(* File: Master_Theorem.thy Author: Manuel Eberl The Master theorem in a generalised form as derived from the Akra-Bazzi theorem. *) section \The Master theorem\ theory Master_Theorem imports "HOL-Analysis.Equivalence_Lebesgue_Henstock_Integration" Akra_Bazzi_Library Akra_Bazzi begin lemma fundamental_theorem_of_calculus_real: "a \ b \ \x\{a..b}. (f has_real_derivative f' x) (at x within {a..b}) \ (f' has_integral (f b - f a)) {a..b}" by (intro fundamental_theorem_of_calculus ballI) (simp_all add: has_field_derivative_iff_has_vector_derivative[symmetric]) lemma integral_powr: "y \ -1 \ a \ b \ a > 0 \ integral {a..b} (\x. x powr y :: real) = inverse (y + 1) * (b powr (y + 1) - a powr (y + 1))" by (subst right_diff_distrib, intro integral_unique fundamental_theorem_of_calculus_real) (auto intro!: derivative_eq_intros) lemma integral_ln_powr_over_x: "y \ -1 \ a \ b \ a > 1 \ integral {a..b} (\x. ln x powr y / x :: real) = inverse (y + 1) * (ln b powr (y + 1) - ln a powr (y + 1))" by (subst right_diff_distrib, intro integral_unique fundamental_theorem_of_calculus_real) (auto intro!: derivative_eq_intros) lemma integral_one_over_x_ln_x: "a \ b \ a > 1 \ integral {a..b} (\x. inverse (x * ln x) :: real) = ln (ln b) - ln (ln a)" by (intro integral_unique fundamental_theorem_of_calculus_real) (auto intro!: derivative_eq_intros simp: field_simps) lemma akra_bazzi_integral_kurzweil_henstock: "akra_bazzi_integral (\f a b. f integrable_on {a..b}) (\f a b. integral {a..b} f)" apply unfold_locales apply (rule integrable_const_ivl) apply simp apply (erule integrable_subinterval_real, simp) apply (blast intro!: integral_le) apply (rule integral_combine, simp_all) [] done locale master_theorem_function = akra_bazzi_recursion + fixes g :: "nat \ real" assumes f_nonneg_base: "x \ x\<^sub>0 \ x < x\<^sub>1 \ f x \ 0" and f_rec: "x \ x\<^sub>1 \ f x = g x + (\i x\<^sub>1 \ g x \ 0" and ex_pos_a: "\a\set as. a > 0" begin interpretation akra_bazzi_integral "\f a b. f integrable_on {a..b}" "\f a b. integral {a..b} f" by (rule akra_bazzi_integral_kurzweil_henstock) sublocale akra_bazzi_function x\<^sub>0 x\<^sub>1 k as bs ts f "\f a b. f integrable_on {a..b}" "\f a b. integral {a..b} f" g using f_nonneg_base f_rec g_nonneg ex_pos_a by unfold_locales context begin private lemma g_nonneg': "eventually (\x. g x \ 0) at_top" using g_nonneg by (force simp: eventually_at_top_linorder) private lemma g_pos: assumes "g \ \(h)" assumes "eventually (\x. h x > 0) at_top" shows "eventually (\x. g x > 0) at_top" proof- from landau_omega.bigE_nonneg_real[OF assms(1) g_nonneg'] guess c . note c = this from assms(2) c(2) show ?thesis by eventually_elim (rule less_le_trans[OF mult_pos_pos[OF c(1)]], simp_all) qed private lemma f_pos: assumes "g \ \(h)" assumes "eventually (\x. h x > 0) at_top" shows "eventually (\x. f x > 0) at_top" using g_pos[OF assms(1,2)] eventually_ge_at_top[of x\<^sub>1] by (eventually_elim) (subst f_rec, insert step_ge_x0, auto intro!: add_pos_nonneg sum_nonneg mult_nonneg_nonneg[OF a_ge_0] f_nonneg) lemma bs_lower_bound: "\C>0. \b\set bs. C < b" proof (intro exI conjI ballI) from b_pos show A: "Min (set bs) / 2 > 0" by auto fix b assume b: "b \ set bs" from A have "Min (set bs) / 2 < Min (set bs)" by simp also from b have "... \ b" by simp finally show "Min (set bs) / 2 < b" . qed private lemma powr_growth2: "\C c2. 0 < c2 \ C < Min (set bs) \ eventually (\x. \u\{C * x..x}. c2 * x powr p' \ u powr p') at_top" proof (intro exI conjI allI ballI) define C where "C = Min (set bs) / 2" from b_bounds bs_nonempty have C_pos: "C > 0" unfolding C_def by auto thus "C < Min (set bs)" unfolding C_def by simp show "max (C powr p') 1 > 0" by simp show "eventually (\x. \u\{C * x..x}. max ((Min (set bs)/2) powr p') 1 * x powr p' \ u powr p') at_top" using eventually_gt_at_top[of "0::real"] apply eventually_elim proof clarify fix x u assume x: "x > 0" and "u \ {C*x..x}" hence u: "u \ C*x" "u \ x" unfolding C_def by simp_all from u have "u powr p' \ max ((C*x) powr p') (x powr p')" using C_pos x by (intro powr_upper_bound mult_pos_pos) simp_all also from u x C_pos have "max ((C*x) powr p') (x powr p') = x powr p' * max (C powr p') 1" by (subst max_mult_left) (simp_all add: powr_mult algebra_simps) finally show "u powr p' \ max ((Min (set bs)/2) powr p') 1 * x powr p'" by (simp add: C_def algebra_simps) qed qed private lemma powr_growth1: "\C c1. 0 < c1 \ C < Min (set bs) \ eventually (\x. \u\{C * x..x}. c1 * x powr p' \ u powr p') at_top" proof (intro exI conjI allI ballI) define C where "C = Min (set bs) / 2" from b_bounds bs_nonempty have C_pos: "C > 0" unfolding C_def by auto thus "C < Min (set bs)" unfolding C_def by simp from C_pos show "min (C powr p') 1 > 0" by simp show "eventually (\x. \u\{C * x..x}. min ((Min (set bs)/2) powr p') 1 * x powr p' \ u powr p') at_top" using eventually_gt_at_top[of "0::real"] apply eventually_elim proof clarify fix x u assume x: "x > 0" and "u \ {C*x..x}" hence u: "u \ C*x" "u \ x" unfolding C_def by simp_all from u x C_pos have "x powr p' * min (C powr p') 1 = min ((C*x) powr p') (x powr p')" by (subst min_mult_left) (simp_all add: powr_mult algebra_simps) also from u have "u powr p' \ min ((C*x) powr p') (x powr p')" using C_pos x by (intro powr_lower_bound mult_pos_pos) simp_all finally show "u powr p' \ min ((Min (set bs)/2) powr p') 1 * x powr p'" by (simp add: C_def algebra_simps) qed qed private lemma powr_ln_powr_lower_bound: "a > 1 \ a \ x \ x \ b \ min (a powr p) (b powr p) * min (ln a powr p') (ln b powr p') \ x powr p * ln x powr p'" by (intro mult_mono powr_lower_bound) (auto intro: min.coboundedI1) private lemma powr_ln_powr_upper_bound: "a > 1 \ a \ x \ x \ b \ max (a powr p) (b powr p) * max (ln a powr p') (ln b powr p') \ x powr p * ln x powr p'" by (intro mult_mono powr_upper_bound) (auto intro: max.coboundedI1) private lemma powr_ln_powr_upper_bound': "eventually (\a. \b>a. \c. \x\{a..b}. x powr p * ln x powr p' \ c) at_top" by (subst eventually_at_top_dense) (force intro: powr_ln_powr_upper_bound) private lemma powr_upper_bound': "eventually (\a::real. \b>a. \c. \x\{a..b}. x powr p' \ c) at_top" by (subst eventually_at_top_dense) (force intro: powr_upper_bound) lemmas bounds = powr_ln_powr_lower_bound powr_ln_powr_upper_bound powr_ln_powr_upper_bound' powr_upper_bound' private lemma eventually_ln_const: assumes "(C::real) > 0" shows "eventually (\x. ln (C*x) / ln x > 1/2) at_top" proof- from tendstoD[OF tendsto_ln_over_ln[of C 1], of "1/2"] assms have "eventually (\x. \ln (C*x) / ln x - 1\ < 1/2) at_top" by (simp add: dist_real_def) thus ?thesis by eventually_elim linarith qed private lemma powr_ln_powr_growth1: "\C c1. 0 < c1 \ C < Min (set bs) \ eventually (\x. \u\{C * x..x}. c1 * (x powr r * ln x powr r') \ u powr r * ln u powr r') at_top" proof (intro exI conjI) let ?C = "Min (set bs) / 2" and ?f = "\x. x powr r * ln x powr r'" define C where "C = ?C" from b_bounds have C_pos: "C > 0" unfolding C_def by simp let ?T = "min (C powr r) (1 powr r) * min ((1/2) powr r') (1 powr r')" from C_pos show "?T > 0" unfolding min_def by (auto split: if_split) from bs_nonempty b_bounds have C_pos: "C > 0" unfolding C_def by simp thus "C < Min (set bs)" by (simp add: C_def) show "eventually (\x. \u\{C*x..x}. ?T * ?f x \ ?f u) at_top" using eventually_gt_at_top[of "max 1 (inverse C)"] eventually_ln_const[OF C_pos] apply eventually_elim proof clarify fix x u assume x: "x > max 1 (inverse C)" and u: "u \ {C*x..x}" hence x': "x > 1" by (simp add: field_simps) with C_pos have x_pos: "x > 0" by (simp add: field_simps) from x u C_pos have u': "u > 1" by (simp add: field_simps) assume A: "ln (C*x) / ln x > 1/2" have "min (C powr r) (1 powr r) \ (u/x) powr r" using x u u' C_pos by (intro powr_lower_bound) (simp_all add: field_simps) moreover { note A also from C_pos x' u u' have "ln (C*x) \ ln u" by (subst ln_le_cancel_iff) simp_all with x' have "ln (C*x) / ln x \ ln u / ln x" by (simp add: field_simps) finally have "min ((1/2) powr r') (1 powr r') \ (ln u / ln x) powr r'" using x u u' C_pos A by (intro powr_lower_bound) simp_all } ultimately have "?T \ (u/x) powr r * (ln u / ln x) powr r'" using x_pos by (intro mult_mono) simp_all also from x u u' have "... = ?f u / ?f x" by (simp add: powr_divide) finally show "?T * ?f x \ ?f u" using x' by (simp add: field_simps) qed qed private lemma powr_ln_powr_growth2: "\C c1. 0 < c1 \ C < Min (set bs) \ eventually (\x. \u\{C * x..x}. c1 * (x powr r * ln x powr r') \ u powr r * ln u powr r') at_top" proof (intro exI conjI) let ?C = "Min (set bs) / 2" and ?f = "\x. x powr r * ln x powr r'" define C where "C = ?C" let ?T = "max (C powr r) (1 powr r) * max ((1/2) powr r') (1 powr r')" show "?T > 0" by simp from b_bounds bs_nonempty have C_pos: "C > 0" unfolding C_def by simp thus "C < Min (set bs)" by (simp add: C_def) show "eventually (\x. \u\{C*x..x}. ?T * ?f x \ ?f u) at_top" using eventually_gt_at_top[of "max 1 (inverse C)"] eventually_ln_const[OF C_pos] apply eventually_elim proof clarify fix x u assume x: "x > max 1 (inverse C)" and u: "u \ {C*x..x}" hence x': "x > 1" by (simp add: field_simps) with C_pos have x_pos: "x > 0" by (simp add: field_simps) from x u C_pos have u': "u > 1" by (simp add: field_simps) assume A: "ln (C*x) / ln x > 1/2" from x u u' have "?f u / ?f x = (u/x) powr r * (ln u/ln x) powr r'" by (simp add: powr_divide) also { have "(u/x) powr r \ max (C powr r) (1 powr r)" using x u u' C_pos by (intro powr_upper_bound) (simp_all add: field_simps) moreover { note A also from C_pos x' u u' have "ln (C*x) \ ln u" by (subst ln_le_cancel_iff) simp_all with x' have "ln (C*x) / ln x \ ln u / ln x" by (simp add: field_simps) finally have "(ln u / ln x) powr r' \ max ((1/2) powr r') (1 powr r')" using x u u' C_pos A by (intro powr_upper_bound) simp_all } ultimately have "(u/x) powr r * (ln u / ln x) powr r' \ ?T" using x_pos by (intro mult_mono) simp_all } finally show "?T * ?f x \ ?f u" using x' by (simp add: field_simps) qed qed lemmas growths = powr_growth1 powr_growth2 powr_ln_powr_growth1 powr_ln_powr_growth2 private lemma master_integrable: "\a::real. \b\a. (\u. u powr r * ln u powr s / u powr t) integrable_on {a..b}" "\a::real. \b\a. (\u. u powr r / u powr s) integrable_on {a..b}" by (rule exI[of _ 2], force intro!: integrable_continuous_real continuous_intros)+ private lemma master_integral: fixes a p p' :: real assumes p: "p \ p'" and a: "a > 0" obtains c d where "c \ 0" "p > p' \ d \ 0" "(\x::nat. x powr p * (1 + integral {a..x} (\u. u powr p' / u powr (p+1)))) \ \(\x::nat. d * x powr p + c * x powr p')" proof- define e where "e = a powr (p' - p)" from assms have e: "e \ 0" by (simp add: e_def) define c where "c = inverse (p' - p)" define d where "d = 1 - inverse (p' - p) * e" have "c \ 0" and "p > p' \ d \ 0" using e p a unfolding c_def d_def by (auto simp: field_simps) thus ?thesis apply (rule that) apply (rule bigtheta_real_nat_transfer, rule bigthetaI_cong) using eventually_ge_at_top[of a] proof eventually_elim fix x assume x: "x \ a" hence "integral {a..x} (\u. u powr p' / u powr (p+1)) = integral {a..x} (\u. u powr (p' - (p + 1)))" by (intro Henstock_Kurzweil_Integration.integral_cong) (simp_all add: powr_diff [symmetric] ) also have "... = inverse (p' - p) * (x powr (p' - p) - a powr (p' - p))" using p x0_less_x1 a x by (simp add: integral_powr) also have "x powr p * (1 + ...) = d * x powr p + c * x powr p'" using p unfolding c_def d_def by (simp add: algebra_simps powr_diff e_def) finally show "x powr p * (1 + integral {a..x} (\u. u powr p' / u powr (p+1))) = d * x powr p + c * x powr p'" . qed qed private lemma master_integral': fixes a p p' :: real assumes p': "p' \ 0" and a: "a > 1" obtains c d :: real where "p' < 0 \ c \ 0" "d \ 0" "(\x::nat. x powr p * (1 + integral {a..x} (\u. u powr p * ln u powr (p'-1) / u powr (p+1)))) \ \(\x::nat. c * x powr p + d * x powr p * ln x powr p')" proof- define e where "e = ln a powr p'" from assms have e: "e > 0" by (simp add: e_def) define c where "c = 1 - inverse p' * e" define d where "d = inverse p'" from assms e have "p' < 0 \ c \ 0" "d \ 0" unfolding c_def d_def by (auto simp: field_simps) thus ?thesis apply (rule that) apply (rule landau_real_nat_transfer, rule bigthetaI_cong) using eventually_ge_at_top[of a] proof eventually_elim fix x :: real assume x: "x \ a" have "integral {a..x} (\u. u powr p * ln u powr (p' - 1) / u powr (p + 1)) = integral {a..x} (\u. ln u powr (p' - 1) / u)" using x a x0_less_x1 by (intro Henstock_Kurzweil_Integration.integral_cong) (simp_all add: powr_add) also have "... = inverse p' * (ln x powr p' - ln a powr p')" using p' x0_less_x1 a(1) x by (simp add: integral_ln_powr_over_x) also have "x powr p * (1 + ...) = c * x powr p + d * x powr p * ln x powr p'" using p' by (simp add: algebra_simps c_def d_def e_def) finally show "x powr p * (1+integral {a..x} (\u. u powr p * ln u powr (p'-1) / u powr (p+1))) = c * x powr p + d * x powr p * ln x powr p'" . qed qed private lemma master_integral'': fixes a p p' :: real assumes a: "a > 1" shows "(\x::nat. x powr p * (1 + integral {a..x} (\u. u powr p * ln u powr - 1/u powr (p+1)))) \ \(\x::nat. x powr p * ln (ln x))" proof (rule landau_real_nat_transfer) have "(\x::real. x powr p * (1 + integral {a..x} (\u. u powr p * ln u powr - 1/u powr (p+1)))) \ \(\x::real. (1 - ln (ln a)) * x powr p + x powr p * ln (ln x))" (is "?f \ _") apply (rule bigthetaI_cong) using eventually_ge_at_top[of a] proof eventually_elim fix x assume x: "x \ a" have "integral {a..x} (\u. u powr p * ln u powr -1 / u powr (p + 1)) = integral {a..x} (\u. inverse (u * ln u))" using x a x0_less_x1 by (intro Henstock_Kurzweil_Integration.integral_cong) (simp_all add: powr_add powr_minus field_simps) also have "... = ln (ln x) - ln (ln a)" using x0_less_x1 a(1) x by (subst integral_one_over_x_ln_x) simp_all also have "x powr p * (1 + ...) = (1 - ln (ln a)) * x powr p + x powr p * ln (ln x)" by (simp add: algebra_simps) finally show "x powr p * (1 + integral {a..x} (\u. u powr p * ln u powr - 1 / u powr (p+1))) = (1 - ln (ln a)) * x powr p + x powr p * ln (ln x)" . qed also have "(\x. (1 - ln (ln a)) * x powr p + x powr p * ln (ln x)) \ \(\x. x powr p * ln (ln x))" by simp finally show "?f \ \(\a. a powr p * ln (ln a))" . qed lemma master1_bigo: assumes g_bigo: "g \ O(\x. real x powr p')" assumes less_p': "(\i 1" shows "f \ O(\x. real x powr p)" proof- interpret akra_bazzi_upper x\<^sub>0 x\<^sub>1 k as bs ts f "\f a b. f integrable_on {a..b}" "\f a b. integral {a..b} f" g "\x. x powr p'" using assms growths g_bigo master_integrable by unfold_locales (assumption | simp)+ from less_p' have less_p: "p' < p" by (rule p_greaterI) from bigo_f[of "0"] guess a . note a = this note a(2) also from a(1) less_p x0_less_x1 have "p \ p'" by simp_all from master_integral[OF this a(1)] guess c d . note cd = this note cd(3) also from cd(1,2) less_p have "(\x::nat. d * real x powr p + c * real x powr p') \ \(\x. real x powr p)" by force finally show "f \ O(\x::nat. x powr p)" . qed lemma master1: assumes g_bigo: "g \ O(\x. real x powr p')" assumes less_p': "(\i 1" assumes f_pos: "eventually (\x. f x > 0) at_top" shows "f \ \(\x. real x powr p)" proof (rule bigthetaI) interpret akra_bazzi_lower x\<^sub>0 x\<^sub>1 k as bs ts f "\f a b. f integrable_on {a..b}" "\f a b. integral {a..b} f" g "\_. 0" using assms(1,3) bs_lower_bound by unfold_locales (auto intro: always_eventually) from bigomega_f show "f \ \(\x. real x powr p)" by force qed (fact master1_bigo[OF g_bigo less_p']) lemma master2_3: assumes g_bigtheta: "g \ \(\x. real x powr p * ln (real x) powr (p' - 1))" assumes p': "p' > 0" shows "f \ \(\x. real x powr p * ln (real x) powr p')" proof- have "eventually (\x::real. x powr p * ln x powr (p' - 1) > 0) at_top" using eventually_gt_at_top[of "1::real"] by eventually_elim simp hence "eventually (\x. f x > 0) at_top" by (rule f_pos[OF bigthetaD2[OF g_bigtheta] eventually_nat_real]) then interpret akra_bazzi x\<^sub>0 x\<^sub>1 k as bs ts f "\f a b. f integrable_on {a..b}" "\f a b. integral {a..b} f" g "\x. x powr p * ln x powr (p' - 1)" using assms growths bounds master_integrable by unfold_locales (assumption | simp)+ from bigtheta_f[of "1"] guess a . note a = this note a(2) also from a(1) p' have "p' \ 0" by simp_all from master_integral'[OF this a(1), of p] guess c d . note cd = this note cd(3) also have "(\x::nat. c * real x powr p + d * real x powr p * ln (real x) powr p') \ \(\x::nat. x powr p * ln x powr p')" using cd(1,2) p' by force finally show "f \ \(\x. real x powr p * ln (real x) powr p')" . qed lemma master2_1: assumes g_bigtheta: "g \ \(\x. real x powr p * ln (real x) powr p')" assumes p': "p' < -1" shows "f \ \(\x. real x powr p)" proof- have "eventually (\x::real. x powr p * ln x powr p' > 0) at_top" using eventually_gt_at_top[of "1::real"] by eventually_elim simp hence "eventually (\x. f x > 0) at_top" by (rule f_pos[OF bigthetaD2[OF g_bigtheta] eventually_nat_real]) then interpret akra_bazzi x\<^sub>0 x\<^sub>1 k as bs ts f "\f a b. f integrable_on {a..b}" "\f a b. integral {a..b} f" g "\x. x powr p * ln x powr p'" using assms growths bounds master_integrable by unfold_locales (assumption | simp)+ from bigtheta_f[of "1"] guess a . note a = this note a(2) also from a(1) p' have A: "p' + 1 \ 0" by simp_all obtain c d :: real where cd: "c \ 0" "d \ 0" and "(\x::nat. x powr p * (1 + integral {a..x} (\u. u powr p * ln u powr p'/ u powr (p+1)))) \ \(\x::nat. c * x powr p + d * x powr p * ln x powr (p' + 1))" by (rule master_integral'[OF A a(1), of p]) (insert p', simp) note this(3) also have "(\x::nat. c * real x powr p + d * real x powr p * ln (real x) powr (p' + 1)) \ \(\x::nat. x powr p)" using cd(1,2) p' by force finally show "f \ \(\x::nat. x powr p)" . qed lemma master2_2: assumes g_bigtheta: "g \ \(\x. real x powr p / ln (real x))" shows "f \ \(\x. real x powr p * ln (ln (real x)))" proof- have "eventually (\x::real. x powr p / ln x > 0) at_top" using eventually_gt_at_top[of "1::real"] by eventually_elim simp hence "eventually (\x. f x > 0) at_top" by (rule f_pos[OF bigthetaD2[OF g_bigtheta] eventually_nat_real]) moreover from g_bigtheta have g_bigtheta': "g \ \(\x. real x powr p * ln (real x) powr -1)" by (rule landau_theta.trans, intro landau_real_nat_transfer) simp ultimately interpret akra_bazzi x\<^sub>0 x\<^sub>1 k as bs ts f "\f a b. f integrable_on {a..b}" "\f a b. integral {a..b} f" g "\x. x powr p * ln x powr -1" using assms growths bounds master_integrable by unfold_locales (assumption | simp)+ from bigtheta_f[of 1] guess a . note a = this note a(2) also note master_integral''[OF a(1)] finally show "f \ \(\x::nat. x powr p * ln (ln x))" . qed lemma master3: assumes g_bigtheta: "g \ \(\x. real x powr p')" assumes p'_greater': "(\i \(\x. real x powr p')" proof- have "eventually (\x::real. x powr p' > 0) at_top" using eventually_gt_at_top[of "1::real"] by eventually_elim simp hence "eventually (\x. f x > 0) at_top" by (rule f_pos[OF bigthetaD2[OF g_bigtheta] eventually_nat_real]) then interpret akra_bazzi x\<^sub>0 x\<^sub>1 k as bs ts f "\f a b. f integrable_on {a..b}" "\f a b. integral {a..b} f" g "\x. x powr p'" using assms growths bounds master_integrable by unfold_locales (assumption | simp)+ from p'_greater' have p'_greater: "p' > p" by (rule p_lessI) from bigtheta_f[of 0] guess a . note a = this note a(2) also from p'_greater have "p \ p'" by simp from master_integral[OF this a(1)] guess c d . note cd = this note cd(3) also have "(\x::nat. d * x powr p + c * x powr p') \ \(\x::real. x powr p')" using p'_greater cd(1,2) by force finally show "f \ \(\x. real x powr p')" . qed end end end