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(************************************************************************)
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(* v * The Coq Proof Assistant / The Coq Development Team *)
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(* <O___,, * CNRS-Ecole Polytechnique-INRIA Futurs-Universite Paris Sud *)
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(* \VV/ **************************************************************)
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(* // * This file is distributed under the terms of the *)
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(* * GNU Lesser General Public License Version 2.1 *)
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(************************************************************************)
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(*i $Id: Rderiv.v 10710 2008-03-23 09:24:09Z herbelin $ i*)
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(*********************************************************)
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(** Definition of the derivative,continuity *)
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(*********************************************************)
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Require Import Rfunctions.
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Require Import Rlimit.
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Require Import Fourier.
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Require Import Classical_Prop.
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Require Import Classical_Pred_Type.
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Open Local Scope R_scope.
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Definition D_x (D:R -> Prop) (y x:R) : Prop := D x /\ y <> x.
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Definition continue_in (f:R -> R) (D:R -> Prop) (x0:R) : Prop :=
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limit1_in f (D_x D x0) (f x0) x0.
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Definition D_in (f d:R -> R) (D:R -> Prop) (x0:R) : Prop :=
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limit1_in (fun x:R => (f x - f x0) / (x - x0)) (D_x D x0) (d x0) x0.
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forall (f d:R -> R) (D:R -> Prop) (x0:R),
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D_in f d D x0 -> continue_in f D x0.
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unfold continue_in in |- *; unfold D_in in |- *; unfold limit1_in in |- *;
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unfold limit_in in |- *; unfold Rdiv in |- *; simpl in |- *;
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intros; elim (H eps H0); clear H; intros; elim H;
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clear H; intros; elim (Req_dec (d x0) 0); intro.
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split with (Rmin 1 x); split.
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elim (Rmin_Rgt 1 x 0); intros a b; apply (b (conj Rlt_0_1 H)).
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intros; elim H3; clear H3; intros;
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generalize (let (H1, H2) := Rmin_Rgt 1 x (R_dist x1 x0) in H1);
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unfold Rgt in |- *; intro; elim (H5 H4); clear H5;
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intros; generalize (H1 x1 (conj H3 H6)); clear H1;
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intro; unfold D_x in H3; elim H3; intros.
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rewrite H2 in H1; unfold R_dist in |- *; unfold R_dist in H1;
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cut (Rabs (f x1 - f x0) < eps * Rabs (x1 - x0)).
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intro; unfold R_dist in H5;
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generalize (Rmult_lt_compat_l eps (Rabs (x1 - x0)) 1 H0 H5);
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rewrite Rmult_1_r; intro; apply Rlt_trans with (r2 := eps * Rabs (x1 - x0));
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rewrite (Rminus_0_r ((f x1 - f x0) * / (x1 - x0))) in H1;
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rewrite Rabs_mult in H1; cut (x1 - x0 <> 0).
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intro; rewrite (Rabs_Rinv (x1 - x0) H9) in H1;
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(Rmult_lt_compat_l (Rabs (x1 - x0)) (Rabs (f x1 - f x0) * / Rabs (x1 - x0))
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eps (Rabs_pos_lt (x1 - x0) H9) H1); intro; rewrite Rmult_comm in H10;
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rewrite Rmult_assoc in H10; rewrite Rinv_l in H10.
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rewrite Rmult_1_r in H10; rewrite Rmult_comm; assumption.
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apply Rabs_no_R0; auto.
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apply Rminus_eq_contra; auto.
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split with (Rmin (Rmin (/ 2) x) (eps * / Rabs (2 * d x0))); split.
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cut (Rmin (/ 2) x > 0).
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cut (eps * / Rabs (2 * d x0) > 0).
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intros; elim (Rmin_Rgt (Rmin (/ 2) x) (eps * / Rabs (2 * d x0)) 0);
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intros a b; apply (b (conj H4 H3)).
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apply Rmult_gt_0_compat; auto.
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unfold Rgt in |- *; apply Rinv_0_lt_compat; apply Rabs_pos_lt;
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apply Rmult_integral_contrapositive; split.
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elim (Rmin_Rgt (/ 2) x 0); intros a b; cut (0 < 2).
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intro; generalize (Rinv_0_lt_compat 2 H3); intro; fold (/ 2 > 0) in H4;
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apply (b (conj H4 H)).
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intros; elim H3; clear H3; intros;
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Rmin_Rgt (Rmin (/ 2) x) (eps * / Rabs (2 * d x0)) (R_dist x1 x0) in
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H1); unfold Rgt in |- *; intro; elim (H5 H4); clear H5;
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intros; generalize (let (H1, H2) := Rmin_Rgt (/ 2) x (R_dist x1 x0) in H1);
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unfold Rgt in |- *; intro; elim (H7 H5); clear H7;
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intros; clear H4 H5; generalize (H1 x1 (conj H3 H8));
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clear H1; intro; unfold D_x in H3; elim H3; intros;
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generalize (sym_not_eq H5); clear H5; intro H5;
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generalize (Rminus_eq_contra x1 x0 H5); intro; generalize H1;
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pattern (d x0) at 1 in |- *;
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rewrite <- (let (H1, H2) := Rmult_ne (d x0) in H2);
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rewrite <- (Rinv_l (x1 - x0) H9); unfold R_dist in |- *;
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unfold Rminus at 1 in |- *; rewrite (Rmult_comm (f x1 - f x0) (/ (x1 - x0)));
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rewrite (Rmult_comm (/ (x1 - x0) * (x1 - x0)) (d x0));
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rewrite <- (Ropp_mult_distr_l_reverse (d x0) (/ (x1 - x0) * (x1 - x0)));
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rewrite (Rmult_comm (- d x0) (/ (x1 - x0) * (x1 - x0)));
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rewrite (Rmult_assoc (/ (x1 - x0)) (x1 - x0) (- d x0));
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(Rmult_plus_distr_l (/ (x1 - x0)) (f x1 - f x0) ((x1 - x0) * - d x0))
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; rewrite (Rabs_mult (/ (x1 - x0)) (f x1 - f x0 + (x1 - x0) * - d x0));
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(Rmult_lt_compat_l (Rabs (x1 - x0))
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(Rabs (/ (x1 - x0)) * Rabs (f x1 - f x0 + (x1 - x0) * - d x0)) eps
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(Rabs_pos_lt (x1 - x0) H9) H1);
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(Rmult_assoc (Rabs (x1 - x0)) (Rabs (/ (x1 - x0)))
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(Rabs (f x1 - f x0 + (x1 - x0) * - d x0)));
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rewrite (Rabs_Rinv (x1 - x0) H9);
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rewrite (Rinv_r (Rabs (x1 - x0)) (Rabs_no_R0 (x1 - x0) H9));
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(let (H1, H2) := Rmult_ne (Rabs (f x1 - f x0 + (x1 - x0) * - d x0)) in H2)
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; generalize (Rabs_triang_inv (f x1 - f x0) ((x1 - x0) * d x0));
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intro; rewrite (Rmult_comm (x1 - x0) (- d x0));
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rewrite (Ropp_mult_distr_l_reverse (d x0) (x1 - x0));
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fold (f x1 - f x0 - d x0 * (x1 - x0)) in |- *;
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rewrite (Rmult_comm (x1 - x0) (d x0)) in H10; clear H1;
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(Rle_lt_trans (Rabs (f x1 - f x0) - Rabs (d x0 * (x1 - x0)))
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(Rabs (f x1 - f x0 - d x0 * (x1 - x0))) (Rabs (x1 - x0) * eps) H10 H1);
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(Rplus_lt_compat_l (Rabs (d x0 * (x1 - x0)))
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(Rabs (f x1 - f x0) - Rabs (d x0 * (x1 - x0))) (
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Rabs (x1 - x0) * eps) H1); unfold Rminus at 2 in |- *;
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rewrite (Rplus_comm (Rabs (f x1 - f x0)) (- Rabs (d x0 * (x1 - x0))));
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(Rplus_assoc (Rabs (d x0 * (x1 - x0))) (- Rabs (d x0 * (x1 - x0)))
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(Rabs (f x1 - f x0))); rewrite (Rplus_opp_r (Rabs (d x0 * (x1 - x0))));
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rewrite (let (H1, H2) := Rplus_ne (Rabs (f x1 - f x0)) in H2);
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clear H1; intro; cut (Rabs (d x0 * (x1 - x0)) + Rabs (x1 - x0) * eps < eps).
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(Rlt_trans (Rabs (f x1 - f x0))
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(Rabs (d x0 * (x1 - x0)) + Rabs (x1 - x0) * eps) eps H1 H11).
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clear H1 H5 H3 H10; generalize (Rabs_pos_lt (d x0) H2); intro;
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generalize (Rmult_lt_compat_l eps (R_dist x1 x0) (/ 2) H0 H7);
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(Rmult_lt_compat_l (Rabs (d x0)) (R_dist x1 x0) (
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eps * / Rabs (2 * d x0)) H1 H6); clear H6; intro;
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rewrite (Rmult_comm eps (R_dist x1 x0)) in H3; unfold R_dist in H3, H5;
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rewrite <- (Rabs_mult (d x0) (x1 - x0)) in H5;
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rewrite (Rabs_mult 2 (d x0)) in H5; cut (Rabs 2 <> 0).
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intro; fold (Rabs (d x0) > 0) in H1;
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(Rinv_mult_distr (Rabs 2) (Rabs (d x0)) H6
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(Rlt_dichotomy_converse (Rabs (d x0)) 0 (or_intror (Rabs (d x0) < 0) H1)))
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rewrite (Rmult_comm (Rabs (d x0)) (eps * (/ Rabs 2 * / Rabs (d x0)))) in H5;
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rewrite <- (Rmult_assoc eps (/ Rabs 2) (/ Rabs (d x0))) in H5;
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rewrite (Rmult_assoc (eps * / Rabs 2) (/ Rabs (d x0)) (Rabs (d x0))) in H5;
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(Rinv_l (Rabs (d x0))
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(Rlt_dichotomy_converse (Rabs (d x0)) 0 (or_intror (Rabs (d x0) < 0) H1)))
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in H5; rewrite (let (H1, H2) := Rmult_ne (eps * / Rabs 2) in H1) in H5;
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intro; rewrite H7 in H5;
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(Rplus_lt_compat (Rabs (d x0 * (x1 - x0))) (eps * / 2)
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(Rabs (x1 - x0) * eps) (eps * / 2) H5 H3); intro;
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rewrite eps2 in H10; assumption.
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unfold Rabs in |- *; case (Rcase_abs 2); auto.
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intro; generalize (Rlt_asym 0 2 H7); intro; elimtype False; auto.
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forall (D:R -> Prop) (y x0:R), D_in (fun x:R => y) (fun x:R => 0) D x0.
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unfold D_in in |- *; intros; unfold limit1_in in |- *;
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unfold limit_in in |- *; unfold Rdiv in |- *; intros;
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simpl in |- *; split with eps; split; auto.
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intros; rewrite (Rminus_diag_eq y y (refl_equal y)); rewrite Rmult_0_l;
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unfold R_dist in |- *; rewrite (Rminus_diag_eq 0 0 (refl_equal 0));
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unfold Rabs in |- *; case (Rcase_abs 0); intro.
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absurd (0 < 0); auto.
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red in |- *; intro; apply (Rlt_irrefl 0 H1).
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unfold Rgt in H0; assumption.
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forall (D:R -> Prop) (x0:R), D_in (fun x:R => x) (fun x:R => 1) D x0.
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unfold D_in in |- *; unfold Rdiv in |- *; intros; unfold limit1_in in |- *;
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unfold limit_in in |- *; intros; simpl in |- *; split with eps;
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intros; elim H0; clear H0; intros; unfold D_x in H0; elim H0; intros;
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rewrite (Rinv_r (x - x0) (Rminus_eq_contra x x0 (sym_not_eq H3)));
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unfold R_dist in |- *; rewrite (Rminus_diag_eq 1 1 (refl_equal 1));
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unfold Rabs in |- *; case (Rcase_abs 0); intro.
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absurd (0 < 0); auto.
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red in |- *; intro; apply (Rlt_irrefl 0 r).
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unfold Rgt in H; assumption.
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forall (D:R -> Prop) (df dg f g:R -> R) (x0:R),
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D_in (fun x:R => f x + g x) (fun x:R => df x + dg x) D x0.
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unfold D_in in |- *; intros;
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(limit_plus (fun x:R => (f x - f x0) * / (x - x0))
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(fun x:R => (g x - g x0) * / (x - x0)) (D_x D x0) (
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df x0) (dg x0) x0 H H0); clear H H0; unfold limit1_in in |- *;
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unfold limit_in in |- *; simpl in |- *; intros; elim (H eps H0);
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clear H; intros; elim H; clear H; intros; split with x;
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split; auto; intros; generalize (H1 x1 H2); clear H1;
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intro; rewrite (Rmult_comm (f x1 - f x0) (/ (x1 - x0))) in H1;
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rewrite (Rmult_comm (g x1 - g x0) (/ (x1 - x0))) in H1;
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rewrite <- (Rmult_plus_distr_l (/ (x1 - x0)) (f x1 - f x0) (g x1 - g x0))
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rewrite (Rmult_comm (/ (x1 - x0)) (f x1 - f x0 + (g x1 - g x0))) in H1;
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cut (f x1 - f x0 + (g x1 - g x0) = f x1 + g x1 - (f x0 + g x0)).
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intro; rewrite H3 in H1; assumption.
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forall (D:R -> Prop) (df dg f g:R -> R) (x0:R),
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D_in (fun x:R => f x * g x) (fun x:R => df x * g x + f x * dg x) D x0.
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intros; unfold D_in in |- *; generalize H H0; intros; unfold D_in in H, H0;
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generalize (cont_deriv f df D x0 H1); unfold continue_in in |- *;
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(limit_mul (fun x:R => (g x - g x0) * / (x - x0)) (
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fun x:R => f x) (D_x D x0) (dg x0) (f x0) x0 H0 H3);
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intro; cut (limit1_in (fun x:R => g x0) (D_x D x0) (g x0) x0).
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(limit_mul (fun x:R => (f x - f x0) * / (x - x0)) (
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fun _:R => g x0) (D_x D x0) (df x0) (g x0) x0 H H5);
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clear H H0 H1 H2 H3 H5; intro;
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(limit_plus (fun x:R => (f x - f x0) * / (x - x0) * g x0)
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(fun x:R => (g x - g x0) * / (x - x0) * f x) (
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D_x D x0) (df x0 * g x0) (dg x0 * f x0) x0 H H4);
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clear H4 H; intro; unfold limit1_in in H; unfold limit_in in H;
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simpl in H; unfold limit1_in in |- *; unfold limit_in in |- *;
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simpl in |- *; intros; elim (H eps H0); clear H; intros;
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elim H; clear H; intros; split with x; split; auto;
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intros; generalize (H1 x1 H2); clear H1; intro;
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rewrite (Rmult_comm (f x1 - f x0) (/ (x1 - x0))) in H1;
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rewrite (Rmult_comm (g x1 - g x0) (/ (x1 - x0))) in H1;
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rewrite (Rmult_assoc (/ (x1 - x0)) (f x1 - f x0) (g x0)) in H1;
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rewrite (Rmult_assoc (/ (x1 - x0)) (g x1 - g x0) (f x1)) in H1;
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(Rmult_plus_distr_l (/ (x1 - x0)) ((f x1 - f x0) * g x0)
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((g x1 - g x0) * f x1)) in H1;
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(Rmult_comm (/ (x1 - x0)) ((f x1 - f x0) * g x0 + (g x1 - g x0) * f x1))
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in H1; rewrite (Rmult_comm (dg x0) (f x0)) in H1;
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((f x1 - f x0) * g x0 + (g x1 - g x0) * f x1 = f x1 * g x1 - f x0 * g x0).
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intro; rewrite H3 in H1; assumption.
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unfold limit1_in in |- *; unfold limit_in in |- *; simpl in |- *; intros;
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split with eps; split; auto; intros; elim (R_dist_refl (g x0) (g x0));
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intros a b; rewrite (b (refl_equal (g x0))); unfold Rgt in H;
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forall (D:R -> Prop) (f df:R -> R) (x0 a:R),
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D_in f df D x0 -> D_in (fun x:R => a * f x) (fun x:R => a * df x) D x0.
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generalize (Dmult D (fun _:R => 0) df (fun _:R => a) f x0 (Dconst D a x0) H);
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unfold D_in in |- *; intros; rewrite (Rmult_0_l (f x0)) in H0;
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rewrite (let (H1, H2) := Rplus_ne (a * df x0) in H2) in H0;
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forall (D:R -> Prop) (f df:R -> R) (x0:R),
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D_in f df D x0 -> D_in (fun x:R => - f x) (fun x:R => - df x) D x0.
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intros; generalize (Dmult_const D f df x0 (-1) H); unfold D_in in |- *;
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unfold limit1_in in |- *; unfold limit_in in |- *;
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intros; generalize (H0 eps H1); clear H0; intro; elim H0;
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clear H0; intros; elim H0; clear H0; simpl in |- *;
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intros; split with x; split; auto.
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intros; generalize (H2 x1 H3); clear H2; intro;
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rewrite Ropp_mult_distr_l_reverse in H2;
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rewrite Ropp_mult_distr_l_reverse in H2;
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rewrite Ropp_mult_distr_l_reverse in H2;
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rewrite (let (H1, H2) := Rmult_ne (f x1) in H2) in H2;
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rewrite (let (H1, H2) := Rmult_ne (f x0) in H2) in H2;
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rewrite (let (H1, H2) := Rmult_ne (df x0) in H2) in H2;
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forall (D:R -> Prop) (df dg f g:R -> R) (x0:R),
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D_in (fun x:R => f x - g x) (fun x:R => df x - dg x) D x0.
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unfold Rminus in |- *; intros; generalize (Dopp D g dg x0 H0); intro;
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apply (Dadd D df (fun x:R => - dg x) f (fun x:R => - g x) x0);
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forall (n:nat) (D:R -> Prop) (x0:R),
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D_in (fun x:R => x ^ n) (fun x:R => INR n * x ^ (n - 1)) D x0.
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simple induction n; intros.
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simpl in |- *; rewrite Rmult_0_l; apply Dconst.
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intros; cut (n0 = (S n0 - 1)%nat);
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[ intro a; rewrite <- a; clear a | simpl in |- *; apply minus_n_O ].
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(Dmult D (fun _:R => 1) (fun x:R => INR n0 * x ^ (n0 - 1)) (
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fun x:R => x) (fun x:R => x ^ n0) x0 (Dx D x0) (
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H D x0)); unfold D_in in |- *; unfold limit1_in in |- *;
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unfold limit_in in |- *; simpl in |- *; intros; elim (H0 eps H1);
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clear H0; intros; elim H0; clear H0; intros; split with x;
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intros; generalize (H2 x1 H3); clear H2 H3; intro;
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rewrite (let (H1, H2) := Rmult_ne (x0 ^ n0) in H2) in H2;
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rewrite (tech_pow_Rmult x1 n0) in H2; rewrite (tech_pow_Rmult x0 n0) in H2;
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rewrite (Rmult_comm (INR n0) (x0 ^ (n0 - 1))) in H2;
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rewrite <- (Rmult_assoc x0 (x0 ^ (n0 - 1)) (INR n0)) in H2;
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rewrite (tech_pow_Rmult x0 (n0 - 1)) in H2; elim (classic (n0 = 0%nat));
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rewrite cond in H2; rewrite cond; simpl in H2; simpl in |- *;
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cut (1 + x0 * 1 * 0 = 1 * 1);
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[ intro A; rewrite A in H2; assumption | ring ].
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cut (n0 <> 0%nat -> S (n0 - 1) = n0); [ intro | omega ];
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rewrite (H3 cond) in H2; rewrite (Rmult_comm (x0 ^ n0) (INR n0)) in H2;
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rewrite (tech_pow_Rplus x0 n0 n0) in H2; assumption.
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forall (Df Dg:R -> Prop) (df dg f g:R -> R) (x0:R),
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D_in g dg Dg (f x0) ->
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D_in (fun x:R => g (f x)) (fun x:R => df x * dg (f x)) (Dgf Df Dg f) x0.
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intros Df Dg df dg f g x0 H H0; generalize H H0; unfold D_in in |- *;
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unfold Rdiv in |- *; intros;
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(limit_comp f (fun x:R => (g x - g (f x0)) * / (x - f x0)) (
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D_x Df x0) (D_x Dg (f x0)) (f x0) (dg (f x0)) x0);
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intro; generalize (cont_deriv f df Df x0 H); intro;
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unfold continue_in in H4; generalize (H3 H4 H2); clear H3;
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(limit_mul (fun x:R => (g (f x) - g (f x0)) * / (f x - f x0))
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(fun x:R => (f x - f x0) * / (x - x0))
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(Dgf (D_x Df x0) (D_x Dg (f x0)) f) (dg (f x0)) (
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df x0) x0 H3); intro;
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(limit1_in (fun x:R => (f x - f x0) * / (x - x0))
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(Dgf (D_x Df x0) (D_x Dg (f x0)) f) (df x0) x0).
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intro; generalize (H5 H6); clear H5; intro;
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(limit_mul (fun x:R => (f x - f x0) * / (x - x0)) (
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fun x:R => dg (f x0)) (D_x Df x0) (df x0) (dg (f x0)) x0 H1
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(limit_free (fun x:R => dg (f x0)) (D_x Df x0) x0 x0));
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intro; unfold limit1_in in |- *; unfold limit_in in |- *;
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simpl in |- *; unfold limit1_in in H5, H7; unfold limit_in in H5, H7;
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simpl in H5, H7; intros; elim (H5 eps H8); elim (H7 eps H8);
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clear H5 H7; intros; elim H5; elim H7; clear H5 H7;
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intros; split with (Rmin x x1); split.
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elim (Rmin_Rgt x x1 0); intros a b; apply (b (conj H9 H5)); clear a b.
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intros; elim H11; clear H11; intros; elim (Rmin_Rgt x x1 (R_dist x2 x0));
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intros a b; clear b; unfold Rgt in a; elim (a H12);
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clear H5 a; intros; unfold D_x, Dgf in H11, H7, H10;
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clear H12; elim (classic (f x2 = f x0)); intro.
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elim H11; clear H11; intros; elim H11; clear H11; intros;
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generalize (H10 x2 (conj (conj H11 H14) H5)); intro;
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rewrite (Rminus_diag_eq (f x2) (f x0) H12) in H16;
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rewrite (Rmult_0_l (/ (x2 - x0))) in H16;
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rewrite (Rmult_0_l (dg (f x0))) in H16; rewrite H12;
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rewrite (Rminus_diag_eq (g (f x0)) (g (f x0)) (refl_equal (g (f x0))));
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rewrite (Rmult_0_l (/ (x2 - x0))); assumption.
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clear H10 H5; elim H11; clear H11; intros; elim H5; clear H5; intros;
404
(((Df x2 /\ x0 <> x2) /\ Dg (f x2) /\ f x0 <> f x2) /\ R_dist x2 x0 < x1);
405
auto; intro; generalize (H7 x2 H14); intro;
406
generalize (Rminus_eq_contra (f x2) (f x0) H12); intro;
408
(Rmult_assoc (g (f x2) - g (f x0)) (/ (f x2 - f x0))
409
((f x2 - f x0) * / (x2 - x0))) in H15;
410
rewrite <- (Rmult_assoc (/ (f x2 - f x0)) (f x2 - f x0) (/ (x2 - x0)))
411
in H15; rewrite (Rinv_l (f x2 - f x0) H16) in H15;
412
rewrite (let (H1, H2) := Rmult_ne (/ (x2 - x0)) in H2) in H15;
413
rewrite (Rmult_comm (df x0) (dg (f x0))); assumption.
414
clear H5 H3 H4 H2; unfold limit1_in in |- *; unfold limit_in in |- *;
415
simpl in |- *; unfold limit1_in in H1; unfold limit_in in H1;
416
simpl in H1; intros; elim (H1 eps H2); clear H1; intros;
417
elim H1; clear H1; intros; split with x; split; auto;
418
intros; unfold D_x, Dgf in H4, H3; elim H4; clear H4;
419
intros; elim H4; clear H4; intros; exact (H3 x1 (conj H4 H5)).
424
forall (n:nat) (D:R -> Prop) (x0:R) (expr dexpr:R -> R),
425
D_in expr dexpr D x0 ->
426
D_in (fun x:R => expr x ^ n)
427
(fun x:R => INR n * expr x ^ (n - 1) * dexpr x) (
430
intros n D x0 expr dexpr H;
432
(Dcomp D D dexpr (fun x:R => INR n * x ^ (n - 1)) expr (
433
fun x:R => x ^ n) x0 H (Dx_pow_n n D (expr x0)));
434
intro; unfold D_in in |- *; unfold limit1_in in |- *;
435
unfold limit_in in |- *; simpl in |- *; intros; unfold D_in in H0;
436
unfold limit1_in in H0; unfold limit_in in H0; simpl in H0;
437
elim (H0 eps H1); clear H0; intros; elim H0; clear H0;
438
intros; split with x; split; intros; auto.
440
(dexpr x0 * (INR n * expr x0 ^ (n - 1)) =
441
INR n * expr x0 ^ (n - 1) * dexpr x0);
442
[ intro Rew; rewrite <- Rew; exact (H2 x1 H3) | ring ].