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/- | |
Copyright (c) 2019 Gabriel Ebner. All rights reserved. | |
Released under Apache 2.0 license as described in the file LICENSE. | |
Authors: Gabriel Ebner, Sébastien Gouëzel | |
-/ | |
import analysis.calculus.fderiv | |
import data.polynomial.derivative | |
import linear_algebra.affine_space.slope | |
/-! | |
# One-dimensional derivatives | |
This file defines the derivative of a function `f : 𝕜 → F` where `𝕜` is a | |
normed field and `F` is a normed space over this field. The derivative of | |
such a function `f` at a point `x` is given by an element `f' : F`. | |
The theory is developed analogously to the [Fréchet | |
derivatives](./fderiv.html). We first introduce predicates defined in terms | |
of the corresponding predicates for Fréchet derivatives: | |
- `has_deriv_at_filter f f' x L` states that the function `f` has the | |
derivative `f'` at the point `x` as `x` goes along the filter `L`. | |
- `has_deriv_within_at f f' s x` states that the function `f` has the | |
derivative `f'` at the point `x` within the subset `s`. | |
- `has_deriv_at f f' x` states that the function `f` has the derivative `f'` | |
at the point `x`. | |
- `has_strict_deriv_at f f' x` states that the function `f` has the derivative `f'` | |
at the point `x` in the sense of strict differentiability, i.e., | |
`f y - f z = (y - z) • f' + o (y - z)` as `y, z → x`. | |
For the last two notions we also define a functional version: | |
- `deriv_within f s x` is a derivative of `f` at `x` within `s`. If the | |
derivative does not exist, then `deriv_within f s x` equals zero. | |
- `deriv f x` is a derivative of `f` at `x`. If the derivative does not | |
exist, then `deriv f x` equals zero. | |
The theorems `fderiv_within_deriv_within` and `fderiv_deriv` show that the | |
one-dimensional derivatives coincide with the general Fréchet derivatives. | |
We also show the existence and compute the derivatives of: | |
- constants | |
- the identity function | |
- linear maps | |
- addition | |
- sum of finitely many functions | |
- negation | |
- subtraction | |
- multiplication | |
- inverse `x → x⁻¹` | |
- multiplication of two functions in `𝕜 → 𝕜` | |
- multiplication of a function in `𝕜 → 𝕜` and of a function in `𝕜 → E` | |
- composition of a function in `𝕜 → F` with a function in `𝕜 → 𝕜` | |
- composition of a function in `F → E` with a function in `𝕜 → F` | |
- inverse function (assuming that it exists; the inverse function theorem is in `inverse.lean`) | |
- division | |
- polynomials | |
For most binary operations we also define `const_op` and `op_const` theorems for the cases when | |
the first or second argument is a constant. This makes writing chains of `has_deriv_at`'s easier, | |
and they more frequently lead to the desired result. | |
We set up the simplifier so that it can compute the derivative of simple functions. For instance, | |
```lean | |
example (x : ℝ) : deriv (λ x, cos (sin x) * exp x) x = (cos(sin(x))-sin(sin(x))*cos(x))*exp(x) := | |
by { simp, ring } | |
``` | |
## Implementation notes | |
Most of the theorems are direct restatements of the corresponding theorems | |
for Fréchet derivatives. | |
The strategy to construct simp lemmas that give the simplifier the possibility to compute | |
derivatives is the same as the one for differentiability statements, as explained in `fderiv.lean`. | |
See the explanations there. | |
-/ | |
universes u v w | |
noncomputable theory | |
open_locale classical topological_space big_operators filter ennreal polynomial | |
open filter asymptotics set | |
open continuous_linear_map (smul_right smul_right_one_eq_iff) | |
variables {𝕜 : Type u} [nontrivially_normed_field 𝕜] | |
section | |
variables {F : Type v} [normed_add_comm_group F] [normed_space 𝕜 F] | |
variables {E : Type w} [normed_add_comm_group E] [normed_space 𝕜 E] | |
/-- | |
`f` has the derivative `f'` at the point `x` as `x` goes along the filter `L`. | |
That is, `f x' = f x + (x' - x) • f' + o(x' - x)` where `x'` converges along the filter `L`. | |
-/ | |
def has_deriv_at_filter (f : 𝕜 → F) (f' : F) (x : 𝕜) (L : filter 𝕜) := | |
has_fderiv_at_filter f (smul_right (1 : 𝕜 →L[𝕜] 𝕜) f') x L | |
/-- | |
`f` has the derivative `f'` at the point `x` within the subset `s`. | |
That is, `f x' = f x + (x' - x) • f' + o(x' - x)` where `x'` converges to `x` inside `s`. | |
-/ | |
def has_deriv_within_at (f : 𝕜 → F) (f' : F) (s : set 𝕜) (x : 𝕜) := | |
has_deriv_at_filter f f' x (𝓝[s] x) | |
/-- | |
`f` has the derivative `f'` at the point `x`. | |
That is, `f x' = f x + (x' - x) • f' + o(x' - x)` where `x'` converges to `x`. | |
-/ | |
def has_deriv_at (f : 𝕜 → F) (f' : F) (x : 𝕜) := | |
has_deriv_at_filter f f' x (𝓝 x) | |
/-- `f` has the derivative `f'` at the point `x` in the sense of strict differentiability. | |
That is, `f y - f z = (y - z) • f' + o(y - z)` as `y, z → x`. -/ | |
def has_strict_deriv_at (f : 𝕜 → F) (f' : F) (x : 𝕜) := | |
has_strict_fderiv_at f (smul_right (1 : 𝕜 →L[𝕜] 𝕜) f') x | |
/-- | |
Derivative of `f` at the point `x` within the set `s`, if it exists. Zero otherwise. | |
If the derivative exists (i.e., `∃ f', has_deriv_within_at f f' s x`), then | |
`f x' = f x + (x' - x) • deriv_within f s x + o(x' - x)` where `x'` converges to `x` inside `s`. | |
-/ | |
def deriv_within (f : 𝕜 → F) (s : set 𝕜) (x : 𝕜) := | |
fderiv_within 𝕜 f s x 1 | |
/-- | |
Derivative of `f` at the point `x`, if it exists. Zero otherwise. | |
If the derivative exists (i.e., `∃ f', has_deriv_at f f' x`), then | |
`f x' = f x + (x' - x) • deriv f x + o(x' - x)` where `x'` converges to `x`. | |
-/ | |
def deriv (f : 𝕜 → F) (x : 𝕜) := | |
fderiv 𝕜 f x 1 | |
variables {f f₀ f₁ g : 𝕜 → F} | |
variables {f' f₀' f₁' g' : F} | |
variables {x : 𝕜} | |
variables {s t : set 𝕜} | |
variables {L L₁ L₂ : filter 𝕜} | |
/-- Expressing `has_fderiv_at_filter f f' x L` in terms of `has_deriv_at_filter` -/ | |
lemma has_fderiv_at_filter_iff_has_deriv_at_filter {f' : 𝕜 →L[𝕜] F} : | |
has_fderiv_at_filter f f' x L ↔ has_deriv_at_filter f (f' 1) x L := | |
by simp [has_deriv_at_filter] | |
lemma has_fderiv_at_filter.has_deriv_at_filter {f' : 𝕜 →L[𝕜] F} : | |
has_fderiv_at_filter f f' x L → has_deriv_at_filter f (f' 1) x L := | |
has_fderiv_at_filter_iff_has_deriv_at_filter.mp | |
/-- Expressing `has_fderiv_within_at f f' s x` in terms of `has_deriv_within_at` -/ | |
lemma has_fderiv_within_at_iff_has_deriv_within_at {f' : 𝕜 →L[𝕜] F} : | |
has_fderiv_within_at f f' s x ↔ has_deriv_within_at f (f' 1) s x := | |
has_fderiv_at_filter_iff_has_deriv_at_filter | |
/-- Expressing `has_deriv_within_at f f' s x` in terms of `has_fderiv_within_at` -/ | |
lemma has_deriv_within_at_iff_has_fderiv_within_at {f' : F} : | |
has_deriv_within_at f f' s x ↔ | |
has_fderiv_within_at f (smul_right (1 : 𝕜 →L[𝕜] 𝕜) f') s x := | |
iff.rfl | |
lemma has_fderiv_within_at.has_deriv_within_at {f' : 𝕜 →L[𝕜] F} : | |
has_fderiv_within_at f f' s x → has_deriv_within_at f (f' 1) s x := | |
has_fderiv_within_at_iff_has_deriv_within_at.mp | |
lemma has_deriv_within_at.has_fderiv_within_at {f' : F} : | |
has_deriv_within_at f f' s x → has_fderiv_within_at f (smul_right (1 : 𝕜 →L[𝕜] 𝕜) f') s x := | |
has_deriv_within_at_iff_has_fderiv_within_at.mp | |
/-- Expressing `has_fderiv_at f f' x` in terms of `has_deriv_at` -/ | |
lemma has_fderiv_at_iff_has_deriv_at {f' : 𝕜 →L[𝕜] F} : | |
has_fderiv_at f f' x ↔ has_deriv_at f (f' 1) x := | |
has_fderiv_at_filter_iff_has_deriv_at_filter | |
lemma has_fderiv_at.has_deriv_at {f' : 𝕜 →L[𝕜] F} : | |
has_fderiv_at f f' x → has_deriv_at f (f' 1) x := | |
has_fderiv_at_iff_has_deriv_at.mp | |
lemma has_strict_fderiv_at_iff_has_strict_deriv_at {f' : 𝕜 →L[𝕜] F} : | |
has_strict_fderiv_at f f' x ↔ has_strict_deriv_at f (f' 1) x := | |
by simp [has_strict_deriv_at, has_strict_fderiv_at] | |
protected lemma has_strict_fderiv_at.has_strict_deriv_at {f' : 𝕜 →L[𝕜] F} : | |
has_strict_fderiv_at f f' x → has_strict_deriv_at f (f' 1) x := | |
has_strict_fderiv_at_iff_has_strict_deriv_at.mp | |
lemma has_strict_deriv_at_iff_has_strict_fderiv_at : | |
has_strict_deriv_at f f' x ↔ has_strict_fderiv_at f (smul_right (1 : 𝕜 →L[𝕜] 𝕜) f') x := | |
iff.rfl | |
alias has_strict_deriv_at_iff_has_strict_fderiv_at ↔ has_strict_deriv_at.has_strict_fderiv_at _ | |
/-- Expressing `has_deriv_at f f' x` in terms of `has_fderiv_at` -/ | |
lemma has_deriv_at_iff_has_fderiv_at {f' : F} : | |
has_deriv_at f f' x ↔ | |
has_fderiv_at f (smul_right (1 : 𝕜 →L[𝕜] 𝕜) f') x := | |
iff.rfl | |
alias has_deriv_at_iff_has_fderiv_at ↔ has_deriv_at.has_fderiv_at _ | |
lemma deriv_within_zero_of_not_differentiable_within_at | |
(h : ¬ differentiable_within_at 𝕜 f s x) : deriv_within f s x = 0 := | |
by { unfold deriv_within, rw fderiv_within_zero_of_not_differentiable_within_at, simp, assumption } | |
lemma differentiable_within_at_of_deriv_within_ne_zero (h : deriv_within f s x ≠ 0) : | |
differentiable_within_at 𝕜 f s x := | |
not_imp_comm.1 deriv_within_zero_of_not_differentiable_within_at h | |
lemma deriv_zero_of_not_differentiable_at (h : ¬ differentiable_at 𝕜 f x) : deriv f x = 0 := | |
by { unfold deriv, rw fderiv_zero_of_not_differentiable_at, simp, assumption } | |
lemma differentiable_at_of_deriv_ne_zero (h : deriv f x ≠ 0) : differentiable_at 𝕜 f x := | |
not_imp_comm.1 deriv_zero_of_not_differentiable_at h | |
theorem unique_diff_within_at.eq_deriv (s : set 𝕜) (H : unique_diff_within_at 𝕜 s x) | |
(h : has_deriv_within_at f f' s x) (h₁ : has_deriv_within_at f f₁' s x) : f' = f₁' := | |
smul_right_one_eq_iff.mp $ unique_diff_within_at.eq H h h₁ | |
theorem has_deriv_at_filter_iff_is_o : | |
has_deriv_at_filter f f' x L ↔ (λ x' : 𝕜, f x' - f x - (x' - x) • f') =o[L] (λ x', x' - x) := | |
iff.rfl | |
theorem has_deriv_at_filter_iff_tendsto : | |
has_deriv_at_filter f f' x L ↔ | |
tendsto (λ x' : 𝕜, ∥x' - x∥⁻¹ * ∥f x' - f x - (x' - x) • f'∥) L (𝓝 0) := | |
has_fderiv_at_filter_iff_tendsto | |
theorem has_deriv_within_at_iff_is_o : | |
has_deriv_within_at f f' s x | |
↔ (λ x' : 𝕜, f x' - f x - (x' - x) • f') =o[𝓝[s] x] (λ x', x' - x) := | |
iff.rfl | |
theorem has_deriv_within_at_iff_tendsto : has_deriv_within_at f f' s x ↔ | |
tendsto (λ x', ∥x' - x∥⁻¹ * ∥f x' - f x - (x' - x) • f'∥) (𝓝[s] x) (𝓝 0) := | |
has_fderiv_at_filter_iff_tendsto | |
theorem has_deriv_at_iff_is_o : | |
has_deriv_at f f' x ↔ (λ x' : 𝕜, f x' - f x - (x' - x) • f') =o[𝓝 x] (λ x', x' - x) := | |
iff.rfl | |
theorem has_deriv_at_iff_tendsto : has_deriv_at f f' x ↔ | |
tendsto (λ x', ∥x' - x∥⁻¹ * ∥f x' - f x - (x' - x) • f'∥) (𝓝 x) (𝓝 0) := | |
has_fderiv_at_filter_iff_tendsto | |
theorem has_strict_deriv_at.has_deriv_at (h : has_strict_deriv_at f f' x) : | |
has_deriv_at f f' x := | |
h.has_fderiv_at | |
/-- If the domain has dimension one, then Fréchet derivative is equivalent to the classical | |
definition with a limit. In this version we have to take the limit along the subset `-{x}`, | |
because for `y=x` the slope equals zero due to the convention `0⁻¹=0`. -/ | |
lemma has_deriv_at_filter_iff_tendsto_slope {x : 𝕜} {L : filter 𝕜} : | |
has_deriv_at_filter f f' x L ↔ tendsto (slope f x) (L ⊓ 𝓟 {x}ᶜ) (𝓝 f') := | |
begin | |
conv_lhs { simp only [has_deriv_at_filter_iff_tendsto, (norm_inv _).symm, | |
(norm_smul _ _).symm, tendsto_zero_iff_norm_tendsto_zero.symm] }, | |
conv_rhs { rw [← nhds_translation_sub f', tendsto_comap_iff] }, | |
refine (tendsto_inf_principal_nhds_iff_of_forall_eq $ by simp).symm.trans (tendsto_congr' _), | |
refine (eventually_principal.2 $ λ z hz, _).filter_mono inf_le_right, | |
simp only [(∘)], | |
rw [smul_sub, ← mul_smul, inv_mul_cancel (sub_ne_zero.2 hz), one_smul, slope_def_module] | |
end | |
lemma has_deriv_within_at_iff_tendsto_slope : | |
has_deriv_within_at f f' s x ↔ tendsto (slope f x) (𝓝[s \ {x}] x) (𝓝 f') := | |
begin | |
simp only [has_deriv_within_at, nhds_within, diff_eq, inf_assoc.symm, inf_principal.symm], | |
exact has_deriv_at_filter_iff_tendsto_slope | |
end | |
lemma has_deriv_within_at_iff_tendsto_slope' (hs : x ∉ s) : | |
has_deriv_within_at f f' s x ↔ tendsto (slope f x) (𝓝[s] x) (𝓝 f') := | |
begin | |
convert ← has_deriv_within_at_iff_tendsto_slope, | |
exact diff_singleton_eq_self hs | |
end | |
lemma has_deriv_at_iff_tendsto_slope : | |
has_deriv_at f f' x ↔ tendsto (slope f x) (𝓝[≠] x) (𝓝 f') := | |
has_deriv_at_filter_iff_tendsto_slope | |
theorem has_deriv_within_at_congr_set {s t u : set 𝕜} | |
(hu : u ∈ 𝓝 x) (h : s ∩ u = t ∩ u) : | |
has_deriv_within_at f f' s x ↔ has_deriv_within_at f f' t x := | |
by simp_rw [has_deriv_within_at, nhds_within_eq_nhds_within' hu h] | |
alias has_deriv_within_at_congr_set ↔ has_deriv_within_at.congr_set _ | |
@[simp] lemma has_deriv_within_at_diff_singleton : | |
has_deriv_within_at f f' (s \ {x}) x ↔ has_deriv_within_at f f' s x := | |
by simp only [has_deriv_within_at_iff_tendsto_slope, sdiff_idem] | |
@[simp] lemma has_deriv_within_at_Ioi_iff_Ici [partial_order 𝕜] : | |
has_deriv_within_at f f' (Ioi x) x ↔ has_deriv_within_at f f' (Ici x) x := | |
by rw [← Ici_diff_left, has_deriv_within_at_diff_singleton] | |
alias has_deriv_within_at_Ioi_iff_Ici ↔ | |
has_deriv_within_at.Ici_of_Ioi has_deriv_within_at.Ioi_of_Ici | |
@[simp] lemma has_deriv_within_at_Iio_iff_Iic [partial_order 𝕜] : | |
has_deriv_within_at f f' (Iio x) x ↔ has_deriv_within_at f f' (Iic x) x := | |
by rw [← Iic_diff_right, has_deriv_within_at_diff_singleton] | |
alias has_deriv_within_at_Iio_iff_Iic ↔ | |
has_deriv_within_at.Iic_of_Iio has_deriv_within_at.Iio_of_Iic | |
theorem has_deriv_within_at.Ioi_iff_Ioo [linear_order 𝕜] [order_closed_topology 𝕜] {x y : 𝕜} | |
(h : x < y) : | |
has_deriv_within_at f f' (Ioo x y) x ↔ has_deriv_within_at f f' (Ioi x) x := | |
has_deriv_within_at_congr_set (is_open_Iio.mem_nhds h) $ | |
by { rw [Ioi_inter_Iio, inter_eq_left_iff_subset], exact Ioo_subset_Iio_self } | |
alias has_deriv_within_at.Ioi_iff_Ioo ↔ | |
has_deriv_within_at.Ioi_of_Ioo has_deriv_within_at.Ioo_of_Ioi | |
theorem has_deriv_at_iff_is_o_nhds_zero : has_deriv_at f f' x ↔ | |
(λh, f (x + h) - f x - h • f') =o[𝓝 0] (λh, h) := | |
has_fderiv_at_iff_is_o_nhds_zero | |
theorem has_deriv_at_filter.mono (h : has_deriv_at_filter f f' x L₂) (hst : L₁ ≤ L₂) : | |
has_deriv_at_filter f f' x L₁ := | |
has_fderiv_at_filter.mono h hst | |
theorem has_deriv_within_at.mono (h : has_deriv_within_at f f' t x) (hst : s ⊆ t) : | |
has_deriv_within_at f f' s x := | |
has_fderiv_within_at.mono h hst | |
theorem has_deriv_at.has_deriv_at_filter (h : has_deriv_at f f' x) (hL : L ≤ 𝓝 x) : | |
has_deriv_at_filter f f' x L := | |
has_fderiv_at.has_fderiv_at_filter h hL | |
theorem has_deriv_at.has_deriv_within_at | |
(h : has_deriv_at f f' x) : has_deriv_within_at f f' s x := | |
has_fderiv_at.has_fderiv_within_at h | |
lemma has_deriv_within_at.differentiable_within_at (h : has_deriv_within_at f f' s x) : | |
differentiable_within_at 𝕜 f s x := | |
has_fderiv_within_at.differentiable_within_at h | |
lemma has_deriv_at.differentiable_at (h : has_deriv_at f f' x) : differentiable_at 𝕜 f x := | |
has_fderiv_at.differentiable_at h | |
@[simp] lemma has_deriv_within_at_univ : has_deriv_within_at f f' univ x ↔ has_deriv_at f f' x := | |
has_fderiv_within_at_univ | |
theorem has_deriv_at.unique | |
(h₀ : has_deriv_at f f₀' x) (h₁ : has_deriv_at f f₁' x) : f₀' = f₁' := | |
smul_right_one_eq_iff.mp $ h₀.has_fderiv_at.unique h₁ | |
lemma has_deriv_within_at_inter' (h : t ∈ 𝓝[s] x) : | |
has_deriv_within_at f f' (s ∩ t) x ↔ has_deriv_within_at f f' s x := | |
has_fderiv_within_at_inter' h | |
lemma has_deriv_within_at_inter (h : t ∈ 𝓝 x) : | |
has_deriv_within_at f f' (s ∩ t) x ↔ has_deriv_within_at f f' s x := | |
has_fderiv_within_at_inter h | |
lemma has_deriv_within_at.union (hs : has_deriv_within_at f f' s x) | |
(ht : has_deriv_within_at f f' t x) : | |
has_deriv_within_at f f' (s ∪ t) x := | |
hs.has_fderiv_within_at.union ht.has_fderiv_within_at | |
lemma has_deriv_within_at.nhds_within (h : has_deriv_within_at f f' s x) | |
(ht : s ∈ 𝓝[t] x) : has_deriv_within_at f f' t x := | |
(has_deriv_within_at_inter' ht).1 (h.mono (inter_subset_right _ _)) | |
lemma has_deriv_within_at.has_deriv_at (h : has_deriv_within_at f f' s x) (hs : s ∈ 𝓝 x) : | |
has_deriv_at f f' x := | |
has_fderiv_within_at.has_fderiv_at h hs | |
lemma differentiable_within_at.has_deriv_within_at (h : differentiable_within_at 𝕜 f s x) : | |
has_deriv_within_at f (deriv_within f s x) s x := | |
h.has_fderiv_within_at.has_deriv_within_at | |
lemma differentiable_at.has_deriv_at (h : differentiable_at 𝕜 f x) : has_deriv_at f (deriv f x) x := | |
h.has_fderiv_at.has_deriv_at | |
@[simp] lemma has_deriv_at_deriv_iff : has_deriv_at f (deriv f x) x ↔ differentiable_at 𝕜 f x := | |
⟨λ h, h.differentiable_at, λ h, h.has_deriv_at⟩ | |
@[simp] lemma has_deriv_within_at_deriv_within_iff : | |
has_deriv_within_at f (deriv_within f s x) s x ↔ differentiable_within_at 𝕜 f s x := | |
⟨λ h, h.differentiable_within_at, λ h, h.has_deriv_within_at⟩ | |
lemma differentiable_on.has_deriv_at (h : differentiable_on 𝕜 f s) (hs : s ∈ 𝓝 x) : | |
has_deriv_at f (deriv f x) x := | |
(h.has_fderiv_at hs).has_deriv_at | |
lemma has_deriv_at.deriv (h : has_deriv_at f f' x) : deriv f x = f' := | |
h.differentiable_at.has_deriv_at.unique h | |
lemma deriv_eq {f' : 𝕜 → F} (h : ∀ x, has_deriv_at f (f' x) x) : deriv f = f' := | |
funext $ λ x, (h x).deriv | |
lemma has_deriv_within_at.deriv_within | |
(h : has_deriv_within_at f f' s x) (hxs : unique_diff_within_at 𝕜 s x) : | |
deriv_within f s x = f' := | |
hxs.eq_deriv _ h.differentiable_within_at.has_deriv_within_at h | |
lemma fderiv_within_deriv_within : (fderiv_within 𝕜 f s x : 𝕜 → F) 1 = deriv_within f s x := | |
rfl | |
lemma deriv_within_fderiv_within : | |
smul_right (1 : 𝕜 →L[𝕜] 𝕜) (deriv_within f s x) = fderiv_within 𝕜 f s x := | |
by simp [deriv_within] | |
lemma fderiv_deriv : (fderiv 𝕜 f x : 𝕜 → F) 1 = deriv f x := | |
rfl | |
lemma deriv_fderiv : | |
smul_right (1 : 𝕜 →L[𝕜] 𝕜) (deriv f x) = fderiv 𝕜 f x := | |
by simp [deriv] | |
lemma differentiable_at.deriv_within (h : differentiable_at 𝕜 f x) | |
(hxs : unique_diff_within_at 𝕜 s x) : deriv_within f s x = deriv f x := | |
by { unfold deriv_within deriv, rw h.fderiv_within hxs } | |
theorem has_deriv_within_at.deriv_eq_zero (hd : has_deriv_within_at f 0 s x) | |
(H : unique_diff_within_at 𝕜 s x) : deriv f x = 0 := | |
(em' (differentiable_at 𝕜 f x)).elim deriv_zero_of_not_differentiable_at $ | |
λ h, H.eq_deriv _ h.has_deriv_at.has_deriv_within_at hd | |
lemma deriv_within_subset (st : s ⊆ t) (ht : unique_diff_within_at 𝕜 s x) | |
(h : differentiable_within_at 𝕜 f t x) : | |
deriv_within f s x = deriv_within f t x := | |
((differentiable_within_at.has_deriv_within_at h).mono st).deriv_within ht | |
@[simp] lemma deriv_within_univ : deriv_within f univ = deriv f := | |
by { ext, unfold deriv_within deriv, rw fderiv_within_univ } | |
lemma deriv_within_inter (ht : t ∈ 𝓝 x) (hs : unique_diff_within_at 𝕜 s x) : | |
deriv_within f (s ∩ t) x = deriv_within f s x := | |
by { unfold deriv_within, rw fderiv_within_inter ht hs } | |
lemma deriv_within_of_open (hs : is_open s) (hx : x ∈ s) : | |
deriv_within f s x = deriv f x := | |
by { unfold deriv_within, rw fderiv_within_of_open hs hx, refl } | |
lemma deriv_mem_iff {f : 𝕜 → F} {s : set F} {x : 𝕜} : | |
deriv f x ∈ s ↔ (differentiable_at 𝕜 f x ∧ deriv f x ∈ s) ∨ | |
(¬differentiable_at 𝕜 f x ∧ (0 : F) ∈ s) := | |
by by_cases hx : differentiable_at 𝕜 f x; simp [deriv_zero_of_not_differentiable_at, *] | |
lemma deriv_within_mem_iff {f : 𝕜 → F} {t : set 𝕜} {s : set F} {x : 𝕜} : | |
deriv_within f t x ∈ s ↔ (differentiable_within_at 𝕜 f t x ∧ deriv_within f t x ∈ s) ∨ | |
(¬differentiable_within_at 𝕜 f t x ∧ (0 : F) ∈ s) := | |
by by_cases hx : differentiable_within_at 𝕜 f t x; | |
simp [deriv_within_zero_of_not_differentiable_within_at, *] | |
lemma differentiable_within_at_Ioi_iff_Ici [partial_order 𝕜] : | |
differentiable_within_at 𝕜 f (Ioi x) x ↔ differentiable_within_at 𝕜 f (Ici x) x := | |
⟨λ h, h.has_deriv_within_at.Ici_of_Ioi.differentiable_within_at, | |
λ h, h.has_deriv_within_at.Ioi_of_Ici.differentiable_within_at⟩ | |
lemma deriv_within_Ioi_eq_Ici {E : Type*} [normed_add_comm_group E] [normed_space ℝ E] (f : ℝ → E) | |
(x : ℝ) : | |
deriv_within f (Ioi x) x = deriv_within f (Ici x) x := | |
begin | |
by_cases H : differentiable_within_at ℝ f (Ioi x) x, | |
{ have A := H.has_deriv_within_at.Ici_of_Ioi, | |
have B := (differentiable_within_at_Ioi_iff_Ici.1 H).has_deriv_within_at, | |
simpa using (unique_diff_on_Ici x).eq le_rfl A B }, | |
{ rw [deriv_within_zero_of_not_differentiable_within_at H, | |
deriv_within_zero_of_not_differentiable_within_at], | |
rwa differentiable_within_at_Ioi_iff_Ici at H } | |
end | |
section congr | |
/-! ### Congruence properties of derivatives -/ | |
theorem filter.eventually_eq.has_deriv_at_filter_iff | |
(h₀ : f₀ =ᶠ[L] f₁) (hx : f₀ x = f₁ x) (h₁ : f₀' = f₁') : | |
has_deriv_at_filter f₀ f₀' x L ↔ has_deriv_at_filter f₁ f₁' x L := | |
h₀.has_fderiv_at_filter_iff hx (by simp [h₁]) | |
lemma has_deriv_at_filter.congr_of_eventually_eq (h : has_deriv_at_filter f f' x L) | |
(hL : f₁ =ᶠ[L] f) (hx : f₁ x = f x) : has_deriv_at_filter f₁ f' x L := | |
by rwa hL.has_deriv_at_filter_iff hx rfl | |
lemma has_deriv_within_at.congr_mono (h : has_deriv_within_at f f' s x) (ht : ∀x ∈ t, f₁ x = f x) | |
(hx : f₁ x = f x) (h₁ : t ⊆ s) : has_deriv_within_at f₁ f' t x := | |
has_fderiv_within_at.congr_mono h ht hx h₁ | |
lemma has_deriv_within_at.congr (h : has_deriv_within_at f f' s x) (hs : ∀x ∈ s, f₁ x = f x) | |
(hx : f₁ x = f x) : has_deriv_within_at f₁ f' s x := | |
h.congr_mono hs hx (subset.refl _) | |
lemma has_deriv_within_at.congr_of_mem (h : has_deriv_within_at f f' s x) (hs : ∀x ∈ s, f₁ x = f x) | |
(hx : x ∈ s) : has_deriv_within_at f₁ f' s x := | |
h.congr hs (hs _ hx) | |
lemma has_deriv_within_at.congr_of_eventually_eq (h : has_deriv_within_at f f' s x) | |
(h₁ : f₁ =ᶠ[𝓝[s] x] f) (hx : f₁ x = f x) : has_deriv_within_at f₁ f' s x := | |
has_deriv_at_filter.congr_of_eventually_eq h h₁ hx | |
lemma has_deriv_within_at.congr_of_eventually_eq_of_mem (h : has_deriv_within_at f f' s x) | |
(h₁ : f₁ =ᶠ[𝓝[s] x] f) (hx : x ∈ s) : has_deriv_within_at f₁ f' s x := | |
h.congr_of_eventually_eq h₁ (h₁.eq_of_nhds_within hx) | |
lemma has_deriv_at.congr_of_eventually_eq (h : has_deriv_at f f' x) | |
(h₁ : f₁ =ᶠ[𝓝 x] f) : has_deriv_at f₁ f' x := | |
has_deriv_at_filter.congr_of_eventually_eq h h₁ (mem_of_mem_nhds h₁ : _) | |
lemma filter.eventually_eq.deriv_within_eq (hs : unique_diff_within_at 𝕜 s x) | |
(hL : f₁ =ᶠ[𝓝[s] x] f) (hx : f₁ x = f x) : | |
deriv_within f₁ s x = deriv_within f s x := | |
by { unfold deriv_within, rw hL.fderiv_within_eq hs hx } | |
lemma deriv_within_congr (hs : unique_diff_within_at 𝕜 s x) | |
(hL : ∀y∈s, f₁ y = f y) (hx : f₁ x = f x) : | |
deriv_within f₁ s x = deriv_within f s x := | |
by { unfold deriv_within, rw fderiv_within_congr hs hL hx } | |
lemma filter.eventually_eq.deriv_eq (hL : f₁ =ᶠ[𝓝 x] f) : deriv f₁ x = deriv f x := | |
by { unfold deriv, rwa filter.eventually_eq.fderiv_eq } | |
protected lemma filter.eventually_eq.deriv (h : f₁ =ᶠ[𝓝 x] f) : deriv f₁ =ᶠ[𝓝 x] deriv f := | |
h.eventually_eq_nhds.mono $ λ x h, h.deriv_eq | |
end congr | |
section id | |
/-! ### Derivative of the identity -/ | |
variables (s x L) | |
theorem has_deriv_at_filter_id : has_deriv_at_filter id 1 x L := | |
(has_fderiv_at_filter_id x L).has_deriv_at_filter | |
theorem has_deriv_within_at_id : has_deriv_within_at id 1 s x := | |
has_deriv_at_filter_id _ _ | |
theorem has_deriv_at_id : has_deriv_at id 1 x := | |
has_deriv_at_filter_id _ _ | |
theorem has_deriv_at_id' : has_deriv_at (λ (x : 𝕜), x) 1 x := | |
has_deriv_at_filter_id _ _ | |
theorem has_strict_deriv_at_id : has_strict_deriv_at id 1 x := | |
(has_strict_fderiv_at_id x).has_strict_deriv_at | |
lemma deriv_id : deriv id x = 1 := | |
has_deriv_at.deriv (has_deriv_at_id x) | |
@[simp] lemma deriv_id' : deriv (@id 𝕜) = λ _, 1 := funext deriv_id | |
@[simp] lemma deriv_id'' : deriv (λ x : 𝕜, x) = λ _, 1 := deriv_id' | |
lemma deriv_within_id (hxs : unique_diff_within_at 𝕜 s x) : deriv_within id s x = 1 := | |
(has_deriv_within_at_id x s).deriv_within hxs | |
end id | |
section const | |
/-! ### Derivative of constant functions -/ | |
variables (c : F) (s x L) | |
theorem has_deriv_at_filter_const : has_deriv_at_filter (λ x, c) 0 x L := | |
(has_fderiv_at_filter_const c x L).has_deriv_at_filter | |
theorem has_strict_deriv_at_const : has_strict_deriv_at (λ x, c) 0 x := | |
(has_strict_fderiv_at_const c x).has_strict_deriv_at | |
theorem has_deriv_within_at_const : has_deriv_within_at (λ x, c) 0 s x := | |
has_deriv_at_filter_const _ _ _ | |
theorem has_deriv_at_const : has_deriv_at (λ x, c) 0 x := | |
has_deriv_at_filter_const _ _ _ | |
lemma deriv_const : deriv (λ x, c) x = 0 := | |
has_deriv_at.deriv (has_deriv_at_const x c) | |
@[simp] lemma deriv_const' : deriv (λ x:𝕜, c) = λ x, 0 := | |
funext (λ x, deriv_const x c) | |
lemma deriv_within_const (hxs : unique_diff_within_at 𝕜 s x) : deriv_within (λ x, c) s x = 0 := | |
(has_deriv_within_at_const _ _ _).deriv_within hxs | |
end const | |
section continuous_linear_map | |
/-! ### Derivative of continuous linear maps -/ | |
variables (e : 𝕜 →L[𝕜] F) | |
protected lemma continuous_linear_map.has_deriv_at_filter : has_deriv_at_filter e (e 1) x L := | |
e.has_fderiv_at_filter.has_deriv_at_filter | |
protected lemma continuous_linear_map.has_strict_deriv_at : has_strict_deriv_at e (e 1) x := | |
e.has_strict_fderiv_at.has_strict_deriv_at | |
protected lemma continuous_linear_map.has_deriv_at : has_deriv_at e (e 1) x := | |
e.has_deriv_at_filter | |
protected lemma continuous_linear_map.has_deriv_within_at : has_deriv_within_at e (e 1) s x := | |
e.has_deriv_at_filter | |
@[simp] protected lemma continuous_linear_map.deriv : deriv e x = e 1 := | |
e.has_deriv_at.deriv | |
protected lemma continuous_linear_map.deriv_within (hxs : unique_diff_within_at 𝕜 s x) : | |
deriv_within e s x = e 1 := | |
e.has_deriv_within_at.deriv_within hxs | |
end continuous_linear_map | |
section linear_map | |
/-! ### Derivative of bundled linear maps -/ | |
variables (e : 𝕜 →ₗ[𝕜] F) | |
protected lemma linear_map.has_deriv_at_filter : has_deriv_at_filter e (e 1) x L := | |
e.to_continuous_linear_map₁.has_deriv_at_filter | |
protected lemma linear_map.has_strict_deriv_at : has_strict_deriv_at e (e 1) x := | |
e.to_continuous_linear_map₁.has_strict_deriv_at | |
protected lemma linear_map.has_deriv_at : has_deriv_at e (e 1) x := | |
e.has_deriv_at_filter | |
protected lemma linear_map.has_deriv_within_at : has_deriv_within_at e (e 1) s x := | |
e.has_deriv_at_filter | |
@[simp] protected lemma linear_map.deriv : deriv e x = e 1 := | |
e.has_deriv_at.deriv | |
protected lemma linear_map.deriv_within (hxs : unique_diff_within_at 𝕜 s x) : | |
deriv_within e s x = e 1 := | |
e.has_deriv_within_at.deriv_within hxs | |
end linear_map | |
section add | |
/-! ### Derivative of the sum of two functions -/ | |
theorem has_deriv_at_filter.add | |
(hf : has_deriv_at_filter f f' x L) (hg : has_deriv_at_filter g g' x L) : | |
has_deriv_at_filter (λ y, f y + g y) (f' + g') x L := | |
by simpa using (hf.add hg).has_deriv_at_filter | |
theorem has_strict_deriv_at.add | |
(hf : has_strict_deriv_at f f' x) (hg : has_strict_deriv_at g g' x) : | |
has_strict_deriv_at (λ y, f y + g y) (f' + g') x := | |
by simpa using (hf.add hg).has_strict_deriv_at | |
theorem has_deriv_within_at.add | |
(hf : has_deriv_within_at f f' s x) (hg : has_deriv_within_at g g' s x) : | |
has_deriv_within_at (λ y, f y + g y) (f' + g') s x := | |
hf.add hg | |
theorem has_deriv_at.add | |
(hf : has_deriv_at f f' x) (hg : has_deriv_at g g' x) : | |
has_deriv_at (λ x, f x + g x) (f' + g') x := | |
hf.add hg | |
lemma deriv_within_add (hxs : unique_diff_within_at 𝕜 s x) | |
(hf : differentiable_within_at 𝕜 f s x) (hg : differentiable_within_at 𝕜 g s x) : | |
deriv_within (λy, f y + g y) s x = deriv_within f s x + deriv_within g s x := | |
(hf.has_deriv_within_at.add hg.has_deriv_within_at).deriv_within hxs | |
@[simp] lemma deriv_add | |
(hf : differentiable_at 𝕜 f x) (hg : differentiable_at 𝕜 g x) : | |
deriv (λy, f y + g y) x = deriv f x + deriv g x := | |
(hf.has_deriv_at.add hg.has_deriv_at).deriv | |
theorem has_deriv_at_filter.add_const | |
(hf : has_deriv_at_filter f f' x L) (c : F) : | |
has_deriv_at_filter (λ y, f y + c) f' x L := | |
add_zero f' ▸ hf.add (has_deriv_at_filter_const x L c) | |
theorem has_deriv_within_at.add_const | |
(hf : has_deriv_within_at f f' s x) (c : F) : | |
has_deriv_within_at (λ y, f y + c) f' s x := | |
hf.add_const c | |
theorem has_deriv_at.add_const | |
(hf : has_deriv_at f f' x) (c : F) : | |
has_deriv_at (λ x, f x + c) f' x := | |
hf.add_const c | |
lemma deriv_within_add_const (hxs : unique_diff_within_at 𝕜 s x) (c : F) : | |
deriv_within (λy, f y + c) s x = deriv_within f s x := | |
by simp only [deriv_within, fderiv_within_add_const hxs] | |
lemma deriv_add_const (c : F) : deriv (λy, f y + c) x = deriv f x := | |
by simp only [deriv, fderiv_add_const] | |
@[simp] lemma deriv_add_const' (c : F) : deriv (λ y, f y + c) = deriv f := | |
funext $ λ x, deriv_add_const c | |
theorem has_deriv_at_filter.const_add (c : F) (hf : has_deriv_at_filter f f' x L) : | |
has_deriv_at_filter (λ y, c + f y) f' x L := | |
zero_add f' ▸ (has_deriv_at_filter_const x L c).add hf | |
theorem has_deriv_within_at.const_add (c : F) (hf : has_deriv_within_at f f' s x) : | |
has_deriv_within_at (λ y, c + f y) f' s x := | |
hf.const_add c | |
theorem has_deriv_at.const_add (c : F) (hf : has_deriv_at f f' x) : | |
has_deriv_at (λ x, c + f x) f' x := | |
hf.const_add c | |
lemma deriv_within_const_add (hxs : unique_diff_within_at 𝕜 s x) (c : F) : | |
deriv_within (λy, c + f y) s x = deriv_within f s x := | |
by simp only [deriv_within, fderiv_within_const_add hxs] | |
lemma deriv_const_add (c : F) : deriv (λy, c + f y) x = deriv f x := | |
by simp only [deriv, fderiv_const_add] | |
@[simp] lemma deriv_const_add' (c : F) : deriv (λ y, c + f y) = deriv f := | |
funext $ λ x, deriv_const_add c | |
end add | |
section sum | |
/-! ### Derivative of a finite sum of functions -/ | |
open_locale big_operators | |
variables {ι : Type*} {u : finset ι} {A : ι → (𝕜 → F)} {A' : ι → F} | |
theorem has_deriv_at_filter.sum (h : ∀ i ∈ u, has_deriv_at_filter (A i) (A' i) x L) : | |
has_deriv_at_filter (λ y, ∑ i in u, A i y) (∑ i in u, A' i) x L := | |
by simpa [continuous_linear_map.sum_apply] using (has_fderiv_at_filter.sum h).has_deriv_at_filter | |
theorem has_strict_deriv_at.sum (h : ∀ i ∈ u, has_strict_deriv_at (A i) (A' i) x) : | |
has_strict_deriv_at (λ y, ∑ i in u, A i y) (∑ i in u, A' i) x := | |
by simpa [continuous_linear_map.sum_apply] using (has_strict_fderiv_at.sum h).has_strict_deriv_at | |
theorem has_deriv_within_at.sum (h : ∀ i ∈ u, has_deriv_within_at (A i) (A' i) s x) : | |
has_deriv_within_at (λ y, ∑ i in u, A i y) (∑ i in u, A' i) s x := | |
has_deriv_at_filter.sum h | |
theorem has_deriv_at.sum (h : ∀ i ∈ u, has_deriv_at (A i) (A' i) x) : | |
has_deriv_at (λ y, ∑ i in u, A i y) (∑ i in u, A' i) x := | |
has_deriv_at_filter.sum h | |
lemma deriv_within_sum (hxs : unique_diff_within_at 𝕜 s x) | |
(h : ∀ i ∈ u, differentiable_within_at 𝕜 (A i) s x) : | |
deriv_within (λ y, ∑ i in u, A i y) s x = ∑ i in u, deriv_within (A i) s x := | |
(has_deriv_within_at.sum (λ i hi, (h i hi).has_deriv_within_at)).deriv_within hxs | |
@[simp] lemma deriv_sum (h : ∀ i ∈ u, differentiable_at 𝕜 (A i) x) : | |
deriv (λ y, ∑ i in u, A i y) x = ∑ i in u, deriv (A i) x := | |
(has_deriv_at.sum (λ i hi, (h i hi).has_deriv_at)).deriv | |
end sum | |
section pi | |
/-! ### Derivatives of functions `f : 𝕜 → Π i, E i` -/ | |
variables {ι : Type*} [fintype ι] {E' : ι → Type*} [Π i, normed_add_comm_group (E' i)] | |
[Π i, normed_space 𝕜 (E' i)] {φ : 𝕜 → Π i, E' i} {φ' : Π i, E' i} | |
@[simp] lemma has_strict_deriv_at_pi : | |
has_strict_deriv_at φ φ' x ↔ ∀ i, has_strict_deriv_at (λ x, φ x i) (φ' i) x := | |
has_strict_fderiv_at_pi' | |
@[simp] lemma has_deriv_at_filter_pi : | |
has_deriv_at_filter φ φ' x L ↔ | |
∀ i, has_deriv_at_filter (λ x, φ x i) (φ' i) x L := | |
has_fderiv_at_filter_pi' | |
lemma has_deriv_at_pi : | |
has_deriv_at φ φ' x ↔ ∀ i, has_deriv_at (λ x, φ x i) (φ' i) x:= | |
has_deriv_at_filter_pi | |
lemma has_deriv_within_at_pi : | |
has_deriv_within_at φ φ' s x ↔ ∀ i, has_deriv_within_at (λ x, φ x i) (φ' i) s x:= | |
has_deriv_at_filter_pi | |
lemma deriv_within_pi (h : ∀ i, differentiable_within_at 𝕜 (λ x, φ x i) s x) | |
(hs : unique_diff_within_at 𝕜 s x) : | |
deriv_within φ s x = λ i, deriv_within (λ x, φ x i) s x := | |
(has_deriv_within_at_pi.2 (λ i, (h i).has_deriv_within_at)).deriv_within hs | |
lemma deriv_pi (h : ∀ i, differentiable_at 𝕜 (λ x, φ x i) x) : | |
deriv φ x = λ i, deriv (λ x, φ x i) x := | |
(has_deriv_at_pi.2 (λ i, (h i).has_deriv_at)).deriv | |
end pi | |
section smul | |
/-! ### Derivative of the multiplication of a scalar function and a vector function -/ | |
variables {𝕜' : Type*} [nontrivially_normed_field 𝕜'] [normed_algebra 𝕜 𝕜'] | |
[normed_space 𝕜' F] [is_scalar_tower 𝕜 𝕜' F] {c : 𝕜 → 𝕜'} {c' : 𝕜'} | |
theorem has_deriv_within_at.smul | |
(hc : has_deriv_within_at c c' s x) (hf : has_deriv_within_at f f' s x) : | |
has_deriv_within_at (λ y, c y • f y) (c x • f' + c' • f x) s x := | |
by simpa using (has_fderiv_within_at.smul hc hf).has_deriv_within_at | |
theorem has_deriv_at.smul | |
(hc : has_deriv_at c c' x) (hf : has_deriv_at f f' x) : | |
has_deriv_at (λ y, c y • f y) (c x • f' + c' • f x) x := | |
begin | |
rw [← has_deriv_within_at_univ] at *, | |
exact hc.smul hf | |
end | |
theorem has_strict_deriv_at.smul | |
(hc : has_strict_deriv_at c c' x) (hf : has_strict_deriv_at f f' x) : | |
has_strict_deriv_at (λ y, c y • f y) (c x • f' + c' • f x) x := | |
by simpa using (hc.smul hf).has_strict_deriv_at | |
lemma deriv_within_smul (hxs : unique_diff_within_at 𝕜 s x) | |
(hc : differentiable_within_at 𝕜 c s x) (hf : differentiable_within_at 𝕜 f s x) : | |
deriv_within (λ y, c y • f y) s x = c x • deriv_within f s x + (deriv_within c s x) • f x := | |
(hc.has_deriv_within_at.smul hf.has_deriv_within_at).deriv_within hxs | |
lemma deriv_smul (hc : differentiable_at 𝕜 c x) (hf : differentiable_at 𝕜 f x) : | |
deriv (λ y, c y • f y) x = c x • deriv f x + (deriv c x) • f x := | |
(hc.has_deriv_at.smul hf.has_deriv_at).deriv | |
theorem has_strict_deriv_at.smul_const | |
(hc : has_strict_deriv_at c c' x) (f : F) : | |
has_strict_deriv_at (λ y, c y • f) (c' • f) x := | |
begin | |
have := hc.smul (has_strict_deriv_at_const x f), | |
rwa [smul_zero, zero_add] at this, | |
end | |
theorem has_deriv_within_at.smul_const | |
(hc : has_deriv_within_at c c' s x) (f : F) : | |
has_deriv_within_at (λ y, c y • f) (c' • f) s x := | |
begin | |
have := hc.smul (has_deriv_within_at_const x s f), | |
rwa [smul_zero, zero_add] at this | |
end | |
theorem has_deriv_at.smul_const | |
(hc : has_deriv_at c c' x) (f : F) : | |
has_deriv_at (λ y, c y • f) (c' • f) x := | |
begin | |
rw [← has_deriv_within_at_univ] at *, | |
exact hc.smul_const f | |
end | |
lemma deriv_within_smul_const (hxs : unique_diff_within_at 𝕜 s x) | |
(hc : differentiable_within_at 𝕜 c s x) (f : F) : | |
deriv_within (λ y, c y • f) s x = (deriv_within c s x) • f := | |
(hc.has_deriv_within_at.smul_const f).deriv_within hxs | |
lemma deriv_smul_const (hc : differentiable_at 𝕜 c x) (f : F) : | |
deriv (λ y, c y • f) x = (deriv c x) • f := | |
(hc.has_deriv_at.smul_const f).deriv | |
end smul | |
section const_smul | |
variables {R : Type*} [semiring R] [module R F] [smul_comm_class 𝕜 R F] | |
[has_continuous_const_smul R F] | |
theorem has_strict_deriv_at.const_smul | |
(c : R) (hf : has_strict_deriv_at f f' x) : | |
has_strict_deriv_at (λ y, c • f y) (c • f') x := | |
by simpa using (hf.const_smul c).has_strict_deriv_at | |
theorem has_deriv_at_filter.const_smul | |
(c : R) (hf : has_deriv_at_filter f f' x L) : | |
has_deriv_at_filter (λ y, c • f y) (c • f') x L := | |
by simpa using (hf.const_smul c).has_deriv_at_filter | |
theorem has_deriv_within_at.const_smul | |
(c : R) (hf : has_deriv_within_at f f' s x) : | |
has_deriv_within_at (λ y, c • f y) (c • f') s x := | |
hf.const_smul c | |
theorem has_deriv_at.const_smul (c : R) (hf : has_deriv_at f f' x) : | |
has_deriv_at (λ y, c • f y) (c • f') x := | |
hf.const_smul c | |
lemma deriv_within_const_smul (hxs : unique_diff_within_at 𝕜 s x) | |
(c : R) (hf : differentiable_within_at 𝕜 f s x) : | |
deriv_within (λ y, c • f y) s x = c • deriv_within f s x := | |
(hf.has_deriv_within_at.const_smul c).deriv_within hxs | |
lemma deriv_const_smul (c : R) (hf : differentiable_at 𝕜 f x) : | |
deriv (λ y, c • f y) x = c • deriv f x := | |
(hf.has_deriv_at.const_smul c).deriv | |
end const_smul | |
section neg | |
/-! ### Derivative of the negative of a function -/ | |
theorem has_deriv_at_filter.neg (h : has_deriv_at_filter f f' x L) : | |
has_deriv_at_filter (λ x, -f x) (-f') x L := | |
by simpa using h.neg.has_deriv_at_filter | |
theorem has_deriv_within_at.neg (h : has_deriv_within_at f f' s x) : | |
has_deriv_within_at (λ x, -f x) (-f') s x := | |
h.neg | |
theorem has_deriv_at.neg (h : has_deriv_at f f' x) : has_deriv_at (λ x, -f x) (-f') x := | |
h.neg | |
theorem has_strict_deriv_at.neg (h : has_strict_deriv_at f f' x) : | |
has_strict_deriv_at (λ x, -f x) (-f') x := | |
by simpa using h.neg.has_strict_deriv_at | |
lemma deriv_within.neg (hxs : unique_diff_within_at 𝕜 s x) : | |
deriv_within (λy, -f y) s x = - deriv_within f s x := | |
by simp only [deriv_within, fderiv_within_neg hxs, continuous_linear_map.neg_apply] | |
lemma deriv.neg : deriv (λy, -f y) x = - deriv f x := | |
by simp only [deriv, fderiv_neg, continuous_linear_map.neg_apply] | |
@[simp] lemma deriv.neg' : deriv (λy, -f y) = (λ x, - deriv f x) := | |
funext $ λ x, deriv.neg | |
end neg | |
section neg2 | |
/-! ### Derivative of the negation function (i.e `has_neg.neg`) -/ | |
variables (s x L) | |
theorem has_deriv_at_filter_neg : has_deriv_at_filter has_neg.neg (-1) x L := | |
has_deriv_at_filter.neg $ has_deriv_at_filter_id _ _ | |
theorem has_deriv_within_at_neg : has_deriv_within_at has_neg.neg (-1) s x := | |
has_deriv_at_filter_neg _ _ | |
theorem has_deriv_at_neg : has_deriv_at has_neg.neg (-1) x := | |
has_deriv_at_filter_neg _ _ | |
theorem has_deriv_at_neg' : has_deriv_at (λ x, -x) (-1) x := | |
has_deriv_at_filter_neg _ _ | |
theorem has_strict_deriv_at_neg : has_strict_deriv_at has_neg.neg (-1) x := | |
has_strict_deriv_at.neg $ has_strict_deriv_at_id _ | |
lemma deriv_neg : deriv has_neg.neg x = -1 := | |
has_deriv_at.deriv (has_deriv_at_neg x) | |
@[simp] lemma deriv_neg' : deriv (has_neg.neg : 𝕜 → 𝕜) = λ _, -1 := | |
funext deriv_neg | |
@[simp] lemma deriv_neg'' : deriv (λ x : 𝕜, -x) x = -1 := | |
deriv_neg x | |
lemma deriv_within_neg (hxs : unique_diff_within_at 𝕜 s x) : deriv_within has_neg.neg s x = -1 := | |
(has_deriv_within_at_neg x s).deriv_within hxs | |
lemma differentiable_neg : differentiable 𝕜 (has_neg.neg : 𝕜 → 𝕜) := | |
differentiable.neg differentiable_id | |
lemma differentiable_on_neg : differentiable_on 𝕜 (has_neg.neg : 𝕜 → 𝕜) s := | |
differentiable_on.neg differentiable_on_id | |
end neg2 | |
section sub | |
/-! ### Derivative of the difference of two functions -/ | |
theorem has_deriv_at_filter.sub | |
(hf : has_deriv_at_filter f f' x L) (hg : has_deriv_at_filter g g' x L) : | |
has_deriv_at_filter (λ x, f x - g x) (f' - g') x L := | |
by simpa only [sub_eq_add_neg] using hf.add hg.neg | |
theorem has_deriv_within_at.sub | |
(hf : has_deriv_within_at f f' s x) (hg : has_deriv_within_at g g' s x) : | |
has_deriv_within_at (λ x, f x - g x) (f' - g') s x := | |
hf.sub hg | |
theorem has_deriv_at.sub | |
(hf : has_deriv_at f f' x) (hg : has_deriv_at g g' x) : | |
has_deriv_at (λ x, f x - g x) (f' - g') x := | |
hf.sub hg | |
theorem has_strict_deriv_at.sub | |
(hf : has_strict_deriv_at f f' x) (hg : has_strict_deriv_at g g' x) : | |
has_strict_deriv_at (λ x, f x - g x) (f' - g') x := | |
by simpa only [sub_eq_add_neg] using hf.add hg.neg | |
lemma deriv_within_sub (hxs : unique_diff_within_at 𝕜 s x) | |
(hf : differentiable_within_at 𝕜 f s x) (hg : differentiable_within_at 𝕜 g s x) : | |
deriv_within (λy, f y - g y) s x = deriv_within f s x - deriv_within g s x := | |
(hf.has_deriv_within_at.sub hg.has_deriv_within_at).deriv_within hxs | |
@[simp] lemma deriv_sub | |
(hf : differentiable_at 𝕜 f x) (hg : differentiable_at 𝕜 g x) : | |
deriv (λ y, f y - g y) x = deriv f x - deriv g x := | |
(hf.has_deriv_at.sub hg.has_deriv_at).deriv | |
theorem has_deriv_at_filter.is_O_sub (h : has_deriv_at_filter f f' x L) : | |
(λ x', f x' - f x) =O[L] (λ x', x' - x) := | |
has_fderiv_at_filter.is_O_sub h | |
theorem has_deriv_at_filter.is_O_sub_rev (hf : has_deriv_at_filter f f' x L) (hf' : f' ≠ 0) : | |
(λ x', x' - x) =O[L] (λ x', f x' - f x) := | |
suffices antilipschitz_with ∥f'∥₊⁻¹ (smul_right (1 : 𝕜 →L[𝕜] 𝕜) f'), from hf.is_O_sub_rev this, | |
add_monoid_hom_class.antilipschitz_of_bound (smul_right (1 : 𝕜 →L[𝕜] 𝕜) f') $ | |
λ x, by simp [norm_smul, ← div_eq_inv_mul, mul_div_cancel _ (mt norm_eq_zero.1 hf')] | |
theorem has_deriv_at_filter.sub_const | |
(hf : has_deriv_at_filter f f' x L) (c : F) : | |
has_deriv_at_filter (λ x, f x - c) f' x L := | |
by simpa only [sub_eq_add_neg] using hf.add_const (-c) | |
theorem has_deriv_within_at.sub_const | |
(hf : has_deriv_within_at f f' s x) (c : F) : | |
has_deriv_within_at (λ x, f x - c) f' s x := | |
hf.sub_const c | |
theorem has_deriv_at.sub_const | |
(hf : has_deriv_at f f' x) (c : F) : | |
has_deriv_at (λ x, f x - c) f' x := | |
hf.sub_const c | |
lemma deriv_within_sub_const (hxs : unique_diff_within_at 𝕜 s x) (c : F) : | |
deriv_within (λy, f y - c) s x = deriv_within f s x := | |
by simp only [deriv_within, fderiv_within_sub_const hxs] | |
lemma deriv_sub_const (c : F) : deriv (λ y, f y - c) x = deriv f x := | |
by simp only [deriv, fderiv_sub_const] | |
theorem has_deriv_at_filter.const_sub (c : F) (hf : has_deriv_at_filter f f' x L) : | |
has_deriv_at_filter (λ x, c - f x) (-f') x L := | |
by simpa only [sub_eq_add_neg] using hf.neg.const_add c | |
theorem has_deriv_within_at.const_sub (c : F) (hf : has_deriv_within_at f f' s x) : | |
has_deriv_within_at (λ x, c - f x) (-f') s x := | |
hf.const_sub c | |
theorem has_strict_deriv_at.const_sub (c : F) (hf : has_strict_deriv_at f f' x) : | |
has_strict_deriv_at (λ x, c - f x) (-f') x := | |
by simpa only [sub_eq_add_neg] using hf.neg.const_add c | |
theorem has_deriv_at.const_sub (c : F) (hf : has_deriv_at f f' x) : | |
has_deriv_at (λ x, c - f x) (-f') x := | |
hf.const_sub c | |
lemma deriv_within_const_sub (hxs : unique_diff_within_at 𝕜 s x) (c : F) : | |
deriv_within (λy, c - f y) s x = -deriv_within f s x := | |
by simp [deriv_within, fderiv_within_const_sub hxs] | |
lemma deriv_const_sub (c : F) : deriv (λ y, c - f y) x = -deriv f x := | |
by simp only [← deriv_within_univ, | |
deriv_within_const_sub (unique_diff_within_at_univ : unique_diff_within_at 𝕜 _ _)] | |
end sub | |
section continuous | |
/-! ### Continuity of a function admitting a derivative -/ | |
theorem has_deriv_at_filter.tendsto_nhds | |
(hL : L ≤ 𝓝 x) (h : has_deriv_at_filter f f' x L) : | |
tendsto f L (𝓝 (f x)) := | |
h.tendsto_nhds hL | |
theorem has_deriv_within_at.continuous_within_at | |
(h : has_deriv_within_at f f' s x) : continuous_within_at f s x := | |
has_deriv_at_filter.tendsto_nhds inf_le_left h | |
theorem has_deriv_at.continuous_at (h : has_deriv_at f f' x) : continuous_at f x := | |
has_deriv_at_filter.tendsto_nhds le_rfl h | |
protected theorem has_deriv_at.continuous_on {f f' : 𝕜 → F} | |
(hderiv : ∀ x ∈ s, has_deriv_at f (f' x) x) : continuous_on f s := | |
λ x hx, (hderiv x hx).continuous_at.continuous_within_at | |
end continuous | |
section cartesian_product | |
/-! ### Derivative of the cartesian product of two functions -/ | |
variables {G : Type w} [normed_add_comm_group G] [normed_space 𝕜 G] | |
variables {f₂ : 𝕜 → G} {f₂' : G} | |
lemma has_deriv_at_filter.prod | |
(hf₁ : has_deriv_at_filter f₁ f₁' x L) (hf₂ : has_deriv_at_filter f₂ f₂' x L) : | |
has_deriv_at_filter (λ x, (f₁ x, f₂ x)) (f₁', f₂') x L := | |
hf₁.prod hf₂ | |
lemma has_deriv_within_at.prod | |
(hf₁ : has_deriv_within_at f₁ f₁' s x) (hf₂ : has_deriv_within_at f₂ f₂' s x) : | |
has_deriv_within_at (λ x, (f₁ x, f₂ x)) (f₁', f₂') s x := | |
hf₁.prod hf₂ | |
lemma has_deriv_at.prod (hf₁ : has_deriv_at f₁ f₁' x) (hf₂ : has_deriv_at f₂ f₂' x) : | |
has_deriv_at (λ x, (f₁ x, f₂ x)) (f₁', f₂') x := | |
hf₁.prod hf₂ | |
lemma has_strict_deriv_at.prod (hf₁ : has_strict_deriv_at f₁ f₁' x) | |
(hf₂ : has_strict_deriv_at f₂ f₂' x) : | |
has_strict_deriv_at (λ x, (f₁ x, f₂ x)) (f₁', f₂') x := | |
hf₁.prod hf₂ | |
end cartesian_product | |
section composition | |
/-! | |
### Derivative of the composition of a vector function and a scalar function | |
We use `scomp` in lemmas on composition of vector valued and scalar valued functions, and `comp` | |
in lemmas on composition of scalar valued functions, in analogy for `smul` and `mul` (and also | |
because the `comp` version with the shorter name will show up much more often in applications). | |
The formula for the derivative involves `smul` in `scomp` lemmas, which can be reduced to | |
usual multiplication in `comp` lemmas. | |
-/ | |
/- For composition lemmas, we put x explicit to help the elaborator, as otherwise Lean tends to | |
get confused since there are too many possibilities for composition -/ | |
variables {𝕜' : Type*} [nontrivially_normed_field 𝕜'] [normed_algebra 𝕜 𝕜'] | |
[normed_space 𝕜' F] [is_scalar_tower 𝕜 𝕜' F] {s' t' : set 𝕜'} | |
{h : 𝕜 → 𝕜'} {h₁ : 𝕜 → 𝕜} {h₂ : 𝕜' → 𝕜'} {h' h₂' : 𝕜'} {h₁' : 𝕜} | |
{g₁ : 𝕜' → F} {g₁' : F} {L' : filter 𝕜'} (x) | |
theorem has_deriv_at_filter.scomp | |
(hg : has_deriv_at_filter g₁ g₁' (h x) L') | |
(hh : has_deriv_at_filter h h' x L) (hL : tendsto h L L'): | |
has_deriv_at_filter (g₁ ∘ h) (h' • g₁') x L := | |
by simpa using ((hg.restrict_scalars 𝕜).comp x hh hL).has_deriv_at_filter | |
theorem has_deriv_within_at.scomp_has_deriv_at | |
(hg : has_deriv_within_at g₁ g₁' s' (h x)) | |
(hh : has_deriv_at h h' x) (hs : ∀ x, h x ∈ s') : | |
has_deriv_at (g₁ ∘ h) (h' • g₁') x := | |
hg.scomp x hh $ tendsto_inf.2 ⟨hh.continuous_at, tendsto_principal.2 $ eventually_of_forall hs⟩ | |
theorem has_deriv_within_at.scomp | |
(hg : has_deriv_within_at g₁ g₁' t' (h x)) | |
(hh : has_deriv_within_at h h' s x) (hst : maps_to h s t') : | |
has_deriv_within_at (g₁ ∘ h) (h' • g₁') s x := | |
hg.scomp x hh $ hh.continuous_within_at.tendsto_nhds_within hst | |
/-- The chain rule. -/ | |
theorem has_deriv_at.scomp | |
(hg : has_deriv_at g₁ g₁' (h x)) (hh : has_deriv_at h h' x) : | |
has_deriv_at (g₁ ∘ h) (h' • g₁') x := | |
hg.scomp x hh hh.continuous_at | |
theorem has_strict_deriv_at.scomp | |
(hg : has_strict_deriv_at g₁ g₁' (h x)) (hh : has_strict_deriv_at h h' x) : | |
has_strict_deriv_at (g₁ ∘ h) (h' • g₁') x := | |
by simpa using ((hg.restrict_scalars 𝕜).comp x hh).has_strict_deriv_at | |
theorem has_deriv_at.scomp_has_deriv_within_at | |
(hg : has_deriv_at g₁ g₁' (h x)) (hh : has_deriv_within_at h h' s x) : | |
has_deriv_within_at (g₁ ∘ h) (h' • g₁') s x := | |
has_deriv_within_at.scomp x hg.has_deriv_within_at hh (maps_to_univ _ _) | |
lemma deriv_within.scomp | |
(hg : differentiable_within_at 𝕜' g₁ t' (h x)) (hh : differentiable_within_at 𝕜 h s x) | |
(hs : maps_to h s t') (hxs : unique_diff_within_at 𝕜 s x) : | |
deriv_within (g₁ ∘ h) s x = deriv_within h s x • deriv_within g₁ t' (h x) := | |
(has_deriv_within_at.scomp x hg.has_deriv_within_at hh.has_deriv_within_at hs).deriv_within hxs | |
lemma deriv.scomp | |
(hg : differentiable_at 𝕜' g₁ (h x)) (hh : differentiable_at 𝕜 h x) : | |
deriv (g₁ ∘ h) x = deriv h x • deriv g₁ (h x) := | |
(has_deriv_at.scomp x hg.has_deriv_at hh.has_deriv_at).deriv | |
/-! ### Derivative of the composition of a scalar and vector functions -/ | |
theorem has_deriv_at_filter.comp_has_fderiv_at_filter {f : E → 𝕜'} {f' : E →L[𝕜] 𝕜'} (x) | |
{L'' : filter E} (hh₂ : has_deriv_at_filter h₂ h₂' (f x) L') | |
(hf : has_fderiv_at_filter f f' x L'') (hL : tendsto f L'' L') : | |
has_fderiv_at_filter (h₂ ∘ f) (h₂' • f') x L'' := | |
by { convert (hh₂.restrict_scalars 𝕜).comp x hf hL, ext x, simp [mul_comm] } | |
theorem has_strict_deriv_at.comp_has_strict_fderiv_at {f : E → 𝕜'} {f' : E →L[𝕜] 𝕜'} (x) | |
(hh : has_strict_deriv_at h₂ h₂' (f x)) (hf : has_strict_fderiv_at f f' x) : | |
has_strict_fderiv_at (h₂ ∘ f) (h₂' • f') x := | |
begin | |
rw has_strict_deriv_at at hh, | |
convert (hh.restrict_scalars 𝕜).comp x hf, | |
ext x, | |
simp [mul_comm] | |
end | |
theorem has_deriv_at.comp_has_fderiv_at {f : E → 𝕜'} {f' : E →L[𝕜] 𝕜'} (x) | |
(hh : has_deriv_at h₂ h₂' (f x)) (hf : has_fderiv_at f f' x) : | |
has_fderiv_at (h₂ ∘ f) (h₂' • f') x := | |
hh.comp_has_fderiv_at_filter x hf hf.continuous_at | |
theorem has_deriv_at.comp_has_fderiv_within_at {f : E → 𝕜'} {f' : E →L[𝕜] 𝕜'} {s} (x) | |
(hh : has_deriv_at h₂ h₂' (f x)) (hf : has_fderiv_within_at f f' s x) : | |
has_fderiv_within_at (h₂ ∘ f) (h₂' • f') s x := | |
hh.comp_has_fderiv_at_filter x hf hf.continuous_within_at | |
theorem has_deriv_within_at.comp_has_fderiv_within_at {f : E → 𝕜'} {f' : E →L[𝕜] 𝕜'} {s t} (x) | |
(hh : has_deriv_within_at h₂ h₂' t (f x)) (hf : has_fderiv_within_at f f' s x) | |
(hst : maps_to f s t) : | |
has_fderiv_within_at (h₂ ∘ f) (h₂' • f') s x := | |
hh.comp_has_fderiv_at_filter x hf $ hf.continuous_within_at.tendsto_nhds_within hst | |
/-! ### Derivative of the composition of two scalar functions -/ | |
theorem has_deriv_at_filter.comp | |
(hh₂ : has_deriv_at_filter h₂ h₂' (h x) L') | |
(hh : has_deriv_at_filter h h' x L) (hL : tendsto h L L') : | |
has_deriv_at_filter (h₂ ∘ h) (h₂' * h') x L := | |
by { rw mul_comm, exact hh₂.scomp x hh hL } | |
theorem has_deriv_within_at.comp | |
(hh₂ : has_deriv_within_at h₂ h₂' s' (h x)) | |
(hh : has_deriv_within_at h h' s x) (hst : maps_to h s s') : | |
has_deriv_within_at (h₂ ∘ h) (h₂' * h') s x := | |
by { rw mul_comm, exact hh₂.scomp x hh hst, } | |
/-- The chain rule. -/ | |
theorem has_deriv_at.comp | |
(hh₂ : has_deriv_at h₂ h₂' (h x)) (hh : has_deriv_at h h' x) : | |
has_deriv_at (h₂ ∘ h) (h₂' * h') x := | |
hh₂.comp x hh hh.continuous_at | |
theorem has_strict_deriv_at.comp | |
(hh₂ : has_strict_deriv_at h₂ h₂' (h x)) (hh : has_strict_deriv_at h h' x) : | |
has_strict_deriv_at (h₂ ∘ h) (h₂' * h') x := | |
by { rw mul_comm, exact hh₂.scomp x hh } | |
theorem has_deriv_at.comp_has_deriv_within_at | |
(hh₂ : has_deriv_at h₂ h₂' (h x)) (hh : has_deriv_within_at h h' s x) : | |
has_deriv_within_at (h₂ ∘ h) (h₂' * h') s x := | |
hh₂.has_deriv_within_at.comp x hh (maps_to_univ _ _) | |
lemma deriv_within.comp | |
(hh₂ : differentiable_within_at 𝕜' h₂ s' (h x)) (hh : differentiable_within_at 𝕜 h s x) | |
(hs : maps_to h s s') (hxs : unique_diff_within_at 𝕜 s x) : | |
deriv_within (h₂ ∘ h) s x = deriv_within h₂ s' (h x) * deriv_within h s x := | |
(hh₂.has_deriv_within_at.comp x hh.has_deriv_within_at hs).deriv_within hxs | |
lemma deriv.comp | |
(hh₂ : differentiable_at 𝕜' h₂ (h x)) (hh : differentiable_at 𝕜 h x) : | |
deriv (h₂ ∘ h) x = deriv h₂ (h x) * deriv h x := | |
(hh₂.has_deriv_at.comp x hh.has_deriv_at).deriv | |
protected lemma has_deriv_at_filter.iterate {f : 𝕜 → 𝕜} {f' : 𝕜} | |
(hf : has_deriv_at_filter f f' x L) (hL : tendsto f L L) (hx : f x = x) (n : ℕ) : | |
has_deriv_at_filter (f^[n]) (f'^n) x L := | |
begin | |
have := hf.iterate hL hx n, | |
rwa [continuous_linear_map.smul_right_one_pow] at this | |
end | |
protected lemma has_deriv_at.iterate {f : 𝕜 → 𝕜} {f' : 𝕜} | |
(hf : has_deriv_at f f' x) (hx : f x = x) (n : ℕ) : | |
has_deriv_at (f^[n]) (f'^n) x := | |
begin | |
have := has_fderiv_at.iterate hf hx n, | |
rwa [continuous_linear_map.smul_right_one_pow] at this | |
end | |
protected lemma has_deriv_within_at.iterate {f : 𝕜 → 𝕜} {f' : 𝕜} | |
(hf : has_deriv_within_at f f' s x) (hx : f x = x) (hs : maps_to f s s) (n : ℕ) : | |
has_deriv_within_at (f^[n]) (f'^n) s x := | |
begin | |
have := has_fderiv_within_at.iterate hf hx hs n, | |
rwa [continuous_linear_map.smul_right_one_pow] at this | |
end | |
protected lemma has_strict_deriv_at.iterate {f : 𝕜 → 𝕜} {f' : 𝕜} | |
(hf : has_strict_deriv_at f f' x) (hx : f x = x) (n : ℕ) : | |
has_strict_deriv_at (f^[n]) (f'^n) x := | |
begin | |
have := hf.iterate hx n, | |
rwa [continuous_linear_map.smul_right_one_pow] at this | |
end | |
end composition | |
section composition_vector | |
/-! ### Derivative of the composition of a function between vector spaces and a function on `𝕜` -/ | |
open continuous_linear_map | |
variables {l : F → E} {l' : F →L[𝕜] E} | |
variable (x) | |
/-- The composition `l ∘ f` where `l : F → E` and `f : 𝕜 → F`, has a derivative within a set | |
equal to the Fréchet derivative of `l` applied to the derivative of `f`. -/ | |
theorem has_fderiv_within_at.comp_has_deriv_within_at {t : set F} | |
(hl : has_fderiv_within_at l l' t (f x)) (hf : has_deriv_within_at f f' s x) | |
(hst : maps_to f s t) : | |
has_deriv_within_at (l ∘ f) (l' f') s x := | |
by simpa only [one_apply, one_smul, smul_right_apply, coe_comp', (∘)] | |
using (hl.comp x hf.has_fderiv_within_at hst).has_deriv_within_at | |
theorem has_fderiv_at.comp_has_deriv_within_at | |
(hl : has_fderiv_at l l' (f x)) (hf : has_deriv_within_at f f' s x) : | |
has_deriv_within_at (l ∘ f) (l' f') s x := | |
hl.has_fderiv_within_at.comp_has_deriv_within_at x hf (maps_to_univ _ _) | |
/-- The composition `l ∘ f` where `l : F → E` and `f : 𝕜 → F`, has a derivative equal to the | |
Fréchet derivative of `l` applied to the derivative of `f`. -/ | |
theorem has_fderiv_at.comp_has_deriv_at (hl : has_fderiv_at l l' (f x)) (hf : has_deriv_at f f' x) : | |
has_deriv_at (l ∘ f) (l' f') x := | |
has_deriv_within_at_univ.mp $ hl.comp_has_deriv_within_at x hf.has_deriv_within_at | |
theorem has_strict_fderiv_at.comp_has_strict_deriv_at | |
(hl : has_strict_fderiv_at l l' (f x)) (hf : has_strict_deriv_at f f' x) : | |
has_strict_deriv_at (l ∘ f) (l' f') x := | |
by simpa only [one_apply, one_smul, smul_right_apply, coe_comp', (∘)] | |
using (hl.comp x hf.has_strict_fderiv_at).has_strict_deriv_at | |
lemma fderiv_within.comp_deriv_within {t : set F} | |
(hl : differentiable_within_at 𝕜 l t (f x)) (hf : differentiable_within_at 𝕜 f s x) | |
(hs : maps_to f s t) (hxs : unique_diff_within_at 𝕜 s x) : | |
deriv_within (l ∘ f) s x = (fderiv_within 𝕜 l t (f x) : F → E) (deriv_within f s x) := | |
(hl.has_fderiv_within_at.comp_has_deriv_within_at x hf.has_deriv_within_at hs).deriv_within hxs | |
lemma fderiv.comp_deriv | |
(hl : differentiable_at 𝕜 l (f x)) (hf : differentiable_at 𝕜 f x) : | |
deriv (l ∘ f) x = (fderiv 𝕜 l (f x) : F → E) (deriv f x) := | |
(hl.has_fderiv_at.comp_has_deriv_at x hf.has_deriv_at).deriv | |
end composition_vector | |
section mul | |
/-! ### Derivative of the multiplication of two functions -/ | |
variables {𝕜' 𝔸 : Type*} [normed_field 𝕜'] [normed_ring 𝔸] [normed_algebra 𝕜 𝕜'] | |
[normed_algebra 𝕜 𝔸] {c d : 𝕜 → 𝔸} {c' d' : 𝔸} {u v : 𝕜 → 𝕜'} | |
theorem has_deriv_within_at.mul | |
(hc : has_deriv_within_at c c' s x) (hd : has_deriv_within_at d d' s x) : | |
has_deriv_within_at (λ y, c y * d y) (c' * d x + c x * d') s x := | |
begin | |
have := (has_fderiv_within_at.mul' hc hd).has_deriv_within_at, | |
rwa [continuous_linear_map.add_apply, continuous_linear_map.smul_apply, | |
continuous_linear_map.smul_right_apply, continuous_linear_map.smul_right_apply, | |
continuous_linear_map.smul_right_apply, continuous_linear_map.one_apply, | |
one_smul, one_smul, add_comm] at this, | |
end | |
theorem has_deriv_at.mul (hc : has_deriv_at c c' x) (hd : has_deriv_at d d' x) : | |
has_deriv_at (λ y, c y * d y) (c' * d x + c x * d') x := | |
begin | |
rw [← has_deriv_within_at_univ] at *, | |
exact hc.mul hd | |
end | |
theorem has_strict_deriv_at.mul | |
(hc : has_strict_deriv_at c c' x) (hd : has_strict_deriv_at d d' x) : | |
has_strict_deriv_at (λ y, c y * d y) (c' * d x + c x * d') x := | |
begin | |
have := (has_strict_fderiv_at.mul' hc hd).has_strict_deriv_at, | |
rwa [continuous_linear_map.add_apply, continuous_linear_map.smul_apply, | |
continuous_linear_map.smul_right_apply, continuous_linear_map.smul_right_apply, | |
continuous_linear_map.smul_right_apply, continuous_linear_map.one_apply, | |
one_smul, one_smul, add_comm] at this, | |
end | |
lemma deriv_within_mul (hxs : unique_diff_within_at 𝕜 s x) | |
(hc : differentiable_within_at 𝕜 c s x) (hd : differentiable_within_at 𝕜 d s x) : | |
deriv_within (λ y, c y * d y) s x = deriv_within c s x * d x + c x * deriv_within d s x := | |
(hc.has_deriv_within_at.mul hd.has_deriv_within_at).deriv_within hxs | |
@[simp] lemma deriv_mul (hc : differentiable_at 𝕜 c x) (hd : differentiable_at 𝕜 d x) : | |
deriv (λ y, c y * d y) x = deriv c x * d x + c x * deriv d x := | |
(hc.has_deriv_at.mul hd.has_deriv_at).deriv | |
theorem has_deriv_within_at.mul_const (hc : has_deriv_within_at c c' s x) (d : 𝔸) : | |
has_deriv_within_at (λ y, c y * d) (c' * d) s x := | |
begin | |
convert hc.mul (has_deriv_within_at_const x s d), | |
rw [mul_zero, add_zero] | |
end | |
theorem has_deriv_at.mul_const (hc : has_deriv_at c c' x) (d : 𝔸) : | |
has_deriv_at (λ y, c y * d) (c' * d) x := | |
begin | |
rw [← has_deriv_within_at_univ] at *, | |
exact hc.mul_const d | |
end | |
theorem has_deriv_at_mul_const (c : 𝕜) : has_deriv_at (λ x, x * c) c x := | |
by simpa only [one_mul] using (has_deriv_at_id' x).mul_const c | |
theorem has_strict_deriv_at.mul_const (hc : has_strict_deriv_at c c' x) (d : 𝔸) : | |
has_strict_deriv_at (λ y, c y * d) (c' * d) x := | |
begin | |
convert hc.mul (has_strict_deriv_at_const x d), | |
rw [mul_zero, add_zero] | |
end | |
lemma deriv_within_mul_const (hxs : unique_diff_within_at 𝕜 s x) | |
(hc : differentiable_within_at 𝕜 c s x) (d : 𝔸) : | |
deriv_within (λ y, c y * d) s x = deriv_within c s x * d := | |
(hc.has_deriv_within_at.mul_const d).deriv_within hxs | |
lemma deriv_mul_const (hc : differentiable_at 𝕜 c x) (d : 𝔸) : | |
deriv (λ y, c y * d) x = deriv c x * d := | |
(hc.has_deriv_at.mul_const d).deriv | |
lemma deriv_mul_const_field (v : 𝕜') : | |
deriv (λ y, u y * v) x = deriv u x * v := | |
begin | |
by_cases hu : differentiable_at 𝕜 u x, | |
{ exact deriv_mul_const hu v }, | |
{ rw [deriv_zero_of_not_differentiable_at hu, zero_mul], | |
rcases eq_or_ne v 0 with rfl|hd, | |
{ simp only [mul_zero, deriv_const] }, | |
{ refine deriv_zero_of_not_differentiable_at (mt (λ H, _) hu), | |
simpa only [mul_inv_cancel_right₀ hd] using H.mul_const v⁻¹ } } | |
end | |
@[simp] lemma deriv_mul_const_field' (v : 𝕜') : deriv (λ x, u x * v) = λ x, deriv u x * v := | |
funext $ λ _, deriv_mul_const_field v | |
theorem has_deriv_within_at.const_mul (c : 𝔸) (hd : has_deriv_within_at d d' s x) : | |
has_deriv_within_at (λ y, c * d y) (c * d') s x := | |
begin | |
convert (has_deriv_within_at_const x s c).mul hd, | |
rw [zero_mul, zero_add] | |
end | |
theorem has_deriv_at.const_mul (c : 𝔸) (hd : has_deriv_at d d' x) : | |
has_deriv_at (λ y, c * d y) (c * d') x := | |
begin | |
rw [← has_deriv_within_at_univ] at *, | |
exact hd.const_mul c | |
end | |
theorem has_strict_deriv_at.const_mul (c : 𝔸) (hd : has_strict_deriv_at d d' x) : | |
has_strict_deriv_at (λ y, c * d y) (c * d') x := | |
begin | |
convert (has_strict_deriv_at_const _ _).mul hd, | |
rw [zero_mul, zero_add] | |
end | |
lemma deriv_within_const_mul (hxs : unique_diff_within_at 𝕜 s x) | |
(c : 𝔸) (hd : differentiable_within_at 𝕜 d s x) : | |
deriv_within (λ y, c * d y) s x = c * deriv_within d s x := | |
(hd.has_deriv_within_at.const_mul c).deriv_within hxs | |
lemma deriv_const_mul (c : 𝔸) (hd : differentiable_at 𝕜 d x) : | |
deriv (λ y, c * d y) x = c * deriv d x := | |
(hd.has_deriv_at.const_mul c).deriv | |
lemma deriv_const_mul_field (u : 𝕜') : deriv (λ y, u * v y) x = u * deriv v x := | |
by simp only [mul_comm u, deriv_mul_const_field] | |
@[simp] lemma deriv_const_mul_field' (u : 𝕜') : deriv (λ x, u * v x) = λ x, u * deriv v x := | |
funext (λ x, deriv_const_mul_field u) | |
end mul | |
section inverse | |
/-! ### Derivative of `x ↦ x⁻¹` -/ | |
theorem has_strict_deriv_at_inv (hx : x ≠ 0) : has_strict_deriv_at has_inv.inv (-(x^2)⁻¹) x := | |
begin | |
suffices : (λ p : 𝕜 × 𝕜, (p.1 - p.2) * ((x * x)⁻¹ - (p.1 * p.2)⁻¹)) =o[𝓝 (x, x)] | |
(λ p, (p.1 - p.2) * 1), | |
{ refine this.congr' _ (eventually_of_forall $ λ _, mul_one _), | |
refine eventually.mono (is_open.mem_nhds (is_open_ne.prod is_open_ne) ⟨hx, hx⟩) _, | |
rintro ⟨y, z⟩ ⟨hy, hz⟩, | |
simp only [mem_set_of_eq] at hy hz, -- hy : y ≠ 0, hz : z ≠ 0 | |
field_simp [hx, hy, hz], ring, }, | |
refine (is_O_refl (λ p : 𝕜 × 𝕜, p.1 - p.2) _).mul_is_o ((is_o_one_iff _).2 _), | |
rw [← sub_self (x * x)⁻¹], | |
exact tendsto_const_nhds.sub ((continuous_mul.tendsto (x, x)).inv₀ $ mul_ne_zero hx hx) | |
end | |
theorem has_deriv_at_inv (x_ne_zero : x ≠ 0) : | |
has_deriv_at (λy, y⁻¹) (-(x^2)⁻¹) x := | |
(has_strict_deriv_at_inv x_ne_zero).has_deriv_at | |
theorem has_deriv_within_at_inv (x_ne_zero : x ≠ 0) (s : set 𝕜) : | |
has_deriv_within_at (λx, x⁻¹) (-(x^2)⁻¹) s x := | |
(has_deriv_at_inv x_ne_zero).has_deriv_within_at | |
lemma differentiable_at_inv : | |
differentiable_at 𝕜 (λx, x⁻¹) x ↔ x ≠ 0:= | |
⟨λ H, normed_field.continuous_at_inv.1 H.continuous_at, | |
λ H, (has_deriv_at_inv H).differentiable_at⟩ | |
lemma differentiable_within_at_inv (x_ne_zero : x ≠ 0) : | |
differentiable_within_at 𝕜 (λx, x⁻¹) s x := | |
(differentiable_at_inv.2 x_ne_zero).differentiable_within_at | |
lemma differentiable_on_inv : differentiable_on 𝕜 (λx:𝕜, x⁻¹) {x | x ≠ 0} := | |
λx hx, differentiable_within_at_inv hx | |
lemma deriv_inv : deriv (λx, x⁻¹) x = -(x^2)⁻¹ := | |
begin | |
rcases eq_or_ne x 0 with rfl|hne, | |
{ simp [deriv_zero_of_not_differentiable_at (mt differentiable_at_inv.1 (not_not.2 rfl))] }, | |
{ exact (has_deriv_at_inv hne).deriv } | |
end | |
@[simp] lemma deriv_inv' : deriv (λ x : 𝕜, x⁻¹) = λ x, -(x ^ 2)⁻¹ := funext (λ x, deriv_inv) | |
lemma deriv_within_inv (x_ne_zero : x ≠ 0) (hxs : unique_diff_within_at 𝕜 s x) : | |
deriv_within (λx, x⁻¹) s x = -(x^2)⁻¹ := | |
begin | |
rw differentiable_at.deriv_within (differentiable_at_inv.2 x_ne_zero) hxs, | |
exact deriv_inv | |
end | |
lemma has_fderiv_at_inv (x_ne_zero : x ≠ 0) : | |
has_fderiv_at (λx, x⁻¹) (smul_right (1 : 𝕜 →L[𝕜] 𝕜) (-(x^2)⁻¹) : 𝕜 →L[𝕜] 𝕜) x := | |
has_deriv_at_inv x_ne_zero | |
lemma has_fderiv_within_at_inv (x_ne_zero : x ≠ 0) : | |
has_fderiv_within_at (λx, x⁻¹) (smul_right (1 : 𝕜 →L[𝕜] 𝕜) (-(x^2)⁻¹) : 𝕜 →L[𝕜] 𝕜) s x := | |
(has_fderiv_at_inv x_ne_zero).has_fderiv_within_at | |
lemma fderiv_inv : | |
fderiv 𝕜 (λx, x⁻¹) x = smul_right (1 : 𝕜 →L[𝕜] 𝕜) (-(x^2)⁻¹) := | |
by rw [← deriv_fderiv, deriv_inv] | |
lemma fderiv_within_inv (x_ne_zero : x ≠ 0) (hxs : unique_diff_within_at 𝕜 s x) : | |
fderiv_within 𝕜 (λx, x⁻¹) s x = smul_right (1 : 𝕜 →L[𝕜] 𝕜) (-(x^2)⁻¹) := | |
begin | |
rw differentiable_at.fderiv_within (differentiable_at_inv.2 x_ne_zero) hxs, | |
exact fderiv_inv | |
end | |
variables {c : 𝕜 → 𝕜} {c' : 𝕜} | |
lemma has_deriv_within_at.inv | |
(hc : has_deriv_within_at c c' s x) (hx : c x ≠ 0) : | |
has_deriv_within_at (λ y, (c y)⁻¹) (- c' / (c x)^2) s x := | |
begin | |
convert (has_deriv_at_inv hx).comp_has_deriv_within_at x hc, | |
field_simp | |
end | |
lemma has_deriv_at.inv (hc : has_deriv_at c c' x) (hx : c x ≠ 0) : | |
has_deriv_at (λ y, (c y)⁻¹) (- c' / (c x)^2) x := | |
begin | |
rw ← has_deriv_within_at_univ at *, | |
exact hc.inv hx | |
end | |
lemma differentiable_within_at.inv (hc : differentiable_within_at 𝕜 c s x) (hx : c x ≠ 0) : | |
differentiable_within_at 𝕜 (λx, (c x)⁻¹) s x := | |
(hc.has_deriv_within_at.inv hx).differentiable_within_at | |
@[simp] lemma differentiable_at.inv (hc : differentiable_at 𝕜 c x) (hx : c x ≠ 0) : | |
differentiable_at 𝕜 (λx, (c x)⁻¹) x := | |
(hc.has_deriv_at.inv hx).differentiable_at | |
lemma differentiable_on.inv (hc : differentiable_on 𝕜 c s) (hx : ∀ x ∈ s, c x ≠ 0) : | |
differentiable_on 𝕜 (λx, (c x)⁻¹) s := | |
λx h, (hc x h).inv (hx x h) | |
@[simp] lemma differentiable.inv (hc : differentiable 𝕜 c) (hx : ∀ x, c x ≠ 0) : | |
differentiable 𝕜 (λx, (c x)⁻¹) := | |
λx, (hc x).inv (hx x) | |
lemma deriv_within_inv' (hc : differentiable_within_at 𝕜 c s x) (hx : c x ≠ 0) | |
(hxs : unique_diff_within_at 𝕜 s x) : | |
deriv_within (λx, (c x)⁻¹) s x = - (deriv_within c s x) / (c x)^2 := | |
(hc.has_deriv_within_at.inv hx).deriv_within hxs | |
@[simp] lemma deriv_inv'' (hc : differentiable_at 𝕜 c x) (hx : c x ≠ 0) : | |
deriv (λx, (c x)⁻¹) x = - (deriv c x) / (c x)^2 := | |
(hc.has_deriv_at.inv hx).deriv | |
end inverse | |
section division | |
/-! ### Derivative of `x ↦ c x / d x` -/ | |
variables {𝕜' : Type*} [nontrivially_normed_field 𝕜'] [normed_algebra 𝕜 𝕜'] | |
{c d : 𝕜 → 𝕜'} {c' d' : 𝕜'} | |
lemma has_deriv_within_at.div | |
(hc : has_deriv_within_at c c' s x) (hd : has_deriv_within_at d d' s x) (hx : d x ≠ 0) : | |
has_deriv_within_at (λ y, c y / d y) ((c' * d x - c x * d') / (d x)^2) s x := | |
begin | |
convert hc.mul ((has_deriv_at_inv hx).comp_has_deriv_within_at x hd), | |
{ simp only [div_eq_mul_inv] }, | |
{ field_simp, ring } | |
end | |
lemma has_strict_deriv_at.div (hc : has_strict_deriv_at c c' x) (hd : has_strict_deriv_at d d' x) | |
(hx : d x ≠ 0) : | |
has_strict_deriv_at (λ y, c y / d y) ((c' * d x - c x * d') / (d x)^2) x := | |
begin | |
convert hc.mul ((has_strict_deriv_at_inv hx).comp x hd), | |
{ simp only [div_eq_mul_inv] }, | |
{ field_simp, ring } | |
end | |
lemma has_deriv_at.div (hc : has_deriv_at c c' x) (hd : has_deriv_at d d' x) (hx : d x ≠ 0) : | |
has_deriv_at (λ y, c y / d y) ((c' * d x - c x * d') / (d x)^2) x := | |
begin | |
rw ← has_deriv_within_at_univ at *, | |
exact hc.div hd hx | |
end | |
lemma differentiable_within_at.div | |
(hc : differentiable_within_at 𝕜 c s x) (hd : differentiable_within_at 𝕜 d s x) (hx : d x ≠ 0) : | |
differentiable_within_at 𝕜 (λx, c x / d x) s x := | |
((hc.has_deriv_within_at).div (hd.has_deriv_within_at) hx).differentiable_within_at | |
@[simp] lemma differentiable_at.div | |
(hc : differentiable_at 𝕜 c x) (hd : differentiable_at 𝕜 d x) (hx : d x ≠ 0) : | |
differentiable_at 𝕜 (λx, c x / d x) x := | |
((hc.has_deriv_at).div (hd.has_deriv_at) hx).differentiable_at | |
lemma differentiable_on.div | |
(hc : differentiable_on 𝕜 c s) (hd : differentiable_on 𝕜 d s) (hx : ∀ x ∈ s, d x ≠ 0) : | |
differentiable_on 𝕜 (λx, c x / d x) s := | |
λx h, (hc x h).div (hd x h) (hx x h) | |
@[simp] lemma differentiable.div | |
(hc : differentiable 𝕜 c) (hd : differentiable 𝕜 d) (hx : ∀ x, d x ≠ 0) : | |
differentiable 𝕜 (λx, c x / d x) := | |
λx, (hc x).div (hd x) (hx x) | |
lemma deriv_within_div | |
(hc : differentiable_within_at 𝕜 c s x) (hd : differentiable_within_at 𝕜 d s x) (hx : d x ≠ 0) | |
(hxs : unique_diff_within_at 𝕜 s x) : | |
deriv_within (λx, c x / d x) s x | |
= ((deriv_within c s x) * d x - c x * (deriv_within d s x)) / (d x)^2 := | |
((hc.has_deriv_within_at).div (hd.has_deriv_within_at) hx).deriv_within hxs | |
@[simp] lemma deriv_div | |
(hc : differentiable_at 𝕜 c x) (hd : differentiable_at 𝕜 d x) (hx : d x ≠ 0) : | |
deriv (λx, c x / d x) x = ((deriv c x) * d x - c x * (deriv d x)) / (d x)^2 := | |
((hc.has_deriv_at).div (hd.has_deriv_at) hx).deriv | |
lemma has_deriv_at.div_const (hc : has_deriv_at c c' x) (d : 𝕜') : | |
has_deriv_at (λ x, c x / d) (c' / d) x := | |
by simpa only [div_eq_mul_inv] using hc.mul_const d⁻¹ | |
lemma has_deriv_within_at.div_const (hc : has_deriv_within_at c c' s x) (d : 𝕜') : | |
has_deriv_within_at (λ x, c x / d) (c' / d) s x := | |
by simpa only [div_eq_mul_inv] using hc.mul_const d⁻¹ | |
lemma has_strict_deriv_at.div_const (hc : has_strict_deriv_at c c' x) (d : 𝕜') : | |
has_strict_deriv_at (λ x, c x / d) (c' / d) x := | |
by simpa only [div_eq_mul_inv] using hc.mul_const d⁻¹ | |
lemma differentiable_within_at.div_const (hc : differentiable_within_at 𝕜 c s x) {d : 𝕜'} : | |
differentiable_within_at 𝕜 (λx, c x / d) s x := | |
(hc.has_deriv_within_at.div_const _).differentiable_within_at | |
@[simp] lemma differentiable_at.div_const (hc : differentiable_at 𝕜 c x) {d : 𝕜'} : | |
differentiable_at 𝕜 (λ x, c x / d) x := | |
(hc.has_deriv_at.div_const _).differentiable_at | |
lemma differentiable_on.div_const (hc : differentiable_on 𝕜 c s) {d : 𝕜'} : | |
differentiable_on 𝕜 (λx, c x / d) s := | |
λ x hx, (hc x hx).div_const | |
@[simp] lemma differentiable.div_const (hc : differentiable 𝕜 c) {d : 𝕜'} : | |
differentiable 𝕜 (λx, c x / d) := | |
λ x, (hc x).div_const | |
lemma deriv_within_div_const (hc : differentiable_within_at 𝕜 c s x) {d : 𝕜'} | |
(hxs : unique_diff_within_at 𝕜 s x) : | |
deriv_within (λx, c x / d) s x = (deriv_within c s x) / d := | |
by simp [div_eq_inv_mul, deriv_within_const_mul, hc, hxs] | |
@[simp] lemma deriv_div_const (d : 𝕜') : | |
deriv (λx, c x / d) x = (deriv c x) / d := | |
by simp only [div_eq_mul_inv, deriv_mul_const_field] | |
end division | |
section clm_comp_apply | |
/-! ### Derivative of the pointwise composition/application of continuous linear maps -/ | |
open continuous_linear_map | |
variables {G : Type*} [normed_add_comm_group G] [normed_space 𝕜 G] {c : 𝕜 → F →L[𝕜] G} | |
{c' : F →L[𝕜] G} {d : 𝕜 → E →L[𝕜] F} {d' : E →L[𝕜] F} {u : 𝕜 → F} {u' : F} | |
lemma has_strict_deriv_at.clm_comp (hc : has_strict_deriv_at c c' x) | |
(hd : has_strict_deriv_at d d' x) : | |
has_strict_deriv_at (λ y, (c y).comp (d y)) (c'.comp (d x) + (c x).comp d') x := | |
begin | |
have := (hc.has_strict_fderiv_at.clm_comp hd.has_strict_fderiv_at).has_strict_deriv_at, | |
rwa [add_apply, comp_apply, comp_apply, smul_right_apply, smul_right_apply, one_apply, one_smul, | |
one_smul, add_comm] at this, | |
end | |
lemma has_deriv_within_at.clm_comp (hc : has_deriv_within_at c c' s x) | |
(hd : has_deriv_within_at d d' s x) : | |
has_deriv_within_at (λ y, (c y).comp (d y)) (c'.comp (d x) + (c x).comp d') s x := | |
begin | |
have := (hc.has_fderiv_within_at.clm_comp hd.has_fderiv_within_at).has_deriv_within_at, | |
rwa [add_apply, comp_apply, comp_apply, smul_right_apply, smul_right_apply, one_apply, one_smul, | |
one_smul, add_comm] at this, | |
end | |
lemma has_deriv_at.clm_comp (hc : has_deriv_at c c' x) (hd : has_deriv_at d d' x) : | |
has_deriv_at (λ y, (c y).comp (d y)) | |
(c'.comp (d x) + (c x).comp d') x := | |
begin | |
rw [← has_deriv_within_at_univ] at *, | |
exact hc.clm_comp hd | |
end | |
lemma deriv_within_clm_comp (hc : differentiable_within_at 𝕜 c s x) | |
(hd : differentiable_within_at 𝕜 d s x) (hxs : unique_diff_within_at 𝕜 s x): | |
deriv_within (λ y, (c y).comp (d y)) s x = | |
((deriv_within c s x).comp (d x) + (c x).comp (deriv_within d s x)) := | |
(hc.has_deriv_within_at.clm_comp hd.has_deriv_within_at).deriv_within hxs | |
lemma deriv_clm_comp (hc : differentiable_at 𝕜 c x) (hd : differentiable_at 𝕜 d x) : | |
deriv (λ y, (c y).comp (d y)) x = | |
((deriv c x).comp (d x) + (c x).comp (deriv d x)) := | |
(hc.has_deriv_at.clm_comp hd.has_deriv_at).deriv | |
lemma has_strict_deriv_at.clm_apply (hc : has_strict_deriv_at c c' x) | |
(hu : has_strict_deriv_at u u' x) : | |
has_strict_deriv_at (λ y, (c y) (u y)) (c' (u x) + c x u') x := | |
begin | |
have := (hc.has_strict_fderiv_at.clm_apply hu.has_strict_fderiv_at).has_strict_deriv_at, | |
rwa [add_apply, comp_apply, flip_apply, smul_right_apply, smul_right_apply, one_apply, one_smul, | |
one_smul, add_comm] at this, | |
end | |
lemma has_deriv_within_at.clm_apply (hc : has_deriv_within_at c c' s x) | |
(hu : has_deriv_within_at u u' s x) : | |
has_deriv_within_at (λ y, (c y) (u y)) (c' (u x) + c x u') s x := | |
begin | |
have := (hc.has_fderiv_within_at.clm_apply hu.has_fderiv_within_at).has_deriv_within_at, | |
rwa [add_apply, comp_apply, flip_apply, smul_right_apply, smul_right_apply, one_apply, one_smul, | |
one_smul, add_comm] at this, | |
end | |
lemma has_deriv_at.clm_apply (hc : has_deriv_at c c' x) (hu : has_deriv_at u u' x) : | |
has_deriv_at (λ y, (c y) (u y)) (c' (u x) + c x u') x := | |
begin | |
have := (hc.has_fderiv_at.clm_apply hu.has_fderiv_at).has_deriv_at, | |
rwa [add_apply, comp_apply, flip_apply, smul_right_apply, smul_right_apply, one_apply, one_smul, | |
one_smul, add_comm] at this, | |
end | |
lemma deriv_within_clm_apply (hxs : unique_diff_within_at 𝕜 s x) | |
(hc : differentiable_within_at 𝕜 c s x) (hu : differentiable_within_at 𝕜 u s x) : | |
deriv_within (λ y, (c y) (u y)) s x = (deriv_within c s x (u x) + c x (deriv_within u s x)) := | |
(hc.has_deriv_within_at.clm_apply hu.has_deriv_within_at).deriv_within hxs | |
lemma deriv_clm_apply (hc : differentiable_at 𝕜 c x) (hu : differentiable_at 𝕜 u x) : | |
deriv (λ y, (c y) (u y)) x = (deriv c x (u x) + c x (deriv u x)) := | |
(hc.has_deriv_at.clm_apply hu.has_deriv_at).deriv | |
end clm_comp_apply | |
theorem has_strict_deriv_at.has_strict_fderiv_at_equiv {f : 𝕜 → 𝕜} {f' x : 𝕜} | |
(hf : has_strict_deriv_at f f' x) (hf' : f' ≠ 0) : | |
has_strict_fderiv_at f | |
(continuous_linear_equiv.units_equiv_aut 𝕜 (units.mk0 f' hf') : 𝕜 →L[𝕜] 𝕜) x := | |
hf | |
theorem has_deriv_at.has_fderiv_at_equiv {f : 𝕜 → 𝕜} {f' x : 𝕜} (hf : has_deriv_at f f' x) | |
(hf' : f' ≠ 0) : | |
has_fderiv_at f (continuous_linear_equiv.units_equiv_aut 𝕜 (units.mk0 f' hf') : 𝕜 →L[𝕜] 𝕜) x := | |
hf | |
/-- If `f (g y) = y` for `y` in some neighborhood of `a`, `g` is continuous at `a`, and `f` has an | |
invertible derivative `f'` at `g a` in the strict sense, then `g` has the derivative `f'⁻¹` at `a` | |
in the strict sense. | |
This is one of the easy parts of the inverse function theorem: it assumes that we already have an | |
inverse function. -/ | |
theorem has_strict_deriv_at.of_local_left_inverse {f g : 𝕜 → 𝕜} {f' a : 𝕜} | |
(hg : continuous_at g a) (hf : has_strict_deriv_at f f' (g a)) (hf' : f' ≠ 0) | |
(hfg : ∀ᶠ y in 𝓝 a, f (g y) = y) : | |
has_strict_deriv_at g f'⁻¹ a := | |
(hf.has_strict_fderiv_at_equiv hf').of_local_left_inverse hg hfg | |
/-- If `f` is a local homeomorphism defined on a neighbourhood of `f.symm a`, and `f` has a | |
nonzero derivative `f'` at `f.symm a` in the strict sense, then `f.symm` has the derivative `f'⁻¹` | |
at `a` in the strict sense. | |
This is one of the easy parts of the inverse function theorem: it assumes that we already have | |
an inverse function. -/ | |
lemma local_homeomorph.has_strict_deriv_at_symm (f : local_homeomorph 𝕜 𝕜) {a f' : 𝕜} | |
(ha : a ∈ f.target) (hf' : f' ≠ 0) (htff' : has_strict_deriv_at f f' (f.symm a)) : | |
has_strict_deriv_at f.symm f'⁻¹ a := | |
htff'.of_local_left_inverse (f.symm.continuous_at ha) hf' (f.eventually_right_inverse ha) | |
/-- If `f (g y) = y` for `y` in some neighborhood of `a`, `g` is continuous at `a`, and `f` has an | |
invertible derivative `f'` at `g a`, then `g` has the derivative `f'⁻¹` at `a`. | |
This is one of the easy parts of the inverse function theorem: it assumes that we already have | |
an inverse function. -/ | |
theorem has_deriv_at.of_local_left_inverse {f g : 𝕜 → 𝕜} {f' a : 𝕜} | |
(hg : continuous_at g a) (hf : has_deriv_at f f' (g a)) (hf' : f' ≠ 0) | |
(hfg : ∀ᶠ y in 𝓝 a, f (g y) = y) : | |
has_deriv_at g f'⁻¹ a := | |
(hf.has_fderiv_at_equiv hf').of_local_left_inverse hg hfg | |
/-- If `f` is a local homeomorphism defined on a neighbourhood of `f.symm a`, and `f` has an | |
nonzero derivative `f'` at `f.symm a`, then `f.symm` has the derivative `f'⁻¹` at `a`. | |
This is one of the easy parts of the inverse function theorem: it assumes that we already have | |
an inverse function. -/ | |
lemma local_homeomorph.has_deriv_at_symm (f : local_homeomorph 𝕜 𝕜) {a f' : 𝕜} | |
(ha : a ∈ f.target) (hf' : f' ≠ 0) (htff' : has_deriv_at f f' (f.symm a)) : | |
has_deriv_at f.symm f'⁻¹ a := | |
htff'.of_local_left_inverse (f.symm.continuous_at ha) hf' (f.eventually_right_inverse ha) | |
lemma has_deriv_at.eventually_ne (h : has_deriv_at f f' x) (hf' : f' ≠ 0) : | |
∀ᶠ z in 𝓝[≠] x, f z ≠ f x := | |
(has_deriv_at_iff_has_fderiv_at.1 h).eventually_ne | |
⟨∥f'∥⁻¹, λ z, by field_simp [norm_smul, mt norm_eq_zero.1 hf']⟩ | |
lemma has_deriv_at.tendsto_punctured_nhds (h : has_deriv_at f f' x) (hf' : f' ≠ 0) : | |
tendsto f (𝓝[≠] x) (𝓝[≠] (f x)) := | |
tendsto_nhds_within_of_tendsto_nhds_of_eventually_within _ | |
h.continuous_at.continuous_within_at (h.eventually_ne hf') | |
theorem not_differentiable_within_at_of_local_left_inverse_has_deriv_within_at_zero | |
{f g : 𝕜 → 𝕜} {a : 𝕜} {s t : set 𝕜} (ha : a ∈ s) (hsu : unique_diff_within_at 𝕜 s a) | |
(hf : has_deriv_within_at f 0 t (g a)) (hst : maps_to g s t) (hfg : f ∘ g =ᶠ[𝓝[s] a] id) : | |
¬differentiable_within_at 𝕜 g s a := | |
begin | |
intro hg, | |
have := (hf.comp a hg.has_deriv_within_at hst).congr_of_eventually_eq_of_mem hfg.symm ha, | |
simpa using hsu.eq_deriv _ this (has_deriv_within_at_id _ _) | |
end | |
theorem not_differentiable_at_of_local_left_inverse_has_deriv_at_zero | |
{f g : 𝕜 → 𝕜} {a : 𝕜} (hf : has_deriv_at f 0 (g a)) (hfg : f ∘ g =ᶠ[𝓝 a] id) : | |
¬differentiable_at 𝕜 g a := | |
begin | |
intro hg, | |
have := (hf.comp a hg.has_deriv_at).congr_of_eventually_eq hfg.symm, | |
simpa using this.unique (has_deriv_at_id a) | |
end | |
end | |
namespace polynomial | |
/-! ### Derivative of a polynomial -/ | |
variables {x : 𝕜} {s : set 𝕜} | |
variable (p : 𝕜[X]) | |
/-- The derivative (in the analysis sense) of a polynomial `p` is given by `p.derivative`. -/ | |
protected lemma has_strict_deriv_at (x : 𝕜) : | |
has_strict_deriv_at (λx, p.eval x) (p.derivative.eval x) x := | |
begin | |
apply p.induction_on, | |
{ simp [has_strict_deriv_at_const] }, | |
{ assume p q hp hq, | |
convert hp.add hq; | |
simp }, | |
{ assume n a h, | |
convert h.mul (has_strict_deriv_at_id x), | |
{ ext y, simp [pow_add, mul_assoc] }, | |
{ simp [pow_add], ring } } | |
end | |
/-- The derivative (in the analysis sense) of a polynomial `p` is given by `p.derivative`. -/ | |
protected lemma has_deriv_at (x : 𝕜) : has_deriv_at (λx, p.eval x) (p.derivative.eval x) x := | |
(p.has_strict_deriv_at x).has_deriv_at | |
protected theorem has_deriv_within_at (x : 𝕜) (s : set 𝕜) : | |
has_deriv_within_at (λx, p.eval x) (p.derivative.eval x) s x := | |
(p.has_deriv_at x).has_deriv_within_at | |
protected lemma differentiable_at : differentiable_at 𝕜 (λx, p.eval x) x := | |
(p.has_deriv_at x).differentiable_at | |
protected lemma differentiable_within_at : differentiable_within_at 𝕜 (λx, p.eval x) s x := | |
p.differentiable_at.differentiable_within_at | |
protected lemma differentiable : differentiable 𝕜 (λx, p.eval x) := | |
λx, p.differentiable_at | |
protected lemma differentiable_on : differentiable_on 𝕜 (λx, p.eval x) s := | |
p.differentiable.differentiable_on | |
@[simp] protected lemma deriv : deriv (λx, p.eval x) x = p.derivative.eval x := | |
(p.has_deriv_at x).deriv | |
protected lemma deriv_within (hxs : unique_diff_within_at 𝕜 s x) : | |
deriv_within (λx, p.eval x) s x = p.derivative.eval x := | |
begin | |
rw differentiable_at.deriv_within p.differentiable_at hxs, | |
exact p.deriv | |
end | |
protected lemma has_fderiv_at (x : 𝕜) : | |
has_fderiv_at (λx, p.eval x) (smul_right (1 : 𝕜 →L[𝕜] 𝕜) (p.derivative.eval x)) x := | |
p.has_deriv_at x | |
protected lemma has_fderiv_within_at (x : 𝕜) : | |
has_fderiv_within_at (λx, p.eval x) (smul_right (1 : 𝕜 →L[𝕜] 𝕜) (p.derivative.eval x)) s x := | |
(p.has_fderiv_at x).has_fderiv_within_at | |
@[simp] protected lemma fderiv : | |
fderiv 𝕜 (λx, p.eval x) x = smul_right (1 : 𝕜 →L[𝕜] 𝕜) (p.derivative.eval x) := | |
(p.has_fderiv_at x).fderiv | |
protected lemma fderiv_within (hxs : unique_diff_within_at 𝕜 s x) : | |
fderiv_within 𝕜 (λx, p.eval x) s x = smul_right (1 : 𝕜 →L[𝕜] 𝕜) (p.derivative.eval x) := | |
(p.has_fderiv_within_at x).fderiv_within hxs | |
end polynomial | |
section pow | |
/-! ### Derivative of `x ↦ x^n` for `n : ℕ` -/ | |
variables {x : 𝕜} {s : set 𝕜} {c : 𝕜 → 𝕜} {c' : 𝕜} | |
variable (n : ℕ) | |
lemma has_strict_deriv_at_pow (n : ℕ) (x : 𝕜) : | |
has_strict_deriv_at (λx, x^n) ((n : 𝕜) * x^(n-1)) x := | |
begin | |
convert (polynomial.C (1 : 𝕜) * (polynomial.X)^n).has_strict_deriv_at x, | |
{ simp }, | |
{ rw [polynomial.derivative_C_mul_X_pow], simp } | |
end | |
lemma has_deriv_at_pow (n : ℕ) (x : 𝕜) : has_deriv_at (λx, x^n) ((n : 𝕜) * x^(n-1)) x := | |
(has_strict_deriv_at_pow n x).has_deriv_at | |
theorem has_deriv_within_at_pow (n : ℕ) (x : 𝕜) (s : set 𝕜) : | |
has_deriv_within_at (λx, x^n) ((n : 𝕜) * x^(n-1)) s x := | |
(has_deriv_at_pow n x).has_deriv_within_at | |
lemma differentiable_at_pow : differentiable_at 𝕜 (λx, x^n) x := | |
(has_deriv_at_pow n x).differentiable_at | |
lemma differentiable_within_at_pow : differentiable_within_at 𝕜 (λx, x^n) s x := | |
(differentiable_at_pow n).differentiable_within_at | |
lemma differentiable_pow : differentiable 𝕜 (λx:𝕜, x^n) := | |
λ x, differentiable_at_pow n | |
lemma differentiable_on_pow : differentiable_on 𝕜 (λx, x^n) s := | |
(differentiable_pow n).differentiable_on | |
lemma deriv_pow : deriv (λ x, x^n) x = (n : 𝕜) * x^(n-1) := | |
(has_deriv_at_pow n x).deriv | |
@[simp] lemma deriv_pow' : deriv (λ x, x^n) = λ x, (n : 𝕜) * x^(n-1) := | |
funext $ λ x, deriv_pow n | |
lemma deriv_within_pow (hxs : unique_diff_within_at 𝕜 s x) : | |
deriv_within (λx, x^n) s x = (n : 𝕜) * x^(n-1) := | |
(has_deriv_within_at_pow n x s).deriv_within hxs | |
lemma has_deriv_within_at.pow (hc : has_deriv_within_at c c' s x) : | |
has_deriv_within_at (λ y, (c y)^n) ((n : 𝕜) * (c x)^(n-1) * c') s x := | |
(has_deriv_at_pow n (c x)).comp_has_deriv_within_at x hc | |
lemma has_deriv_at.pow (hc : has_deriv_at c c' x) : | |
has_deriv_at (λ y, (c y)^n) ((n : 𝕜) * (c x)^(n-1) * c') x := | |
by { rw ← has_deriv_within_at_univ at *, exact hc.pow n } | |
lemma deriv_within_pow' (hc : differentiable_within_at 𝕜 c s x) | |
(hxs : unique_diff_within_at 𝕜 s x) : | |
deriv_within (λx, (c x)^n) s x = (n : 𝕜) * (c x)^(n-1) * (deriv_within c s x) := | |
(hc.has_deriv_within_at.pow n).deriv_within hxs | |
@[simp] lemma deriv_pow'' (hc : differentiable_at 𝕜 c x) : | |
deriv (λx, (c x)^n) x = (n : 𝕜) * (c x)^(n-1) * (deriv c x) := | |
(hc.has_deriv_at.pow n).deriv | |
end pow | |
section zpow | |
/-! ### Derivative of `x ↦ x^m` for `m : ℤ` -/ | |
variables {E : Type*} [normed_add_comm_group E] [normed_space 𝕜 E] {x : 𝕜} {s : set 𝕜} {m : ℤ} | |
lemma has_strict_deriv_at_zpow (m : ℤ) (x : 𝕜) (h : x ≠ 0 ∨ 0 ≤ m) : | |
has_strict_deriv_at (λx, x^m) ((m : 𝕜) * x^(m-1)) x := | |
begin | |
have : ∀ m : ℤ, 0 < m → has_strict_deriv_at (λx, x^m) ((m:𝕜) * x^(m-1)) x, | |
{ assume m hm, | |
lift m to ℕ using (le_of_lt hm), | |
simp only [zpow_coe_nat, int.cast_coe_nat], | |
convert has_strict_deriv_at_pow _ _ using 2, | |
rw [← int.coe_nat_one, ← int.coe_nat_sub, zpow_coe_nat], | |
norm_cast at hm, | |
exact nat.succ_le_of_lt hm }, | |
rcases lt_trichotomy m 0 with hm|hm|hm, | |
{ have hx : x ≠ 0, from h.resolve_right hm.not_le, | |
have := (has_strict_deriv_at_inv _).scomp _ (this (-m) (neg_pos.2 hm)); | |
[skip, exact zpow_ne_zero_of_ne_zero hx _], | |
simp only [(∘), zpow_neg, one_div, inv_inv, smul_eq_mul] at this, | |
convert this using 1, | |
rw [sq, mul_inv, inv_inv, int.cast_neg, neg_mul, neg_mul_neg, | |
← zpow_add₀ hx, mul_assoc, ← zpow_add₀ hx], congr, abel }, | |
{ simp only [hm, zpow_zero, int.cast_zero, zero_mul, has_strict_deriv_at_const] }, | |
{ exact this m hm } | |
end | |
lemma has_deriv_at_zpow (m : ℤ) (x : 𝕜) (h : x ≠ 0 ∨ 0 ≤ m) : | |
has_deriv_at (λx, x^m) ((m : 𝕜) * x^(m-1)) x := | |
(has_strict_deriv_at_zpow m x h).has_deriv_at | |
theorem has_deriv_within_at_zpow (m : ℤ) (x : 𝕜) (h : x ≠ 0 ∨ 0 ≤ m) (s : set 𝕜) : | |
has_deriv_within_at (λx, x^m) ((m : 𝕜) * x^(m-1)) s x := | |
(has_deriv_at_zpow m x h).has_deriv_within_at | |
lemma differentiable_at_zpow : differentiable_at 𝕜 (λx, x^m) x ↔ x ≠ 0 ∨ 0 ≤ m := | |
⟨λ H, normed_field.continuous_at_zpow.1 H.continuous_at, | |
λ H, (has_deriv_at_zpow m x H).differentiable_at⟩ | |
lemma differentiable_within_at_zpow (m : ℤ) (x : 𝕜) (h : x ≠ 0 ∨ 0 ≤ m) : | |
differentiable_within_at 𝕜 (λx, x^m) s x := | |
(differentiable_at_zpow.mpr h).differentiable_within_at | |
lemma differentiable_on_zpow (m : ℤ) (s : set 𝕜) (h : (0 : 𝕜) ∉ s ∨ 0 ≤ m) : | |
differentiable_on 𝕜 (λx, x^m) s := | |
λ x hxs, differentiable_within_at_zpow m x $ h.imp_left $ ne_of_mem_of_not_mem hxs | |
lemma deriv_zpow (m : ℤ) (x : 𝕜) : deriv (λ x, x ^ m) x = m * x ^ (m - 1) := | |
begin | |
by_cases H : x ≠ 0 ∨ 0 ≤ m, | |
{ exact (has_deriv_at_zpow m x H).deriv }, | |
{ rw deriv_zero_of_not_differentiable_at (mt differentiable_at_zpow.1 H), | |
push_neg at H, rcases H with ⟨rfl, hm⟩, | |
rw [zero_zpow _ ((sub_one_lt _).trans hm).ne, mul_zero] } | |
end | |
@[simp] lemma deriv_zpow' (m : ℤ) : deriv (λ x : 𝕜, x ^ m) = λ x, m * x ^ (m - 1) := | |
funext $ deriv_zpow m | |
lemma deriv_within_zpow (hxs : unique_diff_within_at 𝕜 s x) (h : x ≠ 0 ∨ 0 ≤ m) : | |
deriv_within (λx, x^m) s x = (m : 𝕜) * x^(m-1) := | |
(has_deriv_within_at_zpow m x h s).deriv_within hxs | |
@[simp] lemma iter_deriv_zpow' (m : ℤ) (k : ℕ) : | |
deriv^[k] (λ x : 𝕜, x ^ m) = λ x, (∏ i in finset.range k, (m - i)) * x ^ (m - k) := | |
begin | |
induction k with k ihk, | |
{ simp only [one_mul, int.coe_nat_zero, id, sub_zero, finset.prod_range_zero, | |
function.iterate_zero] }, | |
{ simp only [function.iterate_succ_apply', ihk, deriv_const_mul_field', deriv_zpow', | |
finset.prod_range_succ, int.coe_nat_succ, ← sub_sub, int.cast_sub, int.cast_coe_nat, | |
mul_assoc], } | |
end | |
lemma iter_deriv_zpow (m : ℤ) (x : 𝕜) (k : ℕ) : | |
deriv^[k] (λ y, y ^ m) x = (∏ i in finset.range k, (m - i)) * x ^ (m - k) := | |
congr_fun (iter_deriv_zpow' m k) x | |
lemma iter_deriv_pow (n : ℕ) (x : 𝕜) (k : ℕ) : | |
deriv^[k] (λx:𝕜, x^n) x = (∏ i in finset.range k, (n - i)) * x^(n-k) := | |
begin | |
simp only [← zpow_coe_nat, iter_deriv_zpow, int.cast_coe_nat], | |
cases le_or_lt k n with hkn hnk, | |
{ rw int.coe_nat_sub hkn }, | |
{ have : ∏ i in finset.range k, (n - i : 𝕜) = 0, | |
from finset.prod_eq_zero (finset.mem_range.2 hnk) (sub_self _), | |
simp only [this, zero_mul] } | |
end | |
@[simp] lemma iter_deriv_pow' (n k : ℕ) : | |
deriv^[k] (λ x : 𝕜, x ^ n) = λ x, (∏ i in finset.range k, (n - i)) * x ^ (n - k) := | |
funext $ λ x, iter_deriv_pow n x k | |
lemma iter_deriv_inv (k : ℕ) (x : 𝕜) : | |
deriv^[k] has_inv.inv x = (∏ i in finset.range k, (-1 - i)) * x ^ (-1 - k : ℤ) := | |
by simpa only [zpow_neg_one, int.cast_neg, int.cast_one] using iter_deriv_zpow (-1) x k | |
@[simp] lemma iter_deriv_inv' (k : ℕ) : | |
deriv^[k] has_inv.inv = λ x : 𝕜, (∏ i in finset.range k, (-1 - i)) * x ^ (-1 - k : ℤ) := | |
funext (iter_deriv_inv k) | |
variables {f : E → 𝕜} {t : set E} {a : E} | |
lemma differentiable_within_at.zpow (hf : differentiable_within_at 𝕜 f t a) (h : f a ≠ 0 ∨ 0 ≤ m) : | |
differentiable_within_at 𝕜 (λ x, f x ^ m) t a := | |
(differentiable_at_zpow.2 h).comp_differentiable_within_at a hf | |
lemma differentiable_at.zpow (hf : differentiable_at 𝕜 f a) (h : f a ≠ 0 ∨ 0 ≤ m) : | |
differentiable_at 𝕜 (λ x, f x ^ m) a := | |
(differentiable_at_zpow.2 h).comp a hf | |
lemma differentiable_on.zpow (hf : differentiable_on 𝕜 f t) (h : (∀ x ∈ t, f x ≠ 0) ∨ 0 ≤ m) : | |
differentiable_on 𝕜 (λ x, f x ^ m) t := | |
λ x hx, (hf x hx).zpow $ h.imp_left (λ h, h x hx) | |
lemma differentiable.zpow (hf : differentiable 𝕜 f) (h : (∀ x, f x ≠ 0) ∨ 0 ≤ m) : | |
differentiable 𝕜 (λ x, f x ^ m) := | |
λ x, (hf x).zpow $ h.imp_left (λ h, h x) | |
end zpow | |
/-! ### Support of derivatives -/ | |
section support | |
open function | |
variables {F : Type*} [normed_add_comm_group F] [normed_space 𝕜 F] {f : 𝕜 → F} | |
lemma support_deriv_subset : support (deriv f) ⊆ tsupport f := | |
begin | |
intros x, | |
rw [← not_imp_not], | |
intro h2x, | |
rw [not_mem_tsupport_iff_eventually_eq] at h2x, | |
exact nmem_support.mpr (h2x.deriv_eq.trans (deriv_const x 0)) | |
end | |
lemma has_compact_support.deriv (hf : has_compact_support f) : has_compact_support (deriv f) := | |
hf.mono' support_deriv_subset | |
end support | |
/-! ### Upper estimates on liminf and limsup -/ | |
section real | |
variables {f : ℝ → ℝ} {f' : ℝ} {s : set ℝ} {x : ℝ} {r : ℝ} | |
lemma has_deriv_within_at.limsup_slope_le (hf : has_deriv_within_at f f' s x) (hr : f' < r) : | |
∀ᶠ z in 𝓝[s \ {x}] x, slope f x z < r := | |
has_deriv_within_at_iff_tendsto_slope.1 hf (is_open.mem_nhds is_open_Iio hr) | |
lemma has_deriv_within_at.limsup_slope_le' (hf : has_deriv_within_at f f' s x) | |
(hs : x ∉ s) (hr : f' < r) : | |
∀ᶠ z in 𝓝[s] x, slope f x z < r := | |
(has_deriv_within_at_iff_tendsto_slope' hs).1 hf (is_open.mem_nhds is_open_Iio hr) | |
lemma has_deriv_within_at.liminf_right_slope_le | |
(hf : has_deriv_within_at f f' (Ici x) x) (hr : f' < r) : | |
∃ᶠ z in 𝓝[>] x, slope f x z < r := | |
(hf.Ioi_of_Ici.limsup_slope_le' (lt_irrefl x) hr).frequently | |
end real | |
section real_space | |
open metric | |
variables {E : Type u} [normed_add_comm_group E] [normed_space ℝ E] {f : ℝ → E} {f' : E} {s : set ℝ} | |
{x r : ℝ} | |
/-- If `f` has derivative `f'` within `s` at `x`, then for any `r > ∥f'∥` the ratio | |
`∥f z - f x∥ / ∥z - x∥` is less than `r` in some neighborhood of `x` within `s`. | |
In other words, the limit superior of this ratio as `z` tends to `x` along `s` | |
is less than or equal to `∥f'∥`. -/ | |
lemma has_deriv_within_at.limsup_norm_slope_le | |
(hf : has_deriv_within_at f f' s x) (hr : ∥f'∥ < r) : | |
∀ᶠ z in 𝓝[s] x, ∥z - x∥⁻¹ * ∥f z - f x∥ < r := | |
begin | |
have hr₀ : 0 < r, from lt_of_le_of_lt (norm_nonneg f') hr, | |
have A : ∀ᶠ z in 𝓝[s \ {x}] x, ∥(z - x)⁻¹ • (f z - f x)∥ ∈ Iio r, | |
from (has_deriv_within_at_iff_tendsto_slope.1 hf).norm (is_open.mem_nhds is_open_Iio hr), | |
have B : ∀ᶠ z in 𝓝[{x}] x, ∥(z - x)⁻¹ • (f z - f x)∥ ∈ Iio r, | |
from mem_of_superset self_mem_nhds_within | |
(singleton_subset_iff.2 $ by simp [hr₀]), | |
have C := mem_sup.2 ⟨A, B⟩, | |
rw [← nhds_within_union, diff_union_self, nhds_within_union, mem_sup] at C, | |
filter_upwards [C.1], | |
simp only [norm_smul, mem_Iio, norm_inv], | |
exact λ _, id | |
end | |
/-- If `f` has derivative `f'` within `s` at `x`, then for any `r > ∥f'∥` the ratio | |
`(∥f z∥ - ∥f x∥) / ∥z - x∥` is less than `r` in some neighborhood of `x` within `s`. | |
In other words, the limit superior of this ratio as `z` tends to `x` along `s` | |
is less than or equal to `∥f'∥`. | |
This lemma is a weaker version of `has_deriv_within_at.limsup_norm_slope_le` | |
where `∥f z∥ - ∥f x∥` is replaced by `∥f z - f x∥`. -/ | |
lemma has_deriv_within_at.limsup_slope_norm_le | |
(hf : has_deriv_within_at f f' s x) (hr : ∥f'∥ < r) : | |
∀ᶠ z in 𝓝[s] x, ∥z - x∥⁻¹ * (∥f z∥ - ∥f x∥) < r := | |
begin | |
apply (hf.limsup_norm_slope_le hr).mono, | |
assume z hz, | |
refine lt_of_le_of_lt (mul_le_mul_of_nonneg_left (norm_sub_norm_le _ _) _) hz, | |
exact inv_nonneg.2 (norm_nonneg _) | |
end | |
/-- If `f` has derivative `f'` within `(x, +∞)` at `x`, then for any `r > ∥f'∥` the ratio | |
`∥f z - f x∥ / ∥z - x∥` is frequently less than `r` as `z → x+0`. | |
In other words, the limit inferior of this ratio as `z` tends to `x+0` | |
is less than or equal to `∥f'∥`. See also `has_deriv_within_at.limsup_norm_slope_le` | |
for a stronger version using limit superior and any set `s`. -/ | |
lemma has_deriv_within_at.liminf_right_norm_slope_le | |
(hf : has_deriv_within_at f f' (Ici x) x) (hr : ∥f'∥ < r) : | |
∃ᶠ z in 𝓝[>] x, ∥z - x∥⁻¹ * ∥f z - f x∥ < r := | |
(hf.Ioi_of_Ici.limsup_norm_slope_le hr).frequently | |
/-- If `f` has derivative `f'` within `(x, +∞)` at `x`, then for any `r > ∥f'∥` the ratio | |
`(∥f z∥ - ∥f x∥) / (z - x)` is frequently less than `r` as `z → x+0`. | |
In other words, the limit inferior of this ratio as `z` tends to `x+0` | |
is less than or equal to `∥f'∥`. | |
See also | |
* `has_deriv_within_at.limsup_norm_slope_le` for a stronger version using | |
limit superior and any set `s`; | |
* `has_deriv_within_at.liminf_right_norm_slope_le` for a stronger version using | |
`∥f z - f x∥` instead of `∥f z∥ - ∥f x∥`. -/ | |
lemma has_deriv_within_at.liminf_right_slope_norm_le | |
(hf : has_deriv_within_at f f' (Ici x) x) (hr : ∥f'∥ < r) : | |
∃ᶠ z in 𝓝[>] x, (z - x)⁻¹ * (∥f z∥ - ∥f x∥) < r := | |
begin | |
have := (hf.Ioi_of_Ici.limsup_slope_norm_le hr).frequently, | |
refine this.mp (eventually.mono self_mem_nhds_within _), | |
assume z hxz hz, | |
rwa [real.norm_eq_abs, abs_of_pos (sub_pos_of_lt hxz)] at hz | |
end | |
end real_space | |