|
paulson@15079
|
291 |
"0 < n \<longrightarrow>
|
paulson@15079
|
292 |
diff 0 0 =
|
paulson@15079
|
293 |
(\<Sum>m = 0..<n. diff m 0 * 0 ^ m / real (fact m)) +
|
paulson@15079
|
294 |
diff n 0 * 0 ^ n / real (fact n)"
|
paulson@15079
|
295 |
by (induct_tac "n", auto)
|
paulson@15079
|
296 |
|
paulson@15079
|
297 |
lemma Maclaurin_bi_le:
|
paulson@15079
|
298 |
"[| diff 0 = f;
|
paulson@15079
|
299 |
\<forall>m t. m < n & abs t \<le> abs x --> DERIV (diff m) t :> diff (Suc m) t |]
|
paulson@15079
|
300 |
==> \<exists>t. abs t \<le> abs x &
|
paulson@15079
|
301 |
f x =
|
paulson@15079
|
302 |
sumr 0 n (%m. diff m 0 / real (fact m) * x ^ m) +
|
paulson@15079
|
303 |
diff n t / real (fact n) * x ^ n"
|
paulson@15079
|
304 |
apply (case_tac "n = 0", force)
|
paulson@15079
|
305 |
apply (case_tac "x = 0")
|
paulson@15079
|
306 |
apply (rule_tac x = 0 in exI)
|
paulson@15234
|
307 |
apply (force simp add: Maclaurin_bi_le_lemma times_divide_eq)
|
paulson@15079
|
308 |
apply (cut_tac x = x and y = 0 in linorder_less_linear, auto)
|
paulson@15079
|
309 |
txt{*Case 1, where @{term "x < 0"}*}
|
paulson@15079
|
310 |
apply (cut_tac f = "diff 0" and diff = diff and h = x and n = n in Maclaurin_minus_objl, safe)
|
paulson@15079
|
311 |
apply (simp add: abs_if)
|
paulson@15079
|
312 |
apply (rule_tac x = t in exI)
|
paulson@15079
|
313 |
apply (simp add: abs_if)
|
paulson@15079
|
314 |
txt{*Case 2, where @{term "0 < x"}*}
|
paulson@15079
|
315 |
apply (cut_tac f = "diff 0" and diff = diff and h = x and n = n in Maclaurin_objl, safe)
|
paulson@15079
|
316 |
apply (simp add: abs_if)
|
paulson@15079
|
317 |
apply (rule_tac x = t in exI)
|
paulson@15079
|
318 |
apply (simp add: abs_if)
|
paulson@15079
|
319 |
done
|
paulson@15079
|
320 |
|
paulson@15079
|
321 |
lemma Maclaurin_all_lt:
|
paulson@15079
|
322 |
"[| diff 0 = f;
|
paulson@15079
|
323 |
\<forall>m x. DERIV (diff m) x :> diff(Suc m) x;
|
paulson@15079
|
324 |
x ~= 0; 0 < n
|
paulson@15079
|
325 |
|] ==> \<exists>t. 0 < abs t & abs t < abs x &
|
paulson@15079
|
326 |
f x = sumr 0 n (%m. (diff m 0 / real (fact m)) * x ^ m) +
|
paulson@15079
|
327 |
(diff n t / real (fact n)) * x ^ n"
|
paulson@15079
|
328 |
apply (rule_tac x = x and y = 0 in linorder_cases)
|
paulson@15079
|
329 |
prefer 2 apply blast
|
paulson@15079
|
330 |
apply (drule_tac [2] diff=diff in Maclaurin)
|
paulson@15079
|
331 |
apply (drule_tac diff=diff in Maclaurin_minus, simp_all, safe)
|
paulson@15229
|
332 |
apply (rule_tac [!] x = t in exI, auto)
|
paulson@15079
|
333 |
done
|
paulson@15079
|
334 |
|
paulson@15079
|
335 |
lemma Maclaurin_all_lt_objl:
|
paulson@15079
|
336 |
"diff 0 = f &
|
paulson@15079
|
337 |
(\<forall>m x. DERIV (diff m) x :> diff(Suc m) x) &
|
paulson@15079
|
338 |
x ~= 0 & 0 < n
|
paulson@15079
|
339 |
--> (\<exists>t. 0 < abs t & abs t < abs x &
|
paulson@15079
|
340 |
f x = sumr 0 n (%m. (diff m 0 / real (fact m)) * x ^ m) +
|
paulson@15079
|
341 |
(diff n t / real (fact n)) * x ^ n)"
|
paulson@15079
|
342 |
by (blast intro: Maclaurin_all_lt)
|
paulson@15079
|
343 |
|
paulson@15079
|
344 |
lemma Maclaurin_zero [rule_format]:
|
paulson@15079
|
345 |
"x = (0::real)
|
paulson@15079
|
346 |
==> 0 < n -->
|
paulson@15079
|
347 |
sumr 0 n (%m. (diff m (0::real) / real (fact m)) * x ^ m) =
|
paulson@15079
|
348 |
diff 0 0"
|
paulson@15079
|
349 |
by (induct n, auto)
|
paulson@15079
|
350 |
|
paulson@15079
|
351 |
lemma Maclaurin_all_le: "[| diff 0 = f;
|
paulson@15079
|
352 |
\<forall>m x. DERIV (diff m) x :> diff (Suc m) x
|
paulson@15079
|
353 |
|] ==> \<exists>t. abs t \<le> abs x &
|
paulson@15079
|
354 |
f x = sumr 0 n (%m. (diff m 0 / real (fact m)) * x ^ m) +
|
paulson@15079
|
355 |
(diff n t / real (fact n)) * x ^ n"
|
paulson@15079
|
356 |
apply (insert linorder_le_less_linear [of n 0])
|
paulson@15079
|
357 |
apply (erule disjE, force)
|
paulson@15079
|
358 |
apply (case_tac "x = 0")
|
paulson@15079
|
359 |
apply (frule_tac diff = diff and n = n in Maclaurin_zero, assumption)
|
paulson@15079
|
360 |
apply (drule gr_implies_not0 [THEN not0_implies_Suc])
|
paulson@15079
|
361 |
apply (rule_tac x = 0 in exI, force)
|
paulson@15079
|
362 |
apply (frule_tac diff = diff and n = n in Maclaurin_all_lt, auto)
|
paulson@15079
|
363 |
apply (rule_tac x = t in exI, auto)
|
paulson@15079
|
364 |
done
|
paulson@15079
|
365 |
|
paulson@15079
|
366 |
lemma Maclaurin_all_le_objl: "diff 0 = f &
|
paulson@15079
|
367 |
(\<forall>m x. DERIV (diff m) x :> diff (Suc m) x)
|
paulson@15079
|
368 |
--> (\<exists>t. abs t \<le> abs x &
|
paulson@15079
|
369 |
f x = sumr 0 n (%m. (diff m 0 / real (fact m)) * x ^ m) +
|
paulson@15079
|
370 |
(diff n t / real (fact n)) * x ^ n)"
|
paulson@15079
|
371 |
by (blast intro: Maclaurin_all_le)
|
paulson@15079
|
372 |
|
paulson@15079
|
373 |
|
paulson@15079
|
374 |
subsection{*Version for Exponential Function*}
|
paulson@15079
|
375 |
|
paulson@15079
|
376 |
lemma Maclaurin_exp_lt: "[| x ~= 0; 0 < n |]
|
paulson@15079
|
377 |
==> (\<exists>t. 0 < abs t &
|
paulson@15079
|
378 |
abs t < abs x &
|
paulson@15079
|
379 |
exp x = sumr 0 n (%m. (x ^ m) / real (fact m)) +
|
paulson@15079
|
380 |
(exp t / real (fact n)) * x ^ n)"
|
paulson@15079
|
381 |
by (cut_tac diff = "%n. exp" and f = exp and x = x and n = n in Maclaurin_all_lt_objl, auto)
|
paulson@15079
|
382 |
|
paulson@15079
|
383 |
|
paulson@15079
|
384 |
lemma Maclaurin_exp_le:
|
paulson@15079
|
385 |
"\<exists>t. abs t \<le> abs x &
|
paulson@15079
|
386 |
exp x = sumr 0 n (%m. (x ^ m) / real (fact m)) +
|
paulson@15079
|
387 |
(exp t / real (fact n)) * x ^ n"
|
paulson@15079
|
388 |
by (cut_tac diff = "%n. exp" and f = exp and x = x and n = n in Maclaurin_all_le_objl, auto)
|
paulson@15079
|
389 |
|
paulson@15079
|
390 |
|
paulson@15079
|
391 |
subsection{*Version for Sine Function*}
|
paulson@15079
|
392 |
|
paulson@15079
|
393 |
lemma MVT2:
|
paulson@15079
|
394 |
"[| a < b; \<forall>x. a \<le> x & x \<le> b --> DERIV f x :> f'(x) |]
|
paulson@15079
|
395 |
==> \<exists>z. a < z & z < b & (f b - f a = (b - a) * f'(z))"
|
paulson@15079
|
396 |
apply (drule MVT)
|
paulson@15079
|
397 |
apply (blast intro: DERIV_isCont)
|
paulson@15079
|
398 |
apply (force dest: order_less_imp_le simp add: differentiable_def)
|
paulson@15079
|
399 |
apply (blast dest: DERIV_unique order_less_imp_le)
|
paulson@15079
|
400 |
done
|
paulson@15079
|
401 |
|
paulson@15079
|
402 |
lemma mod_exhaust_less_4:
|
paulson@15079
|
403 |
"m mod 4 = 0 | m mod 4 = 1 | m mod 4 = 2 | m mod 4 = (3::nat)"
|
paulson@15079
|
404 |
by (case_tac "m mod 4", auto, arith)
|
paulson@15079
|
405 |
|
paulson@15079
|
406 |
lemma Suc_Suc_mult_two_diff_two [rule_format, simp]:
|
paulson@15079
|
407 |
"0 < n --> Suc (Suc (2 * n - 2)) = 2*n"
|
paulson@15079
|
408 |
by (induct_tac "n", auto)
|
paulson@15079
|
409 |
|
paulson@15079
|
410 |
lemma lemma_Suc_Suc_4n_diff_2 [rule_format, simp]:
|
paulson@15079
|
411 |
"0 < n --> Suc (Suc (4*n - 2)) = 4*n"
|
paulson@15079
|
412 |
by (induct_tac "n", auto)
|
paulson@15079
|
413 |
|
paulson@15079
|
414 |
lemma Suc_mult_two_diff_one [rule_format, simp]:
|
paulson@15079
|
415 |
"0 < n --> Suc (2 * n - 1) = 2*n"
|
paulson@15079
|
416 |
by (induct_tac "n", auto)
|
paulson@15079
|
417 |
|
paulson@15234
|
418 |
|
paulson@15234
|
419 |
text{*It is unclear why so many variant results are needed.*}
|
paulson@15079
|
420 |
|
paulson@15079
|
421 |
lemma Maclaurin_sin_expansion2:
|
paulson@15079
|
422 |
"\<exists>t. abs t \<le> abs x &
|
paulson@15079
|
423 |
sin x =
|
paulson@15079
|
424 |
(sumr 0 n (%m. (if even m then 0
|
paulson@15079
|
425 |
else ((- 1) ^ ((m - (Suc 0)) div 2)) / real (fact m)) *
|
paulson@15079
|
426 |
x ^ m))
|
paulson@15079
|
427 |
+ ((sin(t + 1/2 * real (n) *pi) / real (fact n)) * x ^ n)"
|
paulson@15079
|
428 |
apply (cut_tac f = sin and n = n and x = x
|
paulson@15079
|
429 |
and diff = "%n x. sin (x + 1/2*real n * pi)" in Maclaurin_all_lt_objl)
|
paulson@15079
|
430 |
apply safe
|
paulson@15079
|
431 |
apply (simp (no_asm))
|
paulson@15234
|
432 |
apply (simp (no_asm) add: times_divide_eq)
|
paulson@15079
|
433 |
apply (case_tac "n", clarify, simp, simp)
|
paulson@15079
|
434 |
apply (rule ccontr, simp)
|
paulson@15079
|
435 |
apply (drule_tac x = x in spec, simp)
|
paulson@15079
|
436 |
apply (erule ssubst)
|
paulson@15079
|
437 |
apply (rule_tac x = t in exI, simp)
|
paulson@15079
|
438 |
apply (rule sumr_fun_eq)
|
paulson@15234
|
439 |
apply (auto simp add: sin_zero_iff odd_Suc_mult_two_ex times_divide_eq)
|
paulson@15079
|
440 |
done
|
paulson@15079
|
441 |
|
paulson@15234
|
442 |
lemma Maclaurin_sin_expansion:
|
paulson@15234
|
443 |
"\<exists>t. sin x =
|
paulson@15234
|
444 |
(sumr 0 n (%m. (if even m then 0
|
paulson@15234
|
445 |
else ((- 1) ^ ((m - (Suc 0)) div 2)) / real (fact m)) *
|
paulson@15234
|
446 |
x ^ m))
|
paulson@15234
|
447 |
+ ((sin(t + 1/2 * real (n) *pi) / real (fact n)) * x ^ n)"
|
paulson@15234
|
448 |
apply (insert Maclaurin_sin_expansion2 [of x n])
|
paulson@15234
|
449 |
apply (blast intro: elim:);
|
paulson@15234
|
450 |
done
|
paulson@15234
|
451 |
|
paulson@15234
|
452 |
|
paulson@15234
|
453 |
|
paulson@15079
|
454 |
lemma Maclaurin_sin_expansion3:
|
paulson@15079
|
455 |
"[| 0 < n; 0 < x |] ==>
|
paulson@15079
|
456 |
\<exists>t. 0 < t & t < x &
|
paulson@15079
|
457 |
sin x =
|
paulson@15079
|
458 |
(sumr 0 n (%m. (if even m then 0
|
paulson@15079
|
459 |
else ((- 1) ^ ((m - (Suc 0)) div 2)) / real (fact m)) *
|
paulson@15079
|
460 |
x ^ m))
|
paulson@15079
|
461 |
+ ((sin(t + 1/2 * real(n) *pi) / real (fact n)) * x ^ n)"
|
paulson@15079
|
462 |
apply (cut_tac f = sin and n = n and h = x and diff = "%n x. sin (x + 1/2*real (n) *pi)" in Maclaurin_objl)
|
paulson@15079
|
463 |
apply safe
|
paulson@15079
|
464 |
apply simp
|
paulson@15234
|
465 |
apply (simp (no_asm) add: times_divide_eq)
|
paulson@15079
|
466 |
apply (erule ssubst)
|
paulson@15079
|
467 |
apply (rule_tac x = t in exI, simp)
|
paulson@15079
|
468 |
apply (rule sumr_fun_eq)
|
paulson@15234
|
469 |
apply (auto simp add: sin_zero_iff odd_Suc_mult_two_ex times_divide_eq)
|
paulson@15079
|
470 |
done
|
paulson@15079
|
471 |
|
paulson@15079
|
472 |
lemma Maclaurin_sin_expansion4:
|
paulson@15079
|
473 |
"0 < x ==>
|
paulson@15079
|
474 |
\<exists>t. 0 < t & t \<le> x &
|
paulson@15079
|
475 |
sin x =
|
paulson@15079
|
476 |
(sumr 0 n (%m. (if even m then 0
|
paulson@15079
|
477 |
else ((- 1) ^ ((m - (Suc 0)) div 2)) / real (fact m)) *
|
paulson@15079
|
478 |
x ^ m))
|
paulson@15079
|
479 |
+ ((sin(t + 1/2 * real (n) *pi) / real (fact n)) * x ^ n)"
|
paulson@15079
|
480 |
apply (cut_tac f = sin and n = n and h = x and diff = "%n x. sin (x + 1/2*real (n) *pi)" in Maclaurin2_objl)
|
paulson@15079
|
481 |
apply safe
|
paulson@15079
|
482 |
apply simp
|
paulson@15234
|
483 |
apply (simp (no_asm) add: times_divide_eq)
|
paulson@15079
|
484 |
apply (erule ssubst)
|
paulson@15079
|
485 |
apply (rule_tac x = t in exI, simp)
|
paulson@15079
|
486 |
apply (rule sumr_fun_eq)
|
paulson@15234
|
487 |
apply (auto simp add: sin_zero_iff odd_Suc_mult_two_ex times_divide_eq)
|
paulson@15079
|
488 |
done
|
paulson@15079
|
489 |
|
paulson@15079
|
490 |
|
paulson@15079
|
491 |
subsection{*Maclaurin Expansion for Cosine Function*}
|
paulson@15079
|
492 |
|
paulson@15079
|
493 |
lemma sumr_cos_zero_one [simp]:
|
paulson@15079
|
494 |
"sumr 0 (Suc n)
|
paulson@15079
|
495 |
(%m. (if even m
|
paulson@15079
|
496 |
then (- 1) ^ (m div 2)/(real (fact m))
|
paulson@15079
|
497 |
else 0) *
|
paulson@15079
|
498 |
0 ^ m) = 1"
|
paulson@15079
|
499 |
by (induct_tac "n", auto)
|
paulson@15079
|
500 |
|
paulson@15079
|
501 |
lemma Maclaurin_cos_expansion:
|
paulson@15079
|
502 |
"\<exists>t. abs t \<le> abs x &
|
paulson@15079
|
503 |
cos x =
|
paulson@15079
|
504 |
(sumr 0 n (%m. (if even m
|
paulson@15079
|
505 |
then (- 1) ^ (m div 2)/(real (fact m))
|
paulson@15079
|
506 |
else 0) *
|
paulson@15079
|
507 |
x ^ m))
|
paulson@15079
|
508 |
+ ((cos(t + 1/2 * real (n) *pi) / real (fact n)) * x ^ n)"
|
paulson@15079
|
509 |
apply (cut_tac f = cos and n = n and x = x and diff = "%n x. cos (x + 1/2*real (n) *pi)" in Maclaurin_all_lt_objl)
|
paulson@15079
|
510 |
apply safe
|
paulson@15079
|
511 |
apply (simp (no_asm))
|
paulson@15234
|
512 |
apply (simp (no_asm) add: times_divide_eq)
|
paulson@15079
|
513 |
apply (case_tac "n", simp)
|
paulson@15079
|
514 |
apply (simp del: sumr_Suc)
|
paulson@15079
|
515 |
apply (rule ccontr, simp)
|
paulson@15079
|
516 |
apply (drule_tac x = x in spec, simp)
|
paulson@15079
|
517 |
apply (erule ssubst)
|
paulson@15079
|
518 |
apply (rule_tac x = t in exI, simp)
|
paulson@15079
|
519 |
apply (rule sumr_fun_eq)
|
paulson@15234
|
520 |
apply (auto simp add: cos_zero_iff even_mult_two_ex)
|
paulson@15079
|
521 |
done
|
paulson@15079
|
522 |
|
paulson@15079
|
523 |
lemma Maclaurin_cos_expansion2:
|
paulson@15079
|
524 |
"[| 0 < x; 0 < n |] ==>
|
paulson@15079
|
525 |
\<exists>t. 0 < t & t < x &
|
paulson@15079
|
526 |
cos x =
|
paulson@15079
|
527 |
(sumr 0 n (%m. (if even m
|
paulson@15079
|
528 |
then (- 1) ^ (m div 2)/(real (fact m))
|
paulson@15079
|
529 |
else 0) *
|
paulson@15079
|
530 |
x ^ m))
|
paulson@15079
|
531 |
+ ((cos(t + 1/2 * real (n) *pi) / real (fact n)) * x ^ n)"
|
paulson@15079
|
532 |
apply (cut_tac f = cos and n = n and h = x and diff = "%n x. cos (x + 1/2*real (n) *pi)" in Maclaurin_objl)
|
paulson@15079
|
533 |
apply safe
|
paulson@15079
|
534 |
apply simp
|
paulson@15234
|
535 |
apply (simp (no_asm) add: times_divide_eq)
|
paulson@15079
|
536 |
apply (erule ssubst)
|
paulson@15079
|
537 |
apply (rule_tac x = t in exI, simp)
|
paulson@15079
|
538 |
apply (rule sumr_fun_eq)
|
paulson@15234
|
539 |
apply (auto simp add: cos_zero_iff even_mult_two_ex)
|
paulson@15079
|
540 |
done
|
paulson@15079
|
541 |
|
paulson@15234
|
542 |
lemma Maclaurin_minus_cos_expansion:
|
paulson@15234
|
543 |
"[| x < 0; 0 < n |] ==>
|
paulson@15079
|
544 |
\<exists>t. x < t & t < 0 &
|
paulson@15079
|
545 |
cos x =
|
paulson@15079
|
546 |
(sumr 0 n (%m. (if even m
|
paulson@15079
|
547 |
then (- 1) ^ (m div 2)/(real (fact m))
|
paulson@15079
|
548 |
else 0) *
|
paulson@15079
|
549 |
x ^ m))
|
paulson@15079
|
550 |
+ ((cos(t + 1/2 * real (n) *pi) / real (fact n)) * x ^ n)"
|
paulson@15079
|
551 |
apply (cut_tac f = cos and n = n and h = x and diff = "%n x. cos (x + 1/2*real (n) *pi)" in Maclaurin_minus_objl)
|
paulson@15079
|
552 |
apply safe
|
paulson@15079
|
553 |
apply simp
|
paulson@15234
|
554 |
apply (simp (no_asm) add: times_divide_eq)
|
paulson@15079
|
555 |
apply (erule ssubst)
|
paulson@15079
|
556 |
apply (rule_tac x = t in exI, simp)
|
paulson@15079
|
557 |
apply (rule sumr_fun_eq)
|
paulson@15234
|
558 |
apply (auto simp add: cos_zero_iff even_mult_two_ex)
|
paulson@15079
|
559 |
done
|
paulson@15079
|
560 |
|
paulson@15079
|
561 |
(* ------------------------------------------------------------------------- *)
|
paulson@15079
|
562 |
(* Version for ln(1 +/- x). Where is it?? *)
|
paulson@15079
|
563 |
(* ------------------------------------------------------------------------- *)
|
paulson@15079
|
564 |
|
paulson@15079
|
565 |
lemma sin_bound_lemma:
|
paulson@15081
|
566 |
"[|x = y; abs u \<le> (v::real) |] ==> \<bar>(x + u) - y\<bar> \<le> v"
|
paulson@15079
|
567 |
by auto
|
paulson@15079
|
568 |
|
paulson@15079
|
569 |
lemma Maclaurin_sin_bound:
|
paulson@15079
|
570 |
"abs(sin x - sumr 0 n (%m. (if even m then 0 else ((- 1) ^ ((m - (Suc 0)) div 2)) / real (fact m)) *
|
paulson@15081
|
571 |
x ^ m)) \<le> inverse(real (fact n)) * \<bar>x\<bar> ^ n"
|
obua@14738
|
572 |
proof -
|
paulson@15079
|
573 |
have "!! x (y::real). x \<le> 1 \<Longrightarrow> 0 \<le> y \<Longrightarrow> x * y \<le> 1 * y"
|
obua@14738
|
574 |
by (rule_tac mult_right_mono,simp_all)
|
obua@14738
|
575 |
note est = this[simplified]
|
obua@14738
|
576 |
show ?thesis
|
paulson@15079
|
577 |
apply (cut_tac f=sin and n=n and x=x and
|
obua@14738
|
578 |
diff = "%n x. if n mod 4 = 0 then sin(x) else if n mod 4 = 1 then cos(x) else if n mod 4 = 2 then -sin(x) else -cos(x)"
|
obua@14738
|
579 |
in Maclaurin_all_le_objl)
|
paulson@15079
|
580 |
apply safe
|
paulson@15079
|
581 |
apply simp
|
obua@14738
|
582 |
apply (subst mod_Suc_eq_Suc_mod)
|
paulson@15079
|
583 |
apply (cut_tac m=m in mod_exhaust_less_4, safe, simp+)
|
obua@14738
|
584 |
apply (rule DERIV_minus, simp+)
|
obua@14738
|
585 |
apply (rule lemma_DERIV_subst, rule DERIV_minus, rule DERIV_cos, simp)
|
paulson@15079
|
586 |
apply (erule ssubst)
|
paulson@15079
|
587 |
apply (rule sin_bound_lemma)
|
paulson@15079
|
588 |
apply (rule sumr_fun_eq, safe)
|
paulson@15079
|
589 |
apply (rule_tac f = "%u. u * (x^r)" in arg_cong)
|
obua@14738
|
590 |
apply (subst even_even_mod_4_iff)
|
paulson@15079
|
591 |
apply (cut_tac m=r in mod_exhaust_less_4, simp, safe)
|
obua@14738
|
592 |
apply (simp_all add:even_num_iff)
|
obua@14738
|
593 |
apply (drule lemma_even_mod_4_div_2[simplified])
|
paulson@15079
|
594 |
apply(simp add: numeral_2_eq_2 divide_inverse)
|
paulson@15079
|
595 |
apply (drule lemma_odd_mod_4_div_2)
|
paulson@15079
|
596 |
apply (simp add: numeral_2_eq_2 divide_inverse)
|
paulson@15079
|
597 |
apply (auto intro: mult_right_mono [where b=1, simplified] mult_right_mono
|
paulson@15079
|
598 |
simp add: est mult_pos_le mult_ac divide_inverse
|
paulson@15079
|
599 |
power_abs [symmetric])
|
obua@14738
|
600 |
done
|
obua@14738
|
601 |
qed
|
obua@14738
|
602 |
|
paulson@15079
|
603 |
end
|