(************************************************************************) (* * The Coq Proof Assistant / The Coq Development Team *) (* v * INRIA, CNRS and contributors - Copyright 1999-2018 *) (* Prop) (y x:R) : Prop := D x /\ y <> x. (*********) Definition continue_in (f:R -> R) (D:R -> Prop) (x0:R) : Prop := limit1_in f (D_x D x0) (f x0) x0. (*********) Definition D_in (f d:R -> R) (D:R -> Prop) (x0:R) : Prop := limit1_in (fun x:R => (f x - f x0) / (x - x0)) (D_x D x0) (d x0) x0. (*********) Lemma cont_deriv : forall (f d:R -> R) (D:R -> Prop) (x0:R), D_in f d D x0 -> continue_in f D x0. Proof. unfold continue_in; unfold D_in; unfold limit1_in; unfold limit_in; unfold Rdiv; simpl; intros; elim (H eps H0); clear H; intros; elim H; clear H; intros; elim (Req_dec (d x0) 0); intro. split with (Rmin 1 x); split. elim (Rmin_Rgt 1 x 0); intros a b; apply (b (conj Rlt_0_1 H)). intros; elim H3; clear H3; intros; generalize (let (H1, H2) := Rmin_Rgt 1 x (R_dist x1 x0) in H1); unfold Rgt; intro; elim (H5 H4); clear H5; intros; generalize (H1 x1 (conj H3 H6)); clear H1; intro; unfold D_x in H3; elim H3; intros. rewrite H2 in H1; unfold R_dist; unfold R_dist in H1; cut (Rabs (f x1 - f x0) < eps * Rabs (x1 - x0)). intro; unfold R_dist in H5; generalize (Rmult_lt_compat_l eps (Rabs (x1 - x0)) 1 H0 H5); rewrite Rmult_1_r; intro; apply Rlt_trans with (r2 := eps * Rabs (x1 - x0)); assumption. rewrite (Rminus_0_r ((f x1 - f x0) * / (x1 - x0))) in H1; rewrite Rabs_mult in H1; cut (x1 - x0 <> 0). intro; rewrite (Rabs_Rinv (x1 - x0) H9) in H1; generalize (Rmult_lt_compat_l (Rabs (x1 - x0)) (Rabs (f x1 - f x0) * / Rabs (x1 - x0)) eps (Rabs_pos_lt (x1 - x0) H9) H1); intro; rewrite Rmult_comm in H10; rewrite Rmult_assoc in H10; rewrite Rinv_l in H10. rewrite Rmult_1_r in H10; rewrite Rmult_comm; assumption. apply Rabs_no_R0; auto. apply Rminus_eq_contra; auto. (**) split with (Rmin (Rmin (/ 2) x) (eps * / Rabs (2 * d x0))); split. cut (Rmin (/ 2) x > 0). cut (eps * / Rabs (2 * d x0) > 0). intros; elim (Rmin_Rgt (Rmin (/ 2) x) (eps * / Rabs (2 * d x0)) 0); intros a b; apply (b (conj H4 H3)). apply Rmult_gt_0_compat; auto. unfold Rgt; apply Rinv_0_lt_compat; apply Rabs_pos_lt; apply Rmult_integral_contrapositive; split. discrR. assumption. elim (Rmin_Rgt (/ 2) x 0); intros a b; cut (0 < 2). intro; generalize (Rinv_0_lt_compat 2 H3); intro; fold (/ 2 > 0) in H4; apply (b (conj H4 H)). lra. intros; elim H3; clear H3; intros; generalize (let (H1, H2) := Rmin_Rgt (Rmin (/ 2) x) (eps * / Rabs (2 * d x0)) (R_dist x1 x0) in H1); unfold Rgt; intro; elim (H5 H4); clear H5; intros; generalize (let (H1, H2) := Rmin_Rgt (/ 2) x (R_dist x1 x0) in H1); unfold Rgt; intro; elim (H7 H5); clear H7; intros; clear H4 H5; generalize (H1 x1 (conj H3 H8)); clear H1; intro; unfold D_x in H3; elim H3; intros; generalize (not_eq_sym H5); clear H5; intro H5; generalize (Rminus_eq_contra x1 x0 H5); intro; generalize H1; pattern (d x0) at 1; rewrite <- (let (H1, H2) := Rmult_ne (d x0) in H2); rewrite <- (Rinv_l (x1 - x0) H9); unfold R_dist; unfold Rminus at 1; rewrite (Rmult_comm (f x1 - f x0) (/ (x1 - x0))); rewrite (Rmult_comm (/ (x1 - x0) * (x1 - x0)) (d x0)); rewrite <- (Ropp_mult_distr_l_reverse (d x0) (/ (x1 - x0) * (x1 - x0))); rewrite (Rmult_comm (- d x0) (/ (x1 - x0) * (x1 - x0))); rewrite (Rmult_assoc (/ (x1 - x0)) (x1 - x0) (- d x0)); rewrite <- (Rmult_plus_distr_l (/ (x1 - x0)) (f x1 - f x0) ((x1 - x0) * - d x0)) ; rewrite (Rabs_mult (/ (x1 - x0)) (f x1 - f x0 + (x1 - x0) * - d x0)); clear H1; intro; generalize (Rmult_lt_compat_l (Rabs (x1 - x0)) (Rabs (/ (x1 - x0)) * Rabs (f x1 - f x0 + (x1 - x0) * - d x0)) eps (Rabs_pos_lt (x1 - x0) H9) H1); rewrite <- (Rmult_assoc (Rabs (x1 - x0)) (Rabs (/ (x1 - x0))) (Rabs (f x1 - f x0 + (x1 - x0) * - d x0))); rewrite (Rabs_Rinv (x1 - x0) H9); rewrite (Rinv_r (Rabs (x1 - x0)) (Rabs_no_R0 (x1 - x0) H9)); rewrite (let (H1, H2) := Rmult_ne (Rabs (f x1 - f x0 + (x1 - x0) * - d x0)) in H2) ; generalize (Rabs_triang_inv (f x1 - f x0) ((x1 - x0) * d x0)); intro; rewrite (Rmult_comm (x1 - x0) (- d x0)); rewrite (Ropp_mult_distr_l_reverse (d x0) (x1 - x0)); fold (f x1 - f x0 - d x0 * (x1 - x0)); rewrite (Rmult_comm (x1 - x0) (d x0)) in H10; clear H1; intro; generalize (Rle_lt_trans (Rabs (f x1 - f x0) - Rabs (d x0 * (x1 - x0))) (Rabs (f x1 - f x0 - d x0 * (x1 - x0))) (Rabs (x1 - x0) * eps) H10 H1); clear H1; intro; generalize (Rplus_lt_compat_l (Rabs (d x0 * (x1 - x0))) (Rabs (f x1 - f x0) - Rabs (d x0 * (x1 - x0))) ( Rabs (x1 - x0) * eps) H1); unfold Rminus at 2; rewrite (Rplus_comm (Rabs (f x1 - f x0)) (- Rabs (d x0 * (x1 - x0)))); rewrite <- (Rplus_assoc (Rabs (d x0 * (x1 - x0))) (- Rabs (d x0 * (x1 - x0))) (Rabs (f x1 - f x0))); rewrite (Rplus_opp_r (Rabs (d x0 * (x1 - x0)))); rewrite (let (H1, H2) := Rplus_ne (Rabs (f x1 - f x0)) in H2); clear H1; intro; cut (Rabs (d x0 * (x1 - x0)) + Rabs (x1 - x0) * eps < eps). intro; apply (Rlt_trans (Rabs (f x1 - f x0)) (Rabs (d x0 * (x1 - x0)) + Rabs (x1 - x0) * eps) eps H1 H11). clear H1 H5 H3 H10; generalize (Rabs_pos_lt (d x0) H2); intro; unfold Rgt in H0; generalize (Rmult_lt_compat_l eps (R_dist x1 x0) (/ 2) H0 H7); clear H7; intro; generalize (Rmult_lt_compat_l (Rabs (d x0)) (R_dist x1 x0) ( eps * / Rabs (2 * d x0)) H1 H6); clear H6; intro; rewrite (Rmult_comm eps (R_dist x1 x0)) in H3; unfold R_dist in H3, H5; rewrite <- (Rabs_mult (d x0) (x1 - x0)) in H5; rewrite (Rabs_mult 2 (d x0)) in H5; cut (Rabs 2 <> 0). intro; fold (Rabs (d x0) > 0) in H1; rewrite (Rinv_mult_distr (Rabs 2) (Rabs (d x0)) H6 (Rlt_dichotomy_converse (Rabs (d x0)) 0 (or_intror (Rabs (d x0) < 0) H1))) in H5; rewrite (Rmult_comm (Rabs (d x0)) (eps * (/ Rabs 2 * / Rabs (d x0)))) in H5; rewrite <- (Rmult_assoc eps (/ Rabs 2) (/ Rabs (d x0))) in H5; rewrite (Rmult_assoc (eps * / Rabs 2) (/ Rabs (d x0)) (Rabs (d x0))) in H5; rewrite (Rinv_l (Rabs (d x0)) (Rlt_dichotomy_converse (Rabs (d x0)) 0 (or_intror (Rabs (d x0) < 0) H1))) in H5; rewrite (let (H1, H2) := Rmult_ne (eps * / Rabs 2) in H1) in H5; cut (Rabs 2 = 2). intro; rewrite H7 in H5; generalize (Rplus_lt_compat (Rabs (d x0 * (x1 - x0))) (eps * / 2) (Rabs (x1 - x0) * eps) (eps * / 2) H5 H3); intro; rewrite eps2 in H10; assumption. unfold Rabs; destruct (Rcase_abs 2) as [Hlt|Hge]; auto. cut (0 < 2). intro H7; elim (Rlt_asym 0 2 H7 Hlt). lra. apply Rabs_no_R0. discrR. Qed. (*********) Lemma Dconst : forall (D:R -> Prop) (y x0:R), D_in (fun x:R => y) (fun x:R => 0) D x0. Proof. unfold D_in; intros; unfold limit1_in; unfold limit_in; unfold Rdiv; intros; simpl; split with eps; split; auto. intros; rewrite (Rminus_diag_eq y y (eq_refl y)); rewrite Rmult_0_l; unfold R_dist; rewrite (Rminus_diag_eq 0 0 (eq_refl 0)); unfold Rabs; case (Rcase_abs 0); intro. absurd (0 < 0); auto. red; intro; apply (Rlt_irrefl 0 H1). unfold Rgt in H0; assumption. Qed. (*********) Lemma Dx : forall (D:R -> Prop) (x0:R), D_in (fun x:R => x) (fun x:R => 1) D x0. Proof. unfold D_in; unfold Rdiv; intros; unfold limit1_in; unfold limit_in; intros; simpl; split with eps; split; auto. intros; elim H0; clear H0; intros; unfold D_x in H0; elim H0; intros; rewrite (Rinv_r (x - x0) (Rminus_eq_contra x x0 (sym_not_eq H3))); unfold R_dist; rewrite (Rminus_diag_eq 1 1 (refl_equal 1)); unfold Rabs; case (Rcase_abs 0) as [Hlt|Hge]. absurd (0 < 0); auto. red in |- *; intro; apply (Rlt_irrefl 0 Hlt). unfold Rgt in H; assumption. Qed. (*********) Lemma Dadd : forall (D:R -> Prop) (df dg f g:R -> R) (x0:R), D_in f df D x0 -> D_in g dg D x0 -> D_in (fun x:R => f x + g x) (fun x:R => df x + dg x) D x0. Proof. unfold D_in; intros; generalize (limit_plus (fun x:R => (f x - f x0) * / (x - x0)) (fun x:R => (g x - g x0) * / (x - x0)) (D_x D x0) ( df x0) (dg x0) x0 H H0); clear H H0; unfold limit1_in; unfold limit_in; simpl; intros; elim (H eps H0); clear H; intros; elim H; clear H; intros; split with x; split; auto; intros; generalize (H1 x1 H2); clear H1; intro; rewrite (Rmult_comm (f x1 - f x0) (/ (x1 - x0))) in H1; rewrite (Rmult_comm (g x1 - g x0) (/ (x1 - x0))) in H1; rewrite <- (Rmult_plus_distr_l (/ (x1 - x0)) (f x1 - f x0) (g x1 - g x0)) in H1; rewrite (Rmult_comm (/ (x1 - x0)) (f x1 - f x0 + (g x1 - g x0))) in H1; cut (f x1 - f x0 + (g x1 - g x0) = f x1 + g x1 - (f x0 + g x0)). intro; rewrite H3 in H1; assumption. ring. Qed. (*********) Lemma Dmult : forall (D:R -> Prop) (df dg f g:R -> R) (x0:R), D_in f df D x0 -> D_in g dg D x0 -> D_in (fun x:R => f x * g x) (fun x:R => df x * g x + f x * dg x) D x0. Proof. intros; unfold D_in; generalize H H0; intros; unfold D_in in H, H0; generalize (cont_deriv f df D x0 H1); unfold continue_in; intro; generalize (limit_mul (fun x:R => (g x - g x0) * / (x - x0)) ( fun x:R => f x) (D_x D x0) (dg x0) (f x0) x0 H0 H3); intro; cut (limit1_in (fun x:R => g x0) (D_x D x0) (g x0) x0). intro; generalize (limit_mul (fun x:R => (f x - f x0) * / (x - x0)) ( fun _:R => g x0) (D_x D x0) (df x0) (g x0) x0 H H5); clear H H0 H1 H2 H3 H5; intro; generalize (limit_plus (fun x:R => (f x - f x0) * / (x - x0) * g x0) (fun x:R => (g x - g x0) * / (x - x0) * f x) ( D_x D x0) (df x0 * g x0) (dg x0 * f x0) x0 H H4); clear H4 H; intro; unfold limit1_in in H; unfold limit_in in H; simpl in H; unfold limit1_in; unfold limit_in; simpl; intros; elim (H eps H0); clear H; intros; elim H; clear H; intros; split with x; split; auto; intros; generalize (H1 x1 H2); clear H1; intro; rewrite (Rmult_comm (f x1 - f x0) (/ (x1 - x0))) in H1; rewrite (Rmult_comm (g x1 - g x0) (/ (x1 - x0))) in H1; rewrite (Rmult_assoc (/ (x1 - x0)) (f x1 - f x0) (g x0)) in H1; rewrite (Rmult_assoc (/ (x1 - x0)) (g x1 - g x0) (f x1)) in H1; rewrite <- (Rmult_plus_distr_l (/ (x1 - x0)) ((f x1 - f x0) * g x0) ((g x1 - g x0) * f x1)) in H1; rewrite (Rmult_comm (/ (x1 - x0)) ((f x1 - f x0) * g x0 + (g x1 - g x0) * f x1)) in H1; rewrite (Rmult_comm (dg x0) (f x0)) in H1; cut ((f x1 - f x0) * g x0 + (g x1 - g x0) * f x1 = f x1 * g x1 - f x0 * g x0). intro; rewrite H3 in H1; assumption. ring. unfold limit1_in; unfold limit_in; simpl; intros; split with eps; split; auto; intros; elim (R_dist_refl (g x0) (g x0)); intros a b; rewrite (b (eq_refl (g x0))); unfold Rgt in H; assumption. Qed. (*********) Lemma Dmult_const : forall (D:R -> Prop) (f df:R -> R) (x0 a:R), D_in f df D x0 -> D_in (fun x:R => a * f x) (fun x:R => a * df x) D x0. Proof. intros; generalize (Dmult D (fun _:R => 0) df (fun _:R => a) f x0 (Dconst D a x0) H); unfold D_in; intros; rewrite (Rmult_0_l (f x0)) in H0; rewrite (let (H1, H2) := Rplus_ne (a * df x0) in H2) in H0; assumption. Qed. (*********) Lemma Dopp : forall (D:R -> Prop) (f df:R -> R) (x0:R), D_in f df D x0 -> D_in (fun x:R => - f x) (fun x:R => - df x) D x0. Proof. intros; generalize (Dmult_const D f df x0 (-1) H); unfold D_in; unfold limit1_in; unfold limit_in; intros; generalize (H0 eps H1); clear H0; intro; elim H0; clear H0; intros; elim H0; clear H0; simpl; intros; split with x; split; auto. intros; generalize (H2 x1 H3); clear H2; intro. replace (- f x1 - - f x0) with (-1 * f x1 - -1 * f x0) by ring. replace (- df x0) with (-1 * df x0) by ring. exact H2. Qed. (*********) Lemma Dminus : forall (D:R -> Prop) (df dg f g:R -> R) (x0:R), D_in f df D x0 -> D_in g dg D x0 -> D_in (fun x:R => f x - g x) (fun x:R => df x - dg x) D x0. Proof. unfold Rminus; intros; generalize (Dopp D g dg x0 H0); intro; apply (Dadd D df (fun x:R => - dg x) f (fun x:R => - g x) x0); assumption. Qed. (*********) Lemma Dx_pow_n : forall (n:nat) (D:R -> Prop) (x0:R), D_in (fun x:R => x ^ n) (fun x:R => INR n * x ^ (n - 1)) D x0. Proof. simple induction n; intros. simpl; rewrite Rmult_0_l; apply Dconst. intros; cut (n0 = (S n0 - 1)%nat); [ intro a; rewrite <- a; clear a | simpl; apply minus_n_O ]. generalize (Dmult D (fun _:R => 1) (fun x:R => INR n0 * x ^ (n0 - 1)) ( fun x:R => x) (fun x:R => x ^ n0) x0 (Dx D x0) ( H D x0)); unfold D_in; unfold limit1_in; unfold limit_in; simpl; intros; elim (H0 eps H1); clear H0; intros; elim H0; clear H0; intros; split with x; split; auto. intros; generalize (H2 x1 H3); clear H2 H3; intro; rewrite (let (H1, H2) := Rmult_ne (x0 ^ n0) in H2) in H2; rewrite (tech_pow_Rmult x1 n0) in H2; rewrite (tech_pow_Rmult x0 n0) in H2; rewrite (Rmult_comm (INR n0) (x0 ^ (n0 - 1))) in H2; rewrite <- (Rmult_assoc x0 (x0 ^ (n0 - 1)) (INR n0)) in H2; rewrite (tech_pow_Rmult x0 (n0 - 1)) in H2; elim (Peano_dec.eq_nat_dec n0 0) ; intros cond. rewrite cond in H2; rewrite cond; simpl in H2; simpl; cut (1 + x0 * 1 * 0 = 1 * 1); [ intro A; rewrite A in H2; assumption | ring ]. cut (n0 <> 0%nat -> S (n0 - 1) = n0); [ intro | omega ]; rewrite (H3 cond) in H2; rewrite (Rmult_comm (x0 ^ n0) (INR n0)) in H2; rewrite (tech_pow_Rplus x0 n0 n0) in H2; assumption. Qed. (*********) Lemma Dcomp : forall (Df Dg:R -> Prop) (df dg f g:R -> R) (x0:R), D_in f df Df x0 -> D_in g dg Dg (f x0) -> D_in (fun x:R => g (f x)) (fun x:R => df x * dg (f x)) (Dgf Df Dg f) x0. Proof. intros Df Dg df dg f g x0 H H0; generalize H H0; unfold D_in; unfold Rdiv; intros; generalize (limit_comp f (fun x:R => (g x - g (f x0)) * / (x - f x0)) ( D_x Df x0) (D_x Dg (f x0)) (f x0) (dg (f x0)) x0); intro; generalize (cont_deriv f df Df x0 H); intro; unfold continue_in in H4; generalize (H3 H4 H2); clear H3; intro; generalize (limit_mul (fun x:R => (g (f x) - g (f x0)) * / (f x - f x0)) (fun x:R => (f x - f x0) * / (x - x0)) (Dgf (D_x Df x0) (D_x Dg (f x0)) f) (dg (f x0)) ( df x0) x0 H3); intro; cut (limit1_in (fun x:R => (f x - f x0) * / (x - x0)) (Dgf (D_x Df x0) (D_x Dg (f x0)) f) (df x0) x0). intro; generalize (H5 H6); clear H5; intro; generalize (limit_mul (fun x:R => (f x - f x0) * / (x - x0)) ( fun x:R => dg (f x0)) (D_x Df x0) (df x0) (dg (f x0)) x0 H1 (limit_free (fun x:R => dg (f x0)) (D_x Df x0) x0 x0)); intro; unfold limit1_in; unfold limit_in; simpl; unfold limit1_in in H5, H7; unfold limit_in in H5, H7; simpl in H5, H7; intros; elim (H5 eps H8); elim (H7 eps H8); clear H5 H7; intros; elim H5; elim H7; clear H5 H7; intros; split with (Rmin x x1); split. elim (Rmin_Rgt x x1 0); intros a b; apply (b (conj H9 H5)); clear a b. intros; elim H11; clear H11; intros; elim (Rmin_Rgt x x1 (R_dist x2 x0)); intros a b; clear b; unfold Rgt in a; elim (a H12); clear H5 a; intros; unfold D_x, Dgf in H11, H7, H10; clear H12; elim (Req_dec (f x2) (f x0)); intro. elim H11; clear H11; intros; elim H11; clear H11; intros; generalize (H10 x2 (conj (conj H11 H14) H5)); intro; rewrite (Rminus_diag_eq (f x2) (f x0) H12) in H16; rewrite (Rmult_0_l (/ (x2 - x0))) in H16; rewrite (Rmult_0_l (dg (f x0))) in H16; rewrite H12; rewrite (Rminus_diag_eq (g (f x0)) (g (f x0)) (eq_refl (g (f x0)))); rewrite (Rmult_0_l (/ (x2 - x0))); assumption. clear H10 H5; elim H11; clear H11; intros; elim H5; clear H5; intros; cut (((Df x2 /\ x0 <> x2) /\ Dg (f x2) /\ f x0 <> f x2) /\ R_dist x2 x0 < x1); auto; intro; generalize (H7 x2 H14); intro; generalize (Rminus_eq_contra (f x2) (f x0) H12); intro; rewrite (Rmult_assoc (g (f x2) - g (f x0)) (/ (f x2 - f x0)) ((f x2 - f x0) * / (x2 - x0))) in H15; rewrite <- (Rmult_assoc (/ (f x2 - f x0)) (f x2 - f x0) (/ (x2 - x0))) in H15; rewrite (Rinv_l (f x2 - f x0) H16) in H15; rewrite (let (H1, H2) := Rmult_ne (/ (x2 - x0)) in H2) in H15; rewrite (Rmult_comm (df x0) (dg (f x0))); assumption. clear H5 H3 H4 H2; unfold limit1_in; unfold limit_in; simpl; unfold limit1_in in H1; unfold limit_in in H1; simpl in H1; intros; elim (H1 eps H2); clear H1; intros; elim H1; clear H1; intros; split with x; split; auto; intros; unfold D_x, Dgf in H4, H3; elim H4; clear H4; intros; elim H4; clear H4; intros; exact (H3 x1 (conj H4 H5)). Qed. (*********) Lemma D_pow_n : forall (n:nat) (D:R -> Prop) (x0:R) (expr dexpr:R -> R), D_in expr dexpr D x0 -> D_in (fun x:R => expr x ^ n) (fun x:R => INR n * expr x ^ (n - 1) * dexpr x) ( Dgf D D expr) x0. Proof. intros n D x0 expr dexpr H; generalize (Dcomp D D dexpr (fun x:R => INR n * x ^ (n - 1)) expr ( fun x:R => x ^ n) x0 H (Dx_pow_n n D (expr x0))); intro; unfold D_in; unfold limit1_in; unfold limit_in; simpl; intros; unfold D_in in H0; unfold limit1_in in H0; unfold limit_in in H0; simpl in H0; elim (H0 eps H1); clear H0; intros; elim H0; clear H0; intros; split with x; split; intros; auto. cut (dexpr x0 * (INR n * expr x0 ^ (n - 1)) = INR n * expr x0 ^ (n - 1) * dexpr x0); [ intro Rew; rewrite <- Rew; exact (H2 x1 H3) | ring ]. Qed.