3 Author : Jacques D. Fleuriot
4 Copyright : 1998 University of Cambridge
5 Conversion to Isar and new proofs by Lawrence C Paulson, 2004
8 header{* Limits and Continuity *}
14 text{*Standard Definitions*}
17 LIM :: "['a::real_normed_vector => 'b::real_normed_vector, 'a, 'b] => bool"
18 ("((_)/ -- (_)/ --> (_))" [60, 0, 60] 60) where
19 [code del]: "f -- a --> L =
20 (\<forall>r > 0. \<exists>s > 0. \<forall>x. x \<noteq> a & norm (x - a) < s
21 --> norm (f x - L) < r)"
24 isCont :: "['a::real_normed_vector => 'b::real_normed_vector, 'a] => bool" where
25 "isCont f a = (f -- a --> (f a))"
28 isUCont :: "['a::real_normed_vector => 'b::real_normed_vector] => bool" where
29 [code del]: "isUCont f = (\<forall>r>0. \<exists>s>0. \<forall>x y. norm (x - y) < s \<longrightarrow> norm (f x - f y) < r)"
32 subsection {* Limits of Functions *}
34 subsubsection {* Purely standard proofs *}
38 (\<forall>r>0.\<exists>s>0.\<forall>x. x \<noteq> a & norm (x-a) < s --> norm (f x - L) < r)"
39 by (simp add: LIM_def diff_minus)
42 "(!!r. 0<r ==> \<exists>s>0.\<forall>x. x \<noteq> a & norm (x-a) < s --> norm (f x - L) < r)
47 "[| f -- a --> L; 0<r |]
48 ==> \<exists>s>0.\<forall>x. x \<noteq> a & norm (x-a) < s --> norm (f x - L) < r"
51 lemma LIM_offset: "f -- a --> L \<Longrightarrow> (\<lambda>x. f (x + k)) -- a - k --> L"
53 apply (drule_tac r="r" in LIM_D, safe)
54 apply (rule_tac x="s" in exI, safe)
55 apply (drule_tac x="x + k" in spec)
56 apply (simp add: compare_rls)
59 lemma LIM_offset_zero: "f -- a --> L \<Longrightarrow> (\<lambda>h. f (a + h)) -- 0 --> L"
60 by (drule_tac k="a" in LIM_offset, simp add: add_commute)
62 lemma LIM_offset_zero_cancel: "(\<lambda>h. f (a + h)) -- 0 --> L \<Longrightarrow> f -- a --> L"
63 by (drule_tac k="- a" in LIM_offset, simp)
65 lemma LIM_const [simp]: "(%x. k) -- x --> k"
66 by (simp add: LIM_def)
69 fixes f g :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_vector"
70 assumes f: "f -- a --> L" and g: "g -- a --> M"
71 shows "(%x. f x + g(x)) -- a --> (L + M)"
75 from LIM_D [OF f half_gt_zero [OF r]]
78 and fs_lt: "\<forall>x. x \<noteq> a & norm (x-a) < fs --> norm (f x - L) < r/2"
80 from LIM_D [OF g half_gt_zero [OF r]]
83 and gs_lt: "\<forall>x. x \<noteq> a & norm (x-a) < gs --> norm (g x - M) < r/2"
85 show "\<exists>s>0.\<forall>x. x \<noteq> a \<and> norm (x-a) < s \<longrightarrow> norm (f x + g x - (L + M)) < r"
86 proof (intro exI conjI strip)
87 show "0 < min fs gs" by (simp add: fs gs)
89 assume "x \<noteq> a \<and> norm (x-a) < min fs gs"
90 hence "x \<noteq> a \<and> norm (x-a) < fs \<and> norm (x-a) < gs" by simp
92 have "norm (f x - L) < r/2" and "norm (g x - M) < r/2" by blast+
93 hence "norm (f x - L) + norm (g x - M) < r" by arith
94 thus "norm (f x + g x - (L + M)) < r"
95 by (blast intro: norm_diff_triangle_ineq order_le_less_trans)
100 "\<lbrakk>f -- a --> 0; g -- a --> 0\<rbrakk> \<Longrightarrow> (\<lambda>x. f x + g x) -- a --> 0"
101 by (drule (1) LIM_add, simp)
103 lemma minus_diff_minus:
104 fixes a b :: "'a::ab_group_add"
105 shows "(- a) - (- b) = - (a - b)"
108 lemma LIM_minus: "f -- a --> L ==> (%x. -f(x)) -- a --> -L"
109 by (simp only: LIM_eq minus_diff_minus norm_minus_cancel)
112 "[| f -- x --> l; g -- x --> m |] ==> (%x. f(x) + -g(x)) -- x --> (l + -m)"
113 by (intro LIM_add LIM_minus)
116 "[| f -- x --> l; g -- x --> m |] ==> (%x. f(x) - g(x)) -- x --> l-m"
117 by (simp only: diff_minus LIM_add LIM_minus)
119 lemma LIM_zero: "f -- a --> l \<Longrightarrow> (\<lambda>x. f x - l) -- a --> 0"
120 by (simp add: LIM_def)
122 lemma LIM_zero_cancel: "(\<lambda>x. f x - l) -- a --> 0 \<Longrightarrow> f -- a --> l"
123 by (simp add: LIM_def)
125 lemma LIM_zero_iff: "(\<lambda>x. f x - l) -- a --> 0 = f -- a --> l"
126 by (simp add: LIM_def)
129 assumes f: "f -- a --> l"
130 assumes le: "\<And>x. x \<noteq> a \<Longrightarrow> norm (g x - m) \<le> norm (f x - l)"
132 apply (rule LIM_I, drule LIM_D [OF f], safe)
133 apply (rule_tac x="s" in exI, safe)
134 apply (drule_tac x="x" in spec, safe)
135 apply (erule (1) order_le_less_trans [OF le])
138 lemma LIM_norm: "f -- a --> l \<Longrightarrow> (\<lambda>x. norm (f x)) -- a --> norm l"
139 by (erule LIM_imp_LIM, simp add: norm_triangle_ineq3)
141 lemma LIM_norm_zero: "f -- a --> 0 \<Longrightarrow> (\<lambda>x. norm (f x)) -- a --> 0"
142 by (drule LIM_norm, simp)
144 lemma LIM_norm_zero_cancel: "(\<lambda>x. norm (f x)) -- a --> 0 \<Longrightarrow> f -- a --> 0"
145 by (erule LIM_imp_LIM, simp)
147 lemma LIM_norm_zero_iff: "(\<lambda>x. norm (f x)) -- a --> 0 = f -- a --> 0"
148 by (rule iffI [OF LIM_norm_zero_cancel LIM_norm_zero])
150 lemma LIM_rabs: "f -- a --> (l::real) \<Longrightarrow> (\<lambda>x. \<bar>f x\<bar>) -- a --> \<bar>l\<bar>"
151 by (fold real_norm_def, rule LIM_norm)
153 lemma LIM_rabs_zero: "f -- a --> (0::real) \<Longrightarrow> (\<lambda>x. \<bar>f x\<bar>) -- a --> 0"
154 by (fold real_norm_def, rule LIM_norm_zero)
156 lemma LIM_rabs_zero_cancel: "(\<lambda>x. \<bar>f x\<bar>) -- a --> (0::real) \<Longrightarrow> f -- a --> 0"
157 by (fold real_norm_def, rule LIM_norm_zero_cancel)
159 lemma LIM_rabs_zero_iff: "(\<lambda>x. \<bar>f x\<bar>) -- a --> (0::real) = f -- a --> 0"
160 by (fold real_norm_def, rule LIM_norm_zero_iff)
162 lemma LIM_const_not_eq:
163 fixes a :: "'a::real_normed_algebra_1"
164 shows "k \<noteq> L \<Longrightarrow> \<not> (\<lambda>x. k) -- a --> L"
165 apply (simp add: LIM_eq)
166 apply (rule_tac x="norm (k - L)" in exI, simp, safe)
167 apply (rule_tac x="a + of_real (s/2)" in exI, simp add: norm_of_real)
170 lemmas LIM_not_zero = LIM_const_not_eq [where L = 0]
173 fixes a :: "'a::real_normed_algebra_1"
174 shows "(\<lambda>x. k) -- a --> L \<Longrightarrow> k = L"
176 apply (blast dest: LIM_const_not_eq)
180 fixes a :: "'a::real_normed_algebra_1"
181 shows "\<lbrakk>f -- a --> L; f -- a --> M\<rbrakk> \<Longrightarrow> L = M"
182 apply (drule (1) LIM_diff)
183 apply (auto dest!: LIM_const_eq)
186 lemma LIM_ident [simp]: "(\<lambda>x. x) -- a --> a"
187 by (auto simp add: LIM_def)
189 text{*Limits are equal for functions equal except at limit point*}
191 "[| \<forall>x. x \<noteq> a --> (f x = g x) |] ==> (f -- a --> l) = (g -- a --> l)"
192 by (simp add: LIM_def)
195 "\<lbrakk>a = b; \<And>x. x \<noteq> b \<Longrightarrow> f x = g x; l = m\<rbrakk>
196 \<Longrightarrow> ((\<lambda>x. f x) -- a --> l) = ((\<lambda>x. g x) -- b --> m)"
197 by (simp add: LIM_def)
201 assumes 2: "\<And>x. \<lbrakk>x \<noteq> a; norm (x - a) < R\<rbrakk> \<Longrightarrow> f x = g x"
202 shows "g -- a --> l \<Longrightarrow> f -- a --> l"
203 apply (unfold LIM_def, safe)
204 apply (drule_tac x="r" in spec, safe)
205 apply (rule_tac x="min s R" in exI, safe)
210 text{*Two uses in Hyperreal/Transcendental.ML*}
212 "[| (%x. f(x) + -g(x)) -- a --> 0; g -- a --> l |] ==> f -- a --> l"
213 apply (drule LIM_add, assumption)
214 apply (auto simp add: add_assoc)
218 assumes g: "g -- l --> g l"
219 assumes f: "f -- a --> l"
220 shows "(\<lambda>x. g (f x)) -- a --> g l"
222 fix r::real assume r: "0 < r"
223 obtain s where s: "0 < s"
224 and less_r: "\<And>y. \<lbrakk>y \<noteq> l; norm (y - l) < s\<rbrakk> \<Longrightarrow> norm (g y - g l) < r"
225 using LIM_D [OF g r] by fast
226 obtain t where t: "0 < t"
227 and less_s: "\<And>x. \<lbrakk>x \<noteq> a; norm (x - a) < t\<rbrakk> \<Longrightarrow> norm (f x - l) < s"
228 using LIM_D [OF f s] by fast
230 show "\<exists>t>0. \<forall>x. x \<noteq> a \<and> norm (x - a) < t \<longrightarrow> norm (g (f x) - g l) < r"
231 proof (rule exI, safe)
232 show "0 < t" using t .
234 fix x assume "x \<noteq> a" and "norm (x - a) < t"
235 hence "norm (f x - l) < s" by (rule less_s)
236 thus "norm (g (f x) - g l) < r"
237 using r less_r by (case_tac "f x = l", simp_all)
242 assumes f: "f -- a --> b"
243 assumes g: "g -- b --> c"
244 assumes inj: "\<exists>d>0. \<forall>x. x \<noteq> a \<and> norm (x - a) < d \<longrightarrow> f x \<noteq> b"
245 shows "(\<lambda>x. g (f x)) -- a --> c"
249 obtain s where s: "0 < s"
250 and less_r: "\<And>y. \<lbrakk>y \<noteq> b; norm (y - b) < s\<rbrakk> \<Longrightarrow> norm (g y - c) < r"
251 using LIM_D [OF g r] by fast
252 obtain t where t: "0 < t"
253 and less_s: "\<And>x. \<lbrakk>x \<noteq> a; norm (x - a) < t\<rbrakk> \<Longrightarrow> norm (f x - b) < s"
254 using LIM_D [OF f s] by fast
255 obtain d where d: "0 < d"
256 and neq_b: "\<And>x. \<lbrakk>x \<noteq> a; norm (x - a) < d\<rbrakk> \<Longrightarrow> f x \<noteq> b"
259 show "\<exists>t>0. \<forall>x. x \<noteq> a \<and> norm (x - a) < t \<longrightarrow> norm (g (f x) - c) < r"
260 proof (safe intro!: exI)
261 show "0 < min d t" using d t by simp
264 assume "x \<noteq> a" and "norm (x - a) < min d t"
265 hence "f x \<noteq> b" and "norm (f x - b) < s"
266 using neq_b less_s by simp_all
267 thus "norm (g (f x) - c) < r"
272 lemma LIM_o: "\<lbrakk>g -- l --> g l; f -- a --> l\<rbrakk> \<Longrightarrow> (g \<circ> f) -- a --> g l"
273 unfolding o_def by (rule LIM_compose)
275 lemma real_LIM_sandwich_zero:
276 fixes f g :: "'a::real_normed_vector \<Rightarrow> real"
277 assumes f: "f -- a --> 0"
278 assumes 1: "\<And>x. x \<noteq> a \<Longrightarrow> 0 \<le> g x"
279 assumes 2: "\<And>x. x \<noteq> a \<Longrightarrow> g x \<le> f x"
281 proof (rule LIM_imp_LIM [OF f])
282 fix x assume x: "x \<noteq> a"
283 have "norm (g x - 0) = g x" by (simp add: 1 x)
284 also have "g x \<le> f x" by (rule 2 [OF x])
285 also have "f x \<le> \<bar>f x\<bar>" by (rule abs_ge_self)
286 also have "\<bar>f x\<bar> = norm (f x - 0)" by simp
287 finally show "norm (g x - 0) \<le> norm (f x - 0)" .
290 text {* Bounded Linear Operators *}
292 lemma (in bounded_linear) cont: "f -- a --> f a"
294 fix r::real assume r: "0 < r"
295 obtain K where K: "0 < K" and norm_le: "\<And>x. norm (f x) \<le> norm x * K"
296 using pos_bounded by fast
297 show "\<exists>s>0. \<forall>x. x \<noteq> a \<and> norm (x - a) < s \<longrightarrow> norm (f x - f a) < r"
298 proof (rule exI, safe)
299 from r K show "0 < r / K" by (rule divide_pos_pos)
301 fix x assume x: "norm (x - a) < r / K"
302 have "norm (f x - f a) = norm (f (x - a))" by (simp only: diff)
303 also have "\<dots> \<le> norm (x - a) * K" by (rule norm_le)
304 also from K x have "\<dots> < r" by (simp only: pos_less_divide_eq)
305 finally show "norm (f x - f a) < r" .
309 lemma (in bounded_linear) LIM:
310 "g -- a --> l \<Longrightarrow> (\<lambda>x. f (g x)) -- a --> f l"
311 by (rule LIM_compose [OF cont])
313 lemma (in bounded_linear) LIM_zero:
314 "g -- a --> 0 \<Longrightarrow> (\<lambda>x. f (g x)) -- a --> 0"
315 by (drule LIM, simp only: zero)
317 text {* Bounded Bilinear Operators *}
319 lemma (in bounded_bilinear) LIM_prod_zero:
320 assumes f: "f -- a --> 0"
321 assumes g: "g -- a --> 0"
322 shows "(\<lambda>x. f x ** g x) -- a --> 0"
324 fix r::real assume r: "0 < r"
325 obtain K where K: "0 < K"
326 and norm_le: "\<And>x y. norm (x ** y) \<le> norm x * norm y * K"
327 using pos_bounded by fast
328 from K have K': "0 < inverse K"
329 by (rule positive_imp_inverse_positive)
330 obtain s where s: "0 < s"
331 and norm_f: "\<And>x. \<lbrakk>x \<noteq> a; norm (x - a) < s\<rbrakk> \<Longrightarrow> norm (f x) < r"
332 using LIM_D [OF f r] by auto
333 obtain t where t: "0 < t"
334 and norm_g: "\<And>x. \<lbrakk>x \<noteq> a; norm (x - a) < t\<rbrakk> \<Longrightarrow> norm (g x) < inverse K"
335 using LIM_D [OF g K'] by auto
336 show "\<exists>s>0. \<forall>x. x \<noteq> a \<and> norm (x - a) < s \<longrightarrow> norm (f x ** g x - 0) < r"
337 proof (rule exI, safe)
338 from s t show "0 < min s t" by simp
340 fix x assume x: "x \<noteq> a"
341 assume "norm (x - a) < min s t"
342 hence xs: "norm (x - a) < s" and xt: "norm (x - a) < t" by simp_all
343 from x xs have 1: "norm (f x) < r" by (rule norm_f)
344 from x xt have 2: "norm (g x) < inverse K" by (rule norm_g)
345 have "norm (f x ** g x) \<le> norm (f x) * norm (g x) * K" by (rule norm_le)
346 also from 1 2 K have "\<dots> < r * inverse K * K"
347 by (intro mult_strict_right_mono mult_strict_mono' norm_ge_zero)
348 also from K have "r * inverse K * K = r" by simp
349 finally show "norm (f x ** g x - 0) < r" by simp
353 lemma (in bounded_bilinear) LIM_left_zero:
354 "f -- a --> 0 \<Longrightarrow> (\<lambda>x. f x ** c) -- a --> 0"
355 by (rule bounded_linear.LIM_zero [OF bounded_linear_left])
357 lemma (in bounded_bilinear) LIM_right_zero:
358 "f -- a --> 0 \<Longrightarrow> (\<lambda>x. c ** f x) -- a --> 0"
359 by (rule bounded_linear.LIM_zero [OF bounded_linear_right])
361 lemma (in bounded_bilinear) LIM:
362 "\<lbrakk>f -- a --> L; g -- a --> M\<rbrakk> \<Longrightarrow> (\<lambda>x. f x ** g x) -- a --> L ** M"
363 apply (drule LIM_zero)
364 apply (drule LIM_zero)
365 apply (rule LIM_zero_cancel)
366 apply (subst prod_diff_prod)
367 apply (rule LIM_add_zero)
368 apply (rule LIM_add_zero)
369 apply (erule (1) LIM_prod_zero)
370 apply (erule LIM_left_zero)
371 apply (erule LIM_right_zero)
374 lemmas LIM_mult = mult.LIM
376 lemmas LIM_mult_zero = mult.LIM_prod_zero
378 lemmas LIM_mult_left_zero = mult.LIM_left_zero
380 lemmas LIM_mult_right_zero = mult.LIM_right_zero
382 lemmas LIM_scaleR = scaleR.LIM
384 lemmas LIM_of_real = of_real.LIM
387 fixes f :: "'a::real_normed_vector \<Rightarrow> 'b::{recpower,real_normed_algebra}"
388 assumes f: "f -- a --> l"
389 shows "(\<lambda>x. f x ^ n) -- a --> l ^ n"
390 by (induct n, simp, simp add: power_Suc LIM_mult f)
392 subsubsection {* Derived theorems about @{term LIM} *}
394 lemma LIM_inverse_lemma:
395 fixes x :: "'a::real_normed_div_algebra"
397 assumes x: "norm (x - 1) < min (1/2) (r/2)"
398 shows "norm (inverse x - 1) < r"
400 from r have r2: "0 < r/2" by simp
401 from x have 0: "x \<noteq> 0" by clarsimp
402 from x have x': "norm (1 - x) < min (1/2) (r/2)"
403 by (simp only: norm_minus_commute)
404 hence less1: "norm (1 - x) < r/2" by simp
405 have "norm (1::'a) - norm x \<le> norm (1 - x)" by (rule norm_triangle_ineq2)
406 also from x' have "norm (1 - x) < 1/2" by simp
407 finally have "1/2 < norm x" by simp
408 hence "inverse (norm x) < inverse (1/2)"
409 by (rule less_imp_inverse_less, simp)
410 hence less2: "norm (inverse x) < 2"
411 by (simp add: nonzero_norm_inverse 0)
412 from less1 less2 r2 norm_ge_zero
413 have "norm (1 - x) * norm (inverse x) < (r/2) * 2"
414 by (rule mult_strict_mono)
415 thus "norm (inverse x - 1) < r"
416 by (simp only: norm_mult [symmetric] left_diff_distrib, simp add: 0)
419 lemma LIM_inverse_fun:
420 assumes a: "a \<noteq> (0::'a::real_normed_div_algebra)"
421 shows "inverse -- a --> inverse a"
422 proof (rule LIM_equal2)
423 from a show "0 < norm a" by simp
425 fix x assume "norm (x - a) < norm a"
426 hence "x \<noteq> 0" by auto
427 with a show "inverse x = inverse (inverse a * x) * inverse a"
428 by (simp add: nonzero_inverse_mult_distrib
429 nonzero_imp_inverse_nonzero
430 nonzero_inverse_inverse_eq mult_assoc)
432 have 1: "inverse -- 1 --> inverse (1::'a)"
434 apply (rule_tac x="min (1/2) (r/2)" in exI)
435 apply (simp add: LIM_inverse_lemma)
437 have "(\<lambda>x. inverse a * x) -- a --> inverse a * a"
438 by (intro LIM_mult LIM_ident LIM_const)
439 hence "(\<lambda>x. inverse a * x) -- a --> 1"
441 with 1 have "(\<lambda>x. inverse (inverse a * x)) -- a --> inverse 1"
442 by (rule LIM_compose)
443 hence "(\<lambda>x. inverse (inverse a * x)) -- a --> 1"
445 hence "(\<lambda>x. inverse (inverse a * x) * inverse a) -- a --> 1 * inverse a"
446 by (intro LIM_mult LIM_const)
447 thus "(\<lambda>x. inverse (inverse a * x) * inverse a) -- a --> inverse a"
452 fixes L :: "'a::real_normed_div_algebra"
453 shows "\<lbrakk>f -- a --> L; L \<noteq> 0\<rbrakk> \<Longrightarrow> (\<lambda>x. inverse (f x)) -- a --> inverse L"
454 by (rule LIM_inverse_fun [THEN LIM_compose])
457 subsection {* Continuity *}
459 subsubsection {* Purely standard proofs *}
461 lemma LIM_isCont_iff: "(f -- a --> f a) = ((\<lambda>h. f (a + h)) -- 0 --> f a)"
462 by (rule iffI [OF LIM_offset_zero LIM_offset_zero_cancel])
464 lemma isCont_iff: "isCont f x = (\<lambda>h. f (x + h)) -- 0 --> f x"
465 by (simp add: isCont_def LIM_isCont_iff)
467 lemma isCont_ident [simp]: "isCont (\<lambda>x. x) a"
468 unfolding isCont_def by (rule LIM_ident)
470 lemma isCont_const [simp]: "isCont (\<lambda>x. k) a"
471 unfolding isCont_def by (rule LIM_const)
473 lemma isCont_norm: "isCont f a \<Longrightarrow> isCont (\<lambda>x. norm (f x)) a"
474 unfolding isCont_def by (rule LIM_norm)
476 lemma isCont_rabs: "isCont f a \<Longrightarrow> isCont (\<lambda>x. \<bar>f x :: real\<bar>) a"
477 unfolding isCont_def by (rule LIM_rabs)
479 lemma isCont_add: "\<lbrakk>isCont f a; isCont g a\<rbrakk> \<Longrightarrow> isCont (\<lambda>x. f x + g x) a"
480 unfolding isCont_def by (rule LIM_add)
482 lemma isCont_minus: "isCont f a \<Longrightarrow> isCont (\<lambda>x. - f x) a"
483 unfolding isCont_def by (rule LIM_minus)
485 lemma isCont_diff: "\<lbrakk>isCont f a; isCont g a\<rbrakk> \<Longrightarrow> isCont (\<lambda>x. f x - g x) a"
486 unfolding isCont_def by (rule LIM_diff)
489 fixes f g :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_algebra"
490 shows "\<lbrakk>isCont f a; isCont g a\<rbrakk> \<Longrightarrow> isCont (\<lambda>x. f x * g x) a"
491 unfolding isCont_def by (rule LIM_mult)
493 lemma isCont_inverse:
494 fixes f :: "'a::real_normed_vector \<Rightarrow> 'b::real_normed_div_algebra"
495 shows "\<lbrakk>isCont f a; f a \<noteq> 0\<rbrakk> \<Longrightarrow> isCont (\<lambda>x. inverse (f x)) a"
496 unfolding isCont_def by (rule LIM_inverse)
498 lemma isCont_LIM_compose:
499 "\<lbrakk>isCont g l; f -- a --> l\<rbrakk> \<Longrightarrow> (\<lambda>x. g (f x)) -- a --> g l"
500 unfolding isCont_def by (rule LIM_compose)
502 lemma isCont_LIM_compose2:
503 assumes f [unfolded isCont_def]: "isCont f a"
504 assumes g: "g -- f a --> l"
505 assumes inj: "\<exists>d>0. \<forall>x. x \<noteq> a \<and> norm (x - a) < d \<longrightarrow> f x \<noteq> f a"
506 shows "(\<lambda>x. g (f x)) -- a --> l"
507 by (rule LIM_compose2 [OF f g inj])
509 lemma isCont_o2: "\<lbrakk>isCont f a; isCont g (f a)\<rbrakk> \<Longrightarrow> isCont (\<lambda>x. g (f x)) a"
510 unfolding isCont_def by (rule LIM_compose)
512 lemma isCont_o: "\<lbrakk>isCont f a; isCont g (f a)\<rbrakk> \<Longrightarrow> isCont (g o f) a"
513 unfolding o_def by (rule isCont_o2)
515 lemma (in bounded_linear) isCont: "isCont f a"
516 unfolding isCont_def by (rule cont)
518 lemma (in bounded_bilinear) isCont:
519 "\<lbrakk>isCont f a; isCont g a\<rbrakk> \<Longrightarrow> isCont (\<lambda>x. f x ** g x) a"
520 unfolding isCont_def by (rule LIM)
522 lemmas isCont_scaleR = scaleR.isCont
524 lemma isCont_of_real:
525 "isCont f a \<Longrightarrow> isCont (\<lambda>x. of_real (f x)) a"
526 unfolding isCont_def by (rule LIM_of_real)
529 fixes f :: "'a::real_normed_vector \<Rightarrow> 'b::{recpower,real_normed_algebra}"
530 shows "isCont f a \<Longrightarrow> isCont (\<lambda>x. f x ^ n) a"
531 unfolding isCont_def by (rule LIM_power)
533 lemma isCont_abs [simp]: "isCont abs (a::real)"
534 by (rule isCont_rabs [OF isCont_ident])
537 subsection {* Uniform Continuity *}
539 lemma isUCont_isCont: "isUCont f ==> isCont f x"
540 by (simp add: isUCont_def isCont_def LIM_def, force)
542 lemma isUCont_Cauchy:
543 "\<lbrakk>isUCont f; Cauchy X\<rbrakk> \<Longrightarrow> Cauchy (\<lambda>n. f (X n))"
544 unfolding isUCont_def
546 apply (drule_tac x=e in spec, safe)
547 apply (drule_tac e=s in CauchyD, safe)
548 apply (rule_tac x=M in exI, simp)
551 lemma (in bounded_linear) isUCont: "isUCont f"
552 unfolding isUCont_def
553 proof (intro allI impI)
554 fix r::real assume r: "0 < r"
555 obtain K where K: "0 < K" and norm_le: "\<And>x. norm (f x) \<le> norm x * K"
556 using pos_bounded by fast
557 show "\<exists>s>0. \<forall>x y. norm (x - y) < s \<longrightarrow> norm (f x - f y) < r"
558 proof (rule exI, safe)
559 from r K show "0 < r / K" by (rule divide_pos_pos)
562 assume xy: "norm (x - y) < r / K"
563 have "norm (f x - f y) = norm (f (x - y))" by (simp only: diff)
564 also have "\<dots> \<le> norm (x - y) * K" by (rule norm_le)
565 also from K xy have "\<dots> < r" by (simp only: pos_less_divide_eq)
566 finally show "norm (f x - f y) < r" .
570 lemma (in bounded_linear) Cauchy: "Cauchy X \<Longrightarrow> Cauchy (\<lambda>n. f (X n))"
571 by (rule isUCont [THEN isUCont_Cauchy])
574 subsection {* Relation of LIM and LIMSEQ *}
576 lemma LIMSEQ_SEQ_conv1:
577 fixes a :: "'a::real_normed_vector"
578 assumes X: "X -- a --> L"
579 shows "\<forall>S. (\<forall>n. S n \<noteq> a) \<and> S ----> a \<longrightarrow> (\<lambda>n. X (S n)) ----> L"
580 proof (safe intro!: LIMSEQ_I)
581 fix S :: "nat \<Rightarrow> 'a"
584 assume as: "\<forall>n. S n \<noteq> a"
585 assume S: "S ----> a"
586 from LIM_D [OF X rgz] obtain s
588 and aux: "\<And>x. \<lbrakk>x \<noteq> a; norm (x - a) < s\<rbrakk> \<Longrightarrow> norm (X x - L) < r"
590 from LIMSEQ_D [OF S sgz]
591 obtain no where "\<forall>n\<ge>no. norm (S n - a) < s" by blast
592 hence "\<forall>n\<ge>no. norm (X (S n) - L) < r" by (simp add: aux as)
593 thus "\<exists>no. \<forall>n\<ge>no. norm (X (S n) - L) < r" ..
596 lemma LIMSEQ_SEQ_conv2:
598 assumes "\<forall>S. (\<forall>n. S n \<noteq> a) \<and> S ----> a \<longrightarrow> (\<lambda>n. X (S n)) ----> L"
601 assume "\<not> (X -- a --> L)"
602 hence "\<not> (\<forall>r > 0. \<exists>s > 0. \<forall>x. x \<noteq> a & norm (x - a) < s --> norm (X x - L) < r)" by (unfold LIM_def)
603 hence "\<exists>r > 0. \<forall>s > 0. \<exists>x. \<not>(x \<noteq> a \<and> \<bar>x - a\<bar> < s --> norm (X x - L) < r)" by simp
604 hence "\<exists>r > 0. \<forall>s > 0. \<exists>x. (x \<noteq> a \<and> \<bar>x - a\<bar> < s \<and> norm (X x - L) \<ge> r)" by (simp add: linorder_not_less)
605 then obtain r where rdef: "r > 0 \<and> (\<forall>s > 0. \<exists>x. (x \<noteq> a \<and> \<bar>x - a\<bar> < s \<and> norm (X x - L) \<ge> r))" by auto
607 let ?F = "\<lambda>n::nat. SOME x. x\<noteq>a \<and> \<bar>x - a\<bar> < inverse (real (Suc n)) \<and> norm (X x - L) \<ge> r"
608 have "\<And>n. \<exists>x. x\<noteq>a \<and> \<bar>x - a\<bar> < inverse (real (Suc n)) \<and> norm (X x - L) \<ge> r"
610 hence F: "\<And>n. ?F n \<noteq> a \<and> \<bar>?F n - a\<bar> < inverse (real (Suc n)) \<and> norm (X (?F n) - L) \<ge> r"
612 hence F1: "\<And>n. ?F n \<noteq> a"
613 and F2: "\<And>n. \<bar>?F n - a\<bar> < inverse (real (Suc n))"
614 and F3: "\<And>n. norm (X (?F n) - L) \<ge> r"
618 proof (rule LIMSEQ_I, unfold real_norm_def)
621 (* choose no such that inverse (real (Suc n)) < e *)
622 then have "\<exists>no. inverse (real (Suc no)) < e" by (rule reals_Archimedean)
623 then obtain m where nodef: "inverse (real (Suc m)) < e" by auto
624 show "\<exists>no. \<forall>n. no \<le> n --> \<bar>?F n - a\<bar> < e"
625 proof (intro exI allI impI)
627 assume mlen: "m \<le> n"
628 have "\<bar>?F n - a\<bar> < inverse (real (Suc n))"
630 also have "inverse (real (Suc n)) \<le> inverse (real (Suc m))"
633 "inverse (real (Suc m)) < e" .
634 finally show "\<bar>?F n - a\<bar> < e" .
638 moreover have "\<forall>n. ?F n \<noteq> a"
639 by (rule allI) (rule F1)
641 moreover from prems have "\<forall>S. (\<forall>n. S n \<noteq> a) \<and> S ----> a \<longrightarrow> (\<lambda>n. X (S n)) ----> L" by simp
642 ultimately have "(\<lambda>n. X (?F n)) ----> L" by simp
644 moreover have "\<not> ((\<lambda>n. X (?F n)) ----> L)"
648 obtain n where "n = no + 1" by simp
649 then have nolen: "no \<le> n" by simp
650 (* We prove this by showing that for any m there is an n\<ge>m such that |X (?F n) - L| \<ge> r *)
651 have "norm (X (?F n) - L) \<ge> r"
653 with nolen have "\<exists>n. no \<le> n \<and> norm (X (?F n) - L) \<ge> r" by fast
655 then have "(\<forall>no. \<exists>n. no \<le> n \<and> norm (X (?F n) - L) \<ge> r)" by simp
656 with rdef have "\<exists>e>0. (\<forall>no. \<exists>n. no \<le> n \<and> norm (X (?F n) - L) \<ge> e)" by auto
657 thus ?thesis by (unfold LIMSEQ_def, auto simp add: linorder_not_less)
659 ultimately show False by simp
662 lemma LIMSEQ_SEQ_conv:
663 "(\<forall>S. (\<forall>n. S n \<noteq> a) \<and> S ----> (a::real) \<longrightarrow> (\<lambda>n. X (S n)) ----> L) =
666 assume "\<forall>S. (\<forall>n. S n \<noteq> a) \<and> S ----> a \<longrightarrow> (\<lambda>n. X (S n)) ----> L"
667 thus "X -- a --> L" by (rule LIMSEQ_SEQ_conv2)
669 assume "(X -- a --> L)"
670 thus "\<forall>S. (\<forall>n. S n \<noteq> a) \<and> S ----> a \<longrightarrow> (\<lambda>n. X (S n)) ----> L" by (rule LIMSEQ_SEQ_conv1)