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|
(************************************************************************)
(* v * The Coq Proof Assistant / The Coq Development Team *)
(* <O___,, * INRIA - CNRS - LIX - LRI - PPS - Copyright 1999-2011 *)
(* \VV/ **************************************************************)
(* // * This file is distributed under the terms of the *)
(* * GNU Lesser General Public License Version 2.1 *)
(************************************************************************)
(*i $Id: Alembert.v 14641 2011-11-06 11:59:10Z herbelin $ i*)
Require Import Rbase.
Require Import Rfunctions.
Require Import Rseries.
Require Import SeqProp.
Require Import PartSum.
Require Import Max.
Open Local Scope R_scope.
(***************************************************)
(* Various versions of the criterion of D'Alembert *)
(***************************************************)
Lemma Alembert_C1 :
forall An:nat -> R,
(forall n:nat, 0 < An n) ->
Un_cv (fun n:nat => Rabs (An (S n) / An n)) 0 ->
{ l:R | Un_cv (fun N:nat => sum_f_R0 An N) l }.
Proof.
intros An H H0.
cut
({ l:R | is_lub (EUn (fun N:nat => sum_f_R0 An N)) l } ->
{ l:R | Un_cv (fun N:nat => sum_f_R0 An N) l }).
intro X; apply X.
apply completeness.
unfold Un_cv in H0; unfold bound in |- *; cut (0 < / 2);
[ intro | apply Rinv_0_lt_compat; prove_sup0 ].
elim (H0 (/ 2) H1); intros.
exists (sum_f_R0 An x + 2 * An (S x)).
unfold is_upper_bound in |- *; intros; unfold EUn in H3; elim H3; intros.
rewrite H4; assert (H5 := lt_eq_lt_dec x1 x).
elim H5; intros.
elim a; intro.
replace (sum_f_R0 An x) with
(sum_f_R0 An x1 + sum_f_R0 (fun i:nat => An (S x1 + i)%nat) (x - S x1)).
pattern (sum_f_R0 An x1) at 1 in |- *; rewrite <- Rplus_0_r;
rewrite Rplus_assoc; apply Rplus_le_compat_l.
left; apply Rplus_lt_0_compat.
apply tech1; intros; apply H.
apply Rmult_lt_0_compat; [ prove_sup0 | apply H ].
symmetry in |- *; apply tech2; assumption.
rewrite b; pattern (sum_f_R0 An x) at 1 in |- *; rewrite <- Rplus_0_r;
apply Rplus_le_compat_l.
left; apply Rmult_lt_0_compat; [ prove_sup0 | apply H ].
replace (sum_f_R0 An x1) with
(sum_f_R0 An x + sum_f_R0 (fun i:nat => An (S x + i)%nat) (x1 - S x)).
apply Rplus_le_compat_l.
cut
(sum_f_R0 (fun i:nat => An (S x + i)%nat) (x1 - S x) <=
An (S x) * sum_f_R0 (fun i:nat => (/ 2) ^ i) (x1 - S x)).
intro;
apply Rle_trans with
(An (S x) * sum_f_R0 (fun i:nat => (/ 2) ^ i) (x1 - S x)).
assumption.
rewrite <- (Rmult_comm (An (S x))); apply Rmult_le_compat_l.
left; apply H.
rewrite tech3.
replace (1 - / 2) with (/ 2).
unfold Rdiv in |- *; rewrite Rinv_involutive.
pattern 2 at 3 in |- *; rewrite <- Rmult_1_r; rewrite <- (Rmult_comm 2);
apply Rmult_le_compat_l.
left; prove_sup0.
left; apply Rplus_lt_reg_r with ((/ 2) ^ S (x1 - S x)).
replace ((/ 2) ^ S (x1 - S x) + (1 - (/ 2) ^ S (x1 - S x))) with 1;
[ idtac | ring ].
rewrite <- (Rplus_comm 1); pattern 1 at 1 in |- *; rewrite <- Rplus_0_r;
apply Rplus_lt_compat_l.
apply pow_lt; apply Rinv_0_lt_compat; prove_sup0.
discrR.
apply Rmult_eq_reg_l with 2.
rewrite Rmult_minus_distr_l; rewrite <- Rinv_r_sym.
ring.
discrR.
discrR.
pattern 1 at 3 in |- *; replace 1 with (/ 1);
[ apply tech7; discrR | apply Rinv_1 ].
replace (An (S x)) with (An (S x + 0)%nat).
apply (tech6 (fun i:nat => An (S x + i)%nat) (/ 2)).
left; apply Rinv_0_lt_compat; prove_sup0.
intro; cut (forall n:nat, (n >= x)%nat -> An (S n) < / 2 * An n).
intro; replace (S x + S i)%nat with (S (S x + i)).
apply H6; unfold ge in |- *; apply tech8.
apply INR_eq; rewrite S_INR; do 2 rewrite plus_INR; do 2 rewrite S_INR; ring.
intros; unfold R_dist in H2; apply Rmult_lt_reg_l with (/ An n).
apply Rinv_0_lt_compat; apply H.
do 2 rewrite (Rmult_comm (/ An n)); rewrite Rmult_assoc;
rewrite <- Rinv_r_sym.
rewrite Rmult_1_r;
replace (An (S n) * / An n) with (Rabs (Rabs (An (S n) / An n) - 0)).
apply H2; assumption.
unfold Rminus in |- *; rewrite Ropp_0; rewrite Rplus_0_r;
rewrite Rabs_Rabsolu; rewrite Rabs_right.
unfold Rdiv in |- *; reflexivity.
left; unfold Rdiv in |- *; change (0 < An (S n) * / An n) in |- *;
apply Rmult_lt_0_compat; [ apply H | apply Rinv_0_lt_compat; apply H ].
red in |- *; intro; assert (H8 := H n); rewrite H7 in H8;
elim (Rlt_irrefl _ H8).
replace (S x + 0)%nat with (S x); [ reflexivity | ring ].
symmetry in |- *; apply tech2; assumption.
exists (sum_f_R0 An 0); unfold EUn in |- *; exists 0%nat; reflexivity.
intro X; elim X; intros.
exists x; apply tech10;
[ unfold Un_growing in |- *; intro; rewrite tech5;
pattern (sum_f_R0 An n) at 1 in |- *; rewrite <- Rplus_0_r;
apply Rplus_le_compat_l; left; apply H
| apply p ].
Defined.
Lemma Alembert_C2 :
forall An:nat -> R,
(forall n:nat, An n <> 0) ->
Un_cv (fun n:nat => Rabs (An (S n) / An n)) 0 ->
{ l:R | Un_cv (fun N:nat => sum_f_R0 An N) l }.
Proof.
intros.
set (Vn := fun i:nat => (2 * Rabs (An i) + An i) / 2).
set (Wn := fun i:nat => (2 * Rabs (An i) - An i) / 2).
cut (forall n:nat, 0 < Vn n).
intro; cut (forall n:nat, 0 < Wn n).
intro; cut (Un_cv (fun n:nat => Rabs (Vn (S n) / Vn n)) 0).
intro; cut (Un_cv (fun n:nat => Rabs (Wn (S n) / Wn n)) 0).
intro; assert (H5 := Alembert_C1 Vn H1 H3).
assert (H6 := Alembert_C1 Wn H2 H4).
elim H5; intros.
elim H6; intros.
exists (x - x0); unfold Un_cv in |- *; unfold Un_cv in p;
unfold Un_cv in p0; intros; cut (0 < eps / 2).
intro; elim (p (eps / 2) H8); clear p; intros.
elim (p0 (eps / 2) H8); clear p0; intros.
set (N := max x1 x2).
exists N; intros;
replace (sum_f_R0 An n) with (sum_f_R0 Vn n - sum_f_R0 Wn n).
unfold R_dist in |- *;
replace (sum_f_R0 Vn n - sum_f_R0 Wn n - (x - x0)) with
(sum_f_R0 Vn n - x + - (sum_f_R0 Wn n - x0)); [ idtac | ring ];
apply Rle_lt_trans with
(Rabs (sum_f_R0 Vn n - x) + Rabs (- (sum_f_R0 Wn n - x0))).
apply Rabs_triang.
rewrite Rabs_Ropp; apply Rlt_le_trans with (eps / 2 + eps / 2).
apply Rplus_lt_compat.
unfold R_dist in H9; apply H9; unfold ge in |- *; apply le_trans with N;
[ unfold N in |- *; apply le_max_l | assumption ].
unfold R_dist in H10; apply H10; unfold ge in |- *; apply le_trans with N;
[ unfold N in |- *; apply le_max_r | assumption ].
right; symmetry in |- *; apply double_var.
symmetry in |- *; apply tech11; intro; unfold Vn, Wn in |- *;
unfold Rdiv in |- *; do 2 rewrite <- (Rmult_comm (/ 2));
apply Rmult_eq_reg_l with 2.
rewrite Rmult_minus_distr_l; repeat rewrite <- Rmult_assoc;
rewrite <- Rinv_r_sym.
ring.
discrR.
discrR.
unfold Rdiv in |- *; apply Rmult_lt_0_compat;
[ assumption | apply Rinv_0_lt_compat; prove_sup0 ].
cut (forall n:nat, / 2 * Rabs (An n) <= Wn n <= 3 * / 2 * Rabs (An n)).
intro; cut (forall n:nat, / Wn n <= 2 * / Rabs (An n)).
intro; cut (forall n:nat, Wn (S n) / Wn n <= 3 * Rabs (An (S n) / An n)).
intro; unfold Un_cv in |- *; intros; unfold Un_cv in H0; cut (0 < eps / 3).
intro; elim (H0 (eps / 3) H8); intros.
exists x; intros.
assert (H11 := H9 n H10).
unfold R_dist in |- *; unfold Rminus in |- *; rewrite Ropp_0;
rewrite Rplus_0_r; rewrite Rabs_Rabsolu; unfold R_dist in H11;
unfold Rminus in H11; rewrite Ropp_0 in H11; rewrite Rplus_0_r in H11;
rewrite Rabs_Rabsolu in H11; rewrite Rabs_right.
apply Rle_lt_trans with (3 * Rabs (An (S n) / An n)).
apply H6.
apply Rmult_lt_reg_l with (/ 3).
apply Rinv_0_lt_compat; prove_sup0.
rewrite <- Rmult_assoc; rewrite <- Rinv_l_sym; [ idtac | discrR ];
rewrite Rmult_1_l; rewrite <- (Rmult_comm eps); unfold Rdiv in H11;
exact H11.
left; change (0 < Wn (S n) / Wn n) in |- *; unfold Rdiv in |- *;
apply Rmult_lt_0_compat.
apply H2.
apply Rinv_0_lt_compat; apply H2.
unfold Rdiv in |- *; apply Rmult_lt_0_compat;
[ assumption | apply Rinv_0_lt_compat; prove_sup0 ].
intro; unfold Rdiv in |- *; rewrite Rabs_mult; rewrite <- Rmult_assoc;
replace 3 with (2 * (3 * / 2));
[ idtac | rewrite <- Rmult_assoc; apply Rinv_r_simpl_m; discrR ];
apply Rle_trans with (Wn (S n) * 2 * / Rabs (An n)).
rewrite Rmult_assoc; apply Rmult_le_compat_l.
left; apply H2.
apply H5.
rewrite Rabs_Rinv.
replace (Wn (S n) * 2 * / Rabs (An n)) with (2 * / Rabs (An n) * Wn (S n));
[ idtac | ring ];
replace (2 * (3 * / 2) * Rabs (An (S n)) * / Rabs (An n)) with
(2 * / Rabs (An n) * (3 * / 2 * Rabs (An (S n))));
[ idtac | ring ]; apply Rmult_le_compat_l.
left; apply Rmult_lt_0_compat.
prove_sup0.
apply Rinv_0_lt_compat; apply Rabs_pos_lt; apply H.
elim (H4 (S n)); intros; assumption.
apply H.
intro; apply Rmult_le_reg_l with (Wn n).
apply H2.
rewrite <- Rinv_r_sym.
apply Rmult_le_reg_l with (Rabs (An n)).
apply Rabs_pos_lt; apply H.
rewrite Rmult_1_r;
replace (Rabs (An n) * (Wn n * (2 * / Rabs (An n)))) with
(2 * Wn n * (Rabs (An n) * / Rabs (An n))); [ idtac | ring ];
rewrite <- Rinv_r_sym.
rewrite Rmult_1_r; apply Rmult_le_reg_l with (/ 2).
apply Rinv_0_lt_compat; prove_sup0.
rewrite <- Rmult_assoc; rewrite <- Rinv_l_sym.
rewrite Rmult_1_l; elim (H4 n); intros; assumption.
discrR.
apply Rabs_no_R0; apply H.
red in |- *; intro; assert (H6 := H2 n); rewrite H5 in H6;
elim (Rlt_irrefl _ H6).
intro; split.
unfold Wn in |- *; unfold Rdiv in |- *; rewrite <- (Rmult_comm (/ 2));
apply Rmult_le_compat_l.
left; apply Rinv_0_lt_compat; prove_sup0.
pattern (Rabs (An n)) at 1 in |- *; rewrite <- Rplus_0_r; rewrite double;
unfold Rminus in |- *; rewrite Rplus_assoc; apply Rplus_le_compat_l.
apply Rplus_le_reg_l with (An n).
rewrite Rplus_0_r; rewrite (Rplus_comm (An n)); rewrite Rplus_assoc;
rewrite Rplus_opp_l; rewrite Rplus_0_r; apply RRle_abs.
unfold Wn in |- *; unfold Rdiv in |- *; repeat rewrite <- (Rmult_comm (/ 2));
repeat rewrite Rmult_assoc; apply Rmult_le_compat_l.
left; apply Rinv_0_lt_compat; prove_sup0.
unfold Rminus in |- *; rewrite double;
replace (3 * Rabs (An n)) with (Rabs (An n) + Rabs (An n) + Rabs (An n));
[ idtac | ring ]; repeat rewrite Rplus_assoc; repeat apply Rplus_le_compat_l.
rewrite <- Rabs_Ropp; apply RRle_abs.
cut (forall n:nat, / 2 * Rabs (An n) <= Vn n <= 3 * / 2 * Rabs (An n)).
intro; cut (forall n:nat, / Vn n <= 2 * / Rabs (An n)).
intro; cut (forall n:nat, Vn (S n) / Vn n <= 3 * Rabs (An (S n) / An n)).
intro; unfold Un_cv in |- *; intros; unfold Un_cv in H1; cut (0 < eps / 3).
intro; elim (H0 (eps / 3) H7); intros.
exists x; intros.
assert (H10 := H8 n H9).
unfold R_dist in |- *; unfold Rminus in |- *; rewrite Ropp_0;
rewrite Rplus_0_r; rewrite Rabs_Rabsolu; unfold R_dist in H10;
unfold Rminus in H10; rewrite Ropp_0 in H10; rewrite Rplus_0_r in H10;
rewrite Rabs_Rabsolu in H10; rewrite Rabs_right.
apply Rle_lt_trans with (3 * Rabs (An (S n) / An n)).
apply H5.
apply Rmult_lt_reg_l with (/ 3).
apply Rinv_0_lt_compat; prove_sup0.
rewrite <- Rmult_assoc; rewrite <- Rinv_l_sym; [ idtac | discrR ];
rewrite Rmult_1_l; rewrite <- (Rmult_comm eps); unfold Rdiv in H10;
exact H10.
left; change (0 < Vn (S n) / Vn n) in |- *; unfold Rdiv in |- *;
apply Rmult_lt_0_compat.
apply H1.
apply Rinv_0_lt_compat; apply H1.
unfold Rdiv in |- *; apply Rmult_lt_0_compat;
[ assumption | apply Rinv_0_lt_compat; prove_sup0 ].
intro; unfold Rdiv in |- *; rewrite Rabs_mult; rewrite <- Rmult_assoc;
replace 3 with (2 * (3 * / 2));
[ idtac | rewrite <- Rmult_assoc; apply Rinv_r_simpl_m; discrR ];
apply Rle_trans with (Vn (S n) * 2 * / Rabs (An n)).
rewrite Rmult_assoc; apply Rmult_le_compat_l.
left; apply H1.
apply H4.
rewrite Rabs_Rinv.
replace (Vn (S n) * 2 * / Rabs (An n)) with (2 * / Rabs (An n) * Vn (S n));
[ idtac | ring ];
replace (2 * (3 * / 2) * Rabs (An (S n)) * / Rabs (An n)) with
(2 * / Rabs (An n) * (3 * / 2 * Rabs (An (S n))));
[ idtac | ring ]; apply Rmult_le_compat_l.
left; apply Rmult_lt_0_compat.
prove_sup0.
apply Rinv_0_lt_compat; apply Rabs_pos_lt; apply H.
elim (H3 (S n)); intros; assumption.
apply H.
intro; apply Rmult_le_reg_l with (Vn n).
apply H1.
rewrite <- Rinv_r_sym.
apply Rmult_le_reg_l with (Rabs (An n)).
apply Rabs_pos_lt; apply H.
rewrite Rmult_1_r;
replace (Rabs (An n) * (Vn n * (2 * / Rabs (An n)))) with
(2 * Vn n * (Rabs (An n) * / Rabs (An n))); [ idtac | ring ];
rewrite <- Rinv_r_sym.
rewrite Rmult_1_r; apply Rmult_le_reg_l with (/ 2).
apply Rinv_0_lt_compat; prove_sup0.
rewrite <- Rmult_assoc; rewrite <- Rinv_l_sym.
rewrite Rmult_1_l; elim (H3 n); intros; assumption.
discrR.
apply Rabs_no_R0; apply H.
red in |- *; intro; assert (H5 := H1 n); rewrite H4 in H5;
elim (Rlt_irrefl _ H5).
intro; split.
unfold Vn in |- *; unfold Rdiv in |- *; rewrite <- (Rmult_comm (/ 2));
apply Rmult_le_compat_l.
left; apply Rinv_0_lt_compat; prove_sup0.
pattern (Rabs (An n)) at 1 in |- *; rewrite <- Rplus_0_r; rewrite double;
rewrite Rplus_assoc; apply Rplus_le_compat_l.
apply Rplus_le_reg_l with (- An n); rewrite Rplus_0_r;
rewrite <- (Rplus_comm (An n)); rewrite <- Rplus_assoc;
rewrite Rplus_opp_l; rewrite Rplus_0_l; rewrite <- Rabs_Ropp;
apply RRle_abs.
unfold Vn in |- *; unfold Rdiv in |- *; repeat rewrite <- (Rmult_comm (/ 2));
repeat rewrite Rmult_assoc; apply Rmult_le_compat_l.
left; apply Rinv_0_lt_compat; prove_sup0.
unfold Rminus in |- *; rewrite double;
replace (3 * Rabs (An n)) with (Rabs (An n) + Rabs (An n) + Rabs (An n));
[ idtac | ring ]; repeat rewrite Rplus_assoc; repeat apply Rplus_le_compat_l;
apply RRle_abs.
intro; unfold Wn in |- *; unfold Rdiv in |- *; rewrite <- (Rmult_0_r (/ 2));
rewrite <- (Rmult_comm (/ 2)); apply Rmult_lt_compat_l.
apply Rinv_0_lt_compat; prove_sup0.
apply Rplus_lt_reg_r with (An n); rewrite Rplus_0_r; unfold Rminus in |- *;
rewrite (Rplus_comm (An n)); rewrite Rplus_assoc;
rewrite Rplus_opp_l; rewrite Rplus_0_r;
apply Rle_lt_trans with (Rabs (An n)).
apply RRle_abs.
rewrite double; pattern (Rabs (An n)) at 1 in |- *; rewrite <- Rplus_0_r;
apply Rplus_lt_compat_l; apply Rabs_pos_lt; apply H.
intro; unfold Vn in |- *; unfold Rdiv in |- *; rewrite <- (Rmult_0_r (/ 2));
rewrite <- (Rmult_comm (/ 2)); apply Rmult_lt_compat_l.
apply Rinv_0_lt_compat; prove_sup0.
apply Rplus_lt_reg_r with (- An n); rewrite Rplus_0_r; unfold Rminus in |- *;
rewrite (Rplus_comm (- An n)); rewrite Rplus_assoc;
rewrite Rplus_opp_r; rewrite Rplus_0_r;
apply Rle_lt_trans with (Rabs (An n)).
rewrite <- Rabs_Ropp; apply RRle_abs.
rewrite double; pattern (Rabs (An n)) at 1 in |- *; rewrite <- Rplus_0_r;
apply Rplus_lt_compat_l; apply Rabs_pos_lt; apply H.
Defined.
Lemma AlembertC3_step1 :
forall (An:nat -> R) (x:R),
x <> 0 ->
(forall n:nat, An n <> 0) ->
Un_cv (fun n:nat => Rabs (An (S n) / An n)) 0 ->
{ l:R | Pser An x l }.
Proof.
intros; set (Bn := fun i:nat => An i * x ^ i).
cut (forall n:nat, Bn n <> 0).
intro; cut (Un_cv (fun n:nat => Rabs (Bn (S n) / Bn n)) 0).
intro; assert (H4 := Alembert_C2 Bn H2 H3).
elim H4; intros.
exists x0; unfold Bn in p; apply tech12; assumption.
unfold Un_cv in |- *; intros; unfold Un_cv in H1; cut (0 < eps / Rabs x).
intro; elim (H1 (eps / Rabs x) H4); intros.
exists x0; intros; unfold R_dist in |- *; unfold Rminus in |- *;
rewrite Ropp_0; rewrite Rplus_0_r; rewrite Rabs_Rabsolu;
unfold Bn in |- *;
replace (An (S n) * x ^ S n / (An n * x ^ n)) with (An (S n) / An n * x).
rewrite Rabs_mult; apply Rmult_lt_reg_l with (/ Rabs x).
apply Rinv_0_lt_compat; apply Rabs_pos_lt; assumption.
rewrite <- (Rmult_comm (Rabs x)); rewrite <- Rmult_assoc;
rewrite <- Rinv_l_sym.
rewrite Rmult_1_l; rewrite <- (Rmult_comm eps); unfold Rdiv in H5;
replace (Rabs (An (S n) / An n)) with (R_dist (Rabs (An (S n) * / An n)) 0).
apply H5; assumption.
unfold R_dist in |- *; unfold Rminus in |- *; rewrite Ropp_0;
rewrite Rplus_0_r; rewrite Rabs_Rabsolu; unfold Rdiv in |- *;
reflexivity.
apply Rabs_no_R0; assumption.
replace (S n) with (n + 1)%nat; [ idtac | ring ]; rewrite pow_add;
unfold Rdiv in |- *; rewrite Rinv_mult_distr.
replace (An (n + 1)%nat * (x ^ n * x ^ 1) * (/ An n * / x ^ n)) with
(An (n + 1)%nat * x ^ 1 * / An n * (x ^ n * / x ^ n));
[ idtac | ring ]; rewrite <- Rinv_r_sym.
simpl in |- *; ring.
apply pow_nonzero; assumption.
apply H0.
apply pow_nonzero; assumption.
unfold Rdiv in |- *; apply Rmult_lt_0_compat;
[ assumption | apply Rinv_0_lt_compat; apply Rabs_pos_lt; assumption ].
intro; unfold Bn in |- *; apply prod_neq_R0;
[ apply H0 | apply pow_nonzero; assumption ].
Defined.
Lemma AlembertC3_step2 :
forall (An:nat -> R) (x:R), x = 0 -> { l:R | Pser An x l }.
Proof.
intros; exists (An 0%nat).
unfold Pser in |- *; unfold infinite_sum in |- *; intros; exists 0%nat; intros;
replace (sum_f_R0 (fun n0:nat => An n0 * x ^ n0) n) with (An 0%nat).
unfold R_dist in |- *; unfold Rminus in |- *; rewrite Rplus_opp_r;
rewrite Rabs_R0; assumption.
induction n as [| n Hrecn].
simpl in |- *; ring.
rewrite tech5; rewrite Hrecn;
[ rewrite H; simpl in |- *; ring | unfold ge in |- *; apply le_O_n ].
Qed.
(** A useful criterion of convergence for power series *)
Theorem Alembert_C3 :
forall (An:nat -> R) (x:R),
(forall n:nat, An n <> 0) ->
Un_cv (fun n:nat => Rabs (An (S n) / An n)) 0 ->
{ l:R | Pser An x l }.
Proof.
intros; case (total_order_T x 0); intro.
elim s; intro.
cut (x <> 0).
intro; apply AlembertC3_step1; assumption.
red in |- *; intro; rewrite H1 in a; elim (Rlt_irrefl _ a).
apply AlembertC3_step2; assumption.
cut (x <> 0).
intro; apply AlembertC3_step1; assumption.
red in |- *; intro; rewrite H1 in r; elim (Rlt_irrefl _ r).
Defined.
Lemma Alembert_C4 :
forall (An:nat -> R) (k:R),
0 <= k < 1 ->
(forall n:nat, 0 < An n) ->
Un_cv (fun n:nat => Rabs (An (S n) / An n)) k ->
{ l:R | Un_cv (fun N:nat => sum_f_R0 An N) l }.
Proof.
intros An k Hyp H H0.
cut
({ l:R | is_lub (EUn (fun N:nat => sum_f_R0 An N)) l } ->
{ l:R | Un_cv (fun N:nat => sum_f_R0 An N) l }).
intro X; apply X.
apply completeness.
assert (H1 := tech13 _ _ Hyp H0).
elim H1; intros.
elim H2; intros.
elim H4; intros.
unfold bound in |- *; exists (sum_f_R0 An x0 + / (1 - x) * An (S x0)).
unfold is_upper_bound in |- *; intros; unfold EUn in H6.
elim H6; intros.
rewrite H7.
assert (H8 := lt_eq_lt_dec x2 x0).
elim H8; intros.
elim a; intro.
replace (sum_f_R0 An x0) with
(sum_f_R0 An x2 + sum_f_R0 (fun i:nat => An (S x2 + i)%nat) (x0 - S x2)).
pattern (sum_f_R0 An x2) at 1 in |- *; rewrite <- Rplus_0_r.
rewrite Rplus_assoc; apply Rplus_le_compat_l.
left; apply Rplus_lt_0_compat.
apply tech1.
intros; apply H.
apply Rmult_lt_0_compat.
apply Rinv_0_lt_compat; apply Rplus_lt_reg_r with x; rewrite Rplus_0_r;
replace (x + (1 - x)) with 1; [ elim H3; intros; assumption | ring ].
apply H.
symmetry in |- *; apply tech2; assumption.
rewrite b; pattern (sum_f_R0 An x0) at 1 in |- *; rewrite <- Rplus_0_r;
apply Rplus_le_compat_l.
left; apply Rmult_lt_0_compat.
apply Rinv_0_lt_compat; apply Rplus_lt_reg_r with x; rewrite Rplus_0_r;
replace (x + (1 - x)) with 1; [ elim H3; intros; assumption | ring ].
apply H.
replace (sum_f_R0 An x2) with
(sum_f_R0 An x0 + sum_f_R0 (fun i:nat => An (S x0 + i)%nat) (x2 - S x0)).
apply Rplus_le_compat_l.
cut
(sum_f_R0 (fun i:nat => An (S x0 + i)%nat) (x2 - S x0) <=
An (S x0) * sum_f_R0 (fun i:nat => x ^ i) (x2 - S x0)).
intro;
apply Rle_trans with (An (S x0) * sum_f_R0 (fun i:nat => x ^ i) (x2 - S x0)).
assumption.
rewrite <- (Rmult_comm (An (S x0))); apply Rmult_le_compat_l.
left; apply H.
rewrite tech3.
unfold Rdiv in |- *; apply Rmult_le_reg_l with (1 - x).
apply Rplus_lt_reg_r with x; rewrite Rplus_0_r.
replace (x + (1 - x)) with 1; [ elim H3; intros; assumption | ring ].
do 2 rewrite (Rmult_comm (1 - x)).
rewrite Rmult_assoc; rewrite <- Rinv_l_sym.
rewrite Rmult_1_r; apply Rplus_le_reg_l with (x ^ S (x2 - S x0)).
replace (x ^ S (x2 - S x0) + (1 - x ^ S (x2 - S x0))) with 1;
[ idtac | ring ].
rewrite <- (Rplus_comm 1); pattern 1 at 1 in |- *; rewrite <- Rplus_0_r;
apply Rplus_le_compat_l.
left; apply pow_lt.
apply Rle_lt_trans with k.
elim Hyp; intros; assumption.
elim H3; intros; assumption.
apply Rminus_eq_contra.
red in |- *; intro.
elim H3; intros.
rewrite H10 in H12; elim (Rlt_irrefl _ H12).
red in |- *; intro.
elim H3; intros.
rewrite H10 in H12; elim (Rlt_irrefl _ H12).
replace (An (S x0)) with (An (S x0 + 0)%nat).
apply (tech6 (fun i:nat => An (S x0 + i)%nat) x).
left; apply Rle_lt_trans with k.
elim Hyp; intros; assumption.
elim H3; intros; assumption.
intro.
cut (forall n:nat, (n >= x0)%nat -> An (S n) < x * An n).
intro.
replace (S x0 + S i)%nat with (S (S x0 + i)).
apply H9.
unfold ge in |- *.
apply tech8.
apply INR_eq; rewrite S_INR; do 2 rewrite plus_INR; do 2 rewrite S_INR;
ring.
intros.
apply Rmult_lt_reg_l with (/ An n).
apply Rinv_0_lt_compat; apply H.
do 2 rewrite (Rmult_comm (/ An n)).
rewrite Rmult_assoc.
rewrite <- Rinv_r_sym.
rewrite Rmult_1_r.
replace (An (S n) * / An n) with (Rabs (An (S n) / An n)).
apply H5; assumption.
rewrite Rabs_right.
unfold Rdiv in |- *; reflexivity.
left; unfold Rdiv in |- *; change (0 < An (S n) * / An n) in |- *;
apply Rmult_lt_0_compat.
apply H.
apply Rinv_0_lt_compat; apply H.
red in |- *; intro.
assert (H11 := H n).
rewrite H10 in H11; elim (Rlt_irrefl _ H11).
replace (S x0 + 0)%nat with (S x0); [ reflexivity | ring ].
symmetry in |- *; apply tech2; assumption.
exists (sum_f_R0 An 0); unfold EUn in |- *; exists 0%nat; reflexivity.
intro X; elim X; intros.
exists x; apply tech10;
[ unfold Un_growing in |- *; intro; rewrite tech5;
pattern (sum_f_R0 An n) at 1 in |- *; rewrite <- Rplus_0_r;
apply Rplus_le_compat_l; left; apply H
| apply p ].
Qed.
Lemma Alembert_C5 :
forall (An:nat -> R) (k:R),
0 <= k < 1 ->
(forall n:nat, An n <> 0) ->
Un_cv (fun n:nat => Rabs (An (S n) / An n)) k ->
{ l:R | Un_cv (fun N:nat => sum_f_R0 An N) l }.
Proof.
intros.
cut
({ l:R | Un_cv (fun N:nat => sum_f_R0 An N) l } ->
{ l:R | Un_cv (fun N:nat => sum_f_R0 An N) l }).
intro Hyp0; apply Hyp0.
apply cv_cauchy_2.
apply cauchy_abs.
apply cv_cauchy_1.
cut
({ l:R | Un_cv (fun N:nat => sum_f_R0 (fun i:nat => Rabs (An i)) N) l } ->
{ l:R | Un_cv (fun N:nat => sum_f_R0 (fun i:nat => Rabs (An i)) N) l }).
intro Hyp; apply Hyp.
apply (Alembert_C4 (fun i:nat => Rabs (An i)) k).
assumption.
intro; apply Rabs_pos_lt; apply H0.
unfold Un_cv in |- *.
unfold Un_cv in H1.
unfold Rdiv in |- *.
intros.
elim (H1 eps H2); intros.
exists x; intros.
rewrite <- Rabs_Rinv.
rewrite <- Rabs_mult.
rewrite Rabs_Rabsolu.
unfold Rdiv in H3; apply H3; assumption.
apply H0.
intro X.
elim X; intros.
exists x.
assumption.
intro X.
elim X; intros.
exists x.
assumption.
Qed.
(** Convergence of power series in D(O,1/k)
k=0 is described in Alembert_C3 *)
Lemma Alembert_C6 :
forall (An:nat -> R) (x k:R),
0 < k ->
(forall n:nat, An n <> 0) ->
Un_cv (fun n:nat => Rabs (An (S n) / An n)) k ->
Rabs x < / k -> { l:R | Pser An x l }.
intros.
cut { l:R | Un_cv (fun N:nat => sum_f_R0 (fun i:nat => An i * x ^ i) N) l }.
intro X.
elim X; intros.
exists x0.
apply tech12; assumption.
case (total_order_T x 0); intro.
elim s; intro.
eapply Alembert_C5 with (k * Rabs x).
split.
unfold Rdiv in |- *; apply Rmult_le_pos.
left; assumption.
left; apply Rabs_pos_lt.
red in |- *; intro; rewrite H3 in a; elim (Rlt_irrefl _ a).
apply Rmult_lt_reg_l with (/ k).
apply Rinv_0_lt_compat; assumption.
rewrite <- Rmult_assoc.
rewrite <- Rinv_l_sym.
rewrite Rmult_1_l.
rewrite Rmult_1_r; assumption.
red in |- *; intro; rewrite H3 in H; elim (Rlt_irrefl _ H).
intro; apply prod_neq_R0.
apply H0.
apply pow_nonzero.
red in |- *; intro; rewrite H3 in a; elim (Rlt_irrefl _ a).
unfold Un_cv in |- *; unfold Un_cv in H1.
intros.
cut (0 < eps / Rabs x).
intro.
elim (H1 (eps / Rabs x) H4); intros.
exists x0.
intros.
replace (An (S n) * x ^ S n / (An n * x ^ n)) with (An (S n) / An n * x).
unfold R_dist in |- *.
rewrite Rabs_mult.
replace (Rabs (An (S n) / An n) * Rabs x - k * Rabs x) with
(Rabs x * (Rabs (An (S n) / An n) - k)); [ idtac | ring ].
rewrite Rabs_mult.
rewrite Rabs_Rabsolu.
apply Rmult_lt_reg_l with (/ Rabs x).
apply Rinv_0_lt_compat; apply Rabs_pos_lt.
red in |- *; intro; rewrite H7 in a; elim (Rlt_irrefl _ a).
rewrite <- Rmult_assoc.
rewrite <- Rinv_l_sym.
rewrite Rmult_1_l.
rewrite <- (Rmult_comm eps).
unfold R_dist in H5.
unfold Rdiv in |- *; unfold Rdiv in H5; apply H5; assumption.
apply Rabs_no_R0.
red in |- *; intro; rewrite H7 in a; elim (Rlt_irrefl _ a).
unfold Rdiv in |- *; replace (S n) with (n + 1)%nat; [ idtac | ring ].
rewrite pow_add.
simpl in |- *.
rewrite Rmult_1_r.
rewrite Rinv_mult_distr.
replace (An (n + 1)%nat * (x ^ n * x) * (/ An n * / x ^ n)) with
(An (n + 1)%nat * / An n * x * (x ^ n * / x ^ n));
[ idtac | ring ].
rewrite <- Rinv_r_sym.
rewrite Rmult_1_r; reflexivity.
apply pow_nonzero.
red in |- *; intro; rewrite H7 in a; elim (Rlt_irrefl _ a).
apply H0.
apply pow_nonzero.
red in |- *; intro; rewrite H7 in a; elim (Rlt_irrefl _ a).
unfold Rdiv in |- *; apply Rmult_lt_0_compat.
assumption.
apply Rinv_0_lt_compat; apply Rabs_pos_lt.
red in |- *; intro H7; rewrite H7 in a; elim (Rlt_irrefl _ a).
exists (An 0%nat).
unfold Un_cv in |- *.
intros.
exists 0%nat.
intros.
unfold R_dist in |- *.
replace (sum_f_R0 (fun i:nat => An i * x ^ i) n) with (An 0%nat).
unfold Rminus in |- *; rewrite Rplus_opp_r; rewrite Rabs_R0; assumption.
induction n as [| n Hrecn].
simpl in |- *; ring.
rewrite tech5.
rewrite <- Hrecn.
rewrite b; simpl in |- *; ring.
unfold ge in |- *; apply le_O_n.
eapply Alembert_C5 with (k * Rabs x).
split.
unfold Rdiv in |- *; apply Rmult_le_pos.
left; assumption.
left; apply Rabs_pos_lt.
red in |- *; intro; rewrite H3 in r; elim (Rlt_irrefl _ r).
apply Rmult_lt_reg_l with (/ k).
apply Rinv_0_lt_compat; assumption.
rewrite <- Rmult_assoc.
rewrite <- Rinv_l_sym.
rewrite Rmult_1_l.
rewrite Rmult_1_r; assumption.
red in |- *; intro; rewrite H3 in H; elim (Rlt_irrefl _ H).
intro; apply prod_neq_R0.
apply H0.
apply pow_nonzero.
red in |- *; intro; rewrite H3 in r; elim (Rlt_irrefl _ r).
unfold Un_cv in |- *; unfold Un_cv in H1.
intros.
cut (0 < eps / Rabs x).
intro.
elim (H1 (eps / Rabs x) H4); intros.
exists x0.
intros.
replace (An (S n) * x ^ S n / (An n * x ^ n)) with (An (S n) / An n * x).
unfold R_dist in |- *.
rewrite Rabs_mult.
replace (Rabs (An (S n) / An n) * Rabs x - k * Rabs x) with
(Rabs x * (Rabs (An (S n) / An n) - k)); [ idtac | ring ].
rewrite Rabs_mult.
rewrite Rabs_Rabsolu.
apply Rmult_lt_reg_l with (/ Rabs x).
apply Rinv_0_lt_compat; apply Rabs_pos_lt.
red in |- *; intro; rewrite H7 in r; elim (Rlt_irrefl _ r).
rewrite <- Rmult_assoc.
rewrite <- Rinv_l_sym.
rewrite Rmult_1_l.
rewrite <- (Rmult_comm eps).
unfold R_dist in H5.
unfold Rdiv in |- *; unfold Rdiv in H5; apply H5; assumption.
apply Rabs_no_R0.
red in |- *; intro; rewrite H7 in r; elim (Rlt_irrefl _ r).
unfold Rdiv in |- *; replace (S n) with (n + 1)%nat; [ idtac | ring ].
rewrite pow_add.
simpl in |- *.
rewrite Rmult_1_r.
rewrite Rinv_mult_distr.
replace (An (n + 1)%nat * (x ^ n * x) * (/ An n * / x ^ n)) with
(An (n + 1)%nat * / An n * x * (x ^ n * / x ^ n));
[ idtac | ring ].
rewrite <- Rinv_r_sym.
rewrite Rmult_1_r; reflexivity.
apply pow_nonzero.
red in |- *; intro; rewrite H7 in r; elim (Rlt_irrefl _ r).
apply H0.
apply pow_nonzero.
red in |- *; intro; rewrite H7 in r; elim (Rlt_irrefl _ r).
unfold Rdiv in |- *; apply Rmult_lt_0_compat.
assumption.
apply Rinv_0_lt_compat; apply Rabs_pos_lt.
red in |- *; intro H7; rewrite H7 in r; elim (Rlt_irrefl _ r).
Qed.
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