(***********************************************************************) (* v * The Coq Proof Assistant / The Coq Development Team *) (* R] : R->R := [x:R] ``(f1 x)+(f2 x)``. Definition opp_fct [f:R->R] : R->R := [x:R] ``-(f x)``. Definition mult_fct [f1,f2:R->R] : R->R := [x:R] ``(f1 x)*(f2 x)``. Definition mult_real_fct [a:R;f:R->R] : R->R := [x:R] ``a*(f x)``. Definition minus_fct [f1,f2:R->R] : R->R := [x:R] ``(f1 x)-(f2 x)``. Definition div_fct [f1,f2:R->R] : R->R := [x:R] ``(f1 x)/(f2 x)``. Definition div_real_fct [a:R;f:R->R] : R->R := [x:R] ``a/(f x)``. Definition comp [f1,f2:R->R] : R->R := [x:R] ``(f1 (f2 x))``. (****************************************************) (** Variations of functions *) (****************************************************) Definition increasing [f:R->R] : Prop := (x,y:R) ``x<=y``->``(f x)<=(f y)``. Definition decreasing [f:R->R] : Prop := (x,y:R) ``x<=y``->``(f y)<=(f x)``. Definition strict_increasing [f:R->R] : Prop := (x,y:R) ``x``(f x)<(f y)``. Definition strict_decreasing [f:R->R] : Prop := (x,y:R) ``x``(f y)<(f x)``. Definition constant [f:R->R] : Prop := (x,y:R) ``(f x)==(f y)``. (**********) Axiom fct_eq : (A,B:Type) (f1,f2:A->B) ((x:A)(f1 x)==(f2 x))->f1==f2. (**********) Definition no_cond : R->Prop := [x:R] True. (***************************************************) (** Definition of continuity as a limit *) (***************************************************) (**********) Definition continuity_pt [f:R->R; x0:R] : Prop := (continue_in f no_cond x0). (**********) Lemma sum_continuous : (f1,f2:R->R; x0:R) (continuity_pt f1 x0) -> (continuity_pt f2 x0) -> (continuity_pt (plus_fct f1 f2) x0). Unfold continuity_pt plus_fct; Unfold continue_in; Intros; Apply limit_plus; Assumption. Qed. (**********) Lemma diff_continuous : (f1,f2:R->R; x0:R) (continuity_pt f1 x0) -> (continuity_pt f2 x0) -> (continuity_pt (minus_fct f1 f2) x0). Unfold continuity_pt minus_fct; Unfold continue_in; Intros; Apply limit_minus; Assumption. Qed. (**********) Lemma prod_continuous : (f1,f2:R->R; x0:R) (continuity_pt f1 x0) -> (continuity_pt f2 x0) -> (continuity_pt (mult_fct f1 f2) x0). Unfold continuity_pt mult_fct; Unfold continue_in; Intros; Apply limit_mul; Assumption. Qed. (**********) Lemma const_continuous : (f:R->R; x0:R) (constant f) -> (continuity_pt f x0). Unfold constant continuity_pt; Unfold continue_in; Unfold limit1_in; Unfold limit_in; Intros; Exists ``1``; Split; [Apply Rlt_R0_R1 | Intros; Generalize (H x x0); Intro; Rewrite H2; Simpl; Rewrite R_dist_eq; Assumption]. Qed. (**********) Lemma scal_continuous : (f:R->R;a:R; x0:R) (continuity_pt f x0) -> (continuity_pt (mult_real_fct a f) x0). Unfold continuity_pt mult_real_fct; Unfold continue_in; Intros; Apply (limit_mul ([x:R] a) f (D_x no_cond x0) a (f x0) x0). Unfold limit1_in; Unfold limit_in; Intros; Exists ``1``; Split. Apply Rlt_R0_R1. Intros; Rewrite R_dist_eq; Assumption. Assumption. Qed. (**********) Lemma opp_continuous : (f:R->R; x0:R) (continuity_pt f x0) -> (continuity_pt (opp_fct f) x0). Unfold continuity_pt opp_fct; Unfold continue_in; Intros; Apply limit_Ropp; Assumption. Qed. (**********) Lemma inv_continuous : (f:R->R; x0:R) (continuity_pt f x0) -> ~``(f x0)==0`` -> (continuity_pt ([x:R] ``/(f x)``) x0). Unfold continuity_pt; Unfold continue_in; Intros; Apply limit_inv; Assumption. Qed. Lemma div_eq_inv : (f1,f2:R->R) (div_fct f1 f2)==(mult_fct f1 ([x:R]``/(f2 x)``)). Intros; Unfold div_fct; Unfold mult_fct; Unfold Rdiv; Apply fct_eq; Intro x; Reflexivity. Qed. (**********) Lemma div_continuous : (f1,f2:R->R; x0:R) (continuity_pt f1 x0) -> (continuity_pt f2 x0) -> ~``(f2 x0)==0`` -> (continuity_pt (div_fct f1 f2) x0). Intros; Rewrite -> (div_eq_inv f1 f2); Apply prod_continuous; [Assumption | Apply inv_continuous; Assumption]. Qed. (**********) Definition continuity [f:R->R] : Prop := (x:R) (continuity_pt f x). Lemma sum_continuity : (f1,f2:R->R) (continuity f1)->(continuity f2)->(continuity (plus_fct f1 f2)). Unfold continuity; Intros; Apply (sum_continuous f1 f2 x (H x) (H0 x)). Qed. Lemma diff_continuity : (f1,f2:R->R) (continuity f1)->(continuity f2)->(continuity (minus_fct f1 f2)). Unfold continuity; Intros; Apply (diff_continuous f1 f2 x (H x) (H0 x)). Qed. Lemma prod_continuity : (f1,f2:R->R) (continuity f1)->(continuity f2)->(continuity (mult_fct f1 f2)). Unfold continuity; Intros; Apply (prod_continuous f1 f2 x (H x) (H0 x)). Qed. Lemma const_continuity : (f:R->R) (constant f) -> (continuity f). Unfold continuity; Intros; Apply (const_continuous f x H). Qed. Lemma scal_continuity : (f:R->R;a:R) (continuity f) -> (continuity (mult_real_fct a f)). Unfold continuity; Intros; Apply (scal_continuous f a x (H x)). Qed. Lemma opp_continuity : (f:R->R) (continuity f)->(continuity (opp_fct f)). Unfold continuity; Intros; Apply (opp_continuous f x (H x)). Qed. Lemma div_continuity : (f1,f2:R->R) (continuity f1)->(continuity f2)->((x:R) ~``(f2 x)==0``)->(continuity (div_fct f1 f2)). Unfold continuity; Intros; Apply (div_continuous f1 f2 x (H x) (H0 x) (H1 x)). Qed. Lemma inv_continuity : (f:R->R) (continuity f)->((x:R) ~``(f x)==0``)->(continuity ([x:R] ``/(f x)``)). Unfold continuity; Intros; Apply (inv_continuous f x (H x) (H0 x)). Qed. (*****************************************************) (** Derivative's definition using Landau's kernel *) (*****************************************************) Definition derivable_pt [f:R->R; x:R] : Prop := (EXT l : R | ((eps:R) ``0(EXT delta : posreal | ((h:R) ~``h==0``->``(Rabsolu h) ``(Rabsolu ((((f (x+h))-(f x))/h)-l))R] : Prop := (x:R) (derivable_pt f x). Parameter derive_pt : (R->R)->R->R. Axiom derive_pt_def : (f:R->R;x,l:R) ((eps:R) ``0(EXT delta : posreal | ((h:R) ~``h==0``->``(Rabsolu h) ``(Rabsolu ((((f (x+h))-(f x))/h)-l)) (derive_pt f x)==l. (**********) Lemma derive_pt_def_0 : (f:R->R;x,l:R) ((eps:R) ``0(EXT delta : posreal | ((h:R) ~``h==0``->``(Rabsolu h) ``(Rabsolu ((((f (x+h))-(f x))/h)-l)) (derive_pt f x)==l. Intros; Elim (derive_pt_def f x l); Intros; Apply (H0 H). Qed. (**********) Lemma derive_pt_def_1 : (f:R->R;x,l:R) (derive_pt f x)==l -> ((eps:R) ``0(EXT delta : posreal | ((h:R) ~``h==0``->``(Rabsolu h) ``(Rabsolu ((((f (x+h))-(f x))/h)-l))R] := [x:R] (derive_pt f x). (************************************) (** Class of differential functions *) (************************************) Record Differential : Type := mkDifferential { d1 :> R->R; cond_diff : (derivable d1) }. Record Differential_D2 : Type := mkDifferential_D2 { d2 :> R->R; cond_D1 : (derivable d2); cond_D2 : (derivable (derive d2)) }. (**********) Lemma derivable_derive : (f:R->R;x:R) (derivable_pt f x) -> (EXT l : R | (derive_pt f x)==l). Intros f x; Unfold derivable_pt; Intro H; Elim H; Intros l H0; Rewrite (derive_pt_def_0 f x l); [Exists l; Reflexivity | Assumption]. Qed. (**********) Lemma derive_derivable : (f:R->R;x,l:R) (derive_pt f x)==l -> (derivable_pt f x). Intros; Unfold derivable_pt; Generalize (derive_pt_def_1 f x l H); Intro H0; Exists l; Assumption. Qed. (********************************************************************) (** Equivalence of this definition with the one using limit concept *) (********************************************************************) Lemma derive_pt_D_in : (f,df:R->R;x:R) (D_in f df no_cond x) <-> (derive_pt f x)==(df x). Intros; Split. Unfold D_in; Unfold limit1_in; Unfold limit_in; Simpl; Unfold R_dist; Intros. Apply derive_pt_def_0. Intros; Elim (H eps H0); Intros alpha H1; Elim H1; Intros; Exists (mkposreal alpha H2); Intros; Generalize (H3 ``x+h``); Intro; Cut ``x+h-x==h``; [Intro; Cut ``(D_x no_cond x (x+h))``/\``(Rabsolu (x+h-x)) < alpha``; [Intro; Generalize (H6 H8); Rewrite H7; Intro; Assumption | Split; [Unfold D_x; Split; [Unfold no_cond; Trivial | Apply Rminus_not_eq_right; Rewrite H7; Assumption] | Rewrite H7; Assumption]] | Ring]. Intro; Generalize (derive_pt_def_1 f x (df x) H); Intro; Unfold D_in; Unfold limit1_in; Unfold limit_in; Unfold dist; Simpl; Unfold R_dist; Intros; Elim (H0 eps H1); Intros alpha H2; Exists (pos alpha); Split. Apply (cond_pos alpha). Intros; Elim H3; Intros; Unfold D_x in H4; Elim H4; Intros; Cut ``x0-x<>0``. Intro; Generalize (H2 ``x0-x`` H8 H5); Replace ``x+(x0-x)`` with x0. Intro; Assumption. Ring. Auto with real. Qed. Definition fct_cte [a:R] : R->R := [x:R]a. (***********************************) (** derivability -> continuity *) (***********************************) Theorem derivable_continuous_pt : (f:R->R;x:R) (derivable_pt f x) -> (continuity_pt f x). Intros. Generalize (derivable_derive f x H); Intro. Elim H0; Intros l H1. Cut l==((fct_cte l) x). Intro. Rewrite H2 in H1. Generalize (derive_pt_D_in f (fct_cte l) x); Intro. Elim H3; Intros. Generalize (H5 H1); Intro. Unfold continuity_pt. Apply (cont_deriv f (fct_cte l) no_cond x H6). Unfold fct_cte; Reflexivity. Qed. Theorem derivable_continuous : (f:R->R) (derivable f) -> (continuity f). Unfold derivable continuity; Intros; Apply (derivable_continuous_pt f x (H x)). Qed. (****************************************************************) (** Main rules *) (****************************************************************) (* Addition *) Lemma deriv_sum : (f1,f2:R->R;x:R) (derivable_pt f1 x) -> (derivable_pt f2 x) -> ``(derive_pt (plus_fct f1 f2) x)==(derive_pt f1 x)+(derive_pt f2 x)``. Intros; Generalize (derivable_derive f1 x H); Intro H1; Generalize (derivable_derive f2 x H0); Intro H2; Elim H1; Clear H1; Intros l1 H1; Elim H2; Clear H2; Intros l2 H2; Unfold plus_fct; Rewrite H1; Rewrite H2; Apply derive_pt_def_0; Intros; Generalize (derive_pt_def_1 f1 x l1 H1); Clear H1; Intro H1; Generalize (derive_pt_def_1 f2 x l2 H2); Clear H2; Intro H2; Cut ~(O=(2)). Intro Haux; Generalize (lt_INR_0 (2) (neq_O_lt (2) Haux)); Rewrite INR_eq_INR2; Unfold INR2; Intro Haux1; Generalize (Rlt_Rinv ``2`` Haux1); Clear Haux1; Intro Haux1; Generalize (Rmult_lt_pos eps ``/2`` H3 Haux1); Clear Haux1; Intro Haux1; Elim (H1 ``eps/2`` Haux1); Intros delta1 H4; Elim (H2 ``eps/2`` Haux1); Intros delta2 H5; Exists (mkposreal (Rmin delta1 delta2) (Rmin_stable_in_posreal delta1 delta2)); Intros h H6 H7; Unfold plus_fct; Replace ``((f1 (x+h))+(f2 (x+h))-((f1 x)+(f2 x)))/h-(l1+l2)`` with ``(((f1 (x+h))-(f1 x))/h-l1)+(((f2 (x+h))-(f2 x))/h-l2)``. Apply Rle_lt_trans with ``(Rabsolu ((f1 (x+h))-(f1 x))/h-l1)+(Rabsolu ((f2 (x+h))-(f2 x))/h-l2)``. Apply Rabsolu_triang. Generalize (H5 h H6 (Rlt_le_trans (Rabsolu h) (Rmin delta1 delta2) delta2 H7 (Rmin_r delta1 delta2))); Intro H8; Generalize (H4 h H6 (Rlt_le_trans (Rabsolu h) (Rmin delta1 delta2) delta1 H7 (Rmin_l delta1 delta2))); Intro H9. Generalize (Rplus_lt ``(Rabsolu (((f1 (x+h))-(f1 x))/h-l1))`` ``eps/2`` ``(Rabsolu (((f2 (x+h))-(f2 x))/h-l2))`` ``eps/2`` H9 H8). Replace ``eps/2+eps/2`` with ``eps``. Intro H10; Assumption. Apply double_var. Unfold Rdiv. Repeat Rewrite <- (Rmult_sym ``/h``). Repeat Rewrite Rminus_distr. Repeat Rewrite Rmult_Rplus_distr. Unfold Rminus. Repeat Rewrite Ropp_distr1. Ring. Discriminate. Qed. Lemma sum_derivable_pt : (f1,f2:R->R;x:R) (derivable_pt f1 x)->(derivable_pt f2 x)->(derivable_pt (plus_fct f1 f2) x). Intros; Generalize (derivable_derive f1 x H); Intro; Generalize (derivable_derive f2 x H0); Intro; Elim H1; Clear H1; Intros l1 H1; Elim H2; Clear H2; Intros l2 H2; Apply (derive_derivable (plus_fct f1 f2) x ``l1+l2``); Rewrite <- H1; Rewrite <- H2; Apply deriv_sum; Assumption. Qed. Lemma sum_derivable : (f1,f2:R->R) (derivable f1) -> (derivable f2) -> (derivable (plus_fct f1 f2)). Unfold derivable; Intros f1 f2 H1 H2 x; Apply sum_derivable_pt; [Exact (H1 x) | Exact (H2 x)]. Qed. Lemma sum_derivable_pt_var : (f1,f2:R->R;x:R) (derivable_pt f1 x) -> (derivable_pt f2 x) -> (derivable_pt ([y:R]``(f1 y)+(f2 y)``) x). Intros; Generalize (sum_derivable_pt f1 f2 x H H0); Unfold plus_fct; Intro; Assumption. Qed. Lemma derive_sum : (f1,f2:R->R;x:R) (derivable_pt f1 x) -> (derivable_pt f2 x) -> (derive_pt ([y:R]``(f1 y)+(f2 y)``) x)==``(derive_pt f1 x)+(derive_pt f2 x)``. Intros; Generalize (deriv_sum f1 f2 x H H0); Unfold plus_fct; Intro; Assumption. Qed. (* Opposite *) Lemma deriv_opposite : (f:R->R;x:R) (derivable_pt f x) -> ``(derive_pt (opp_fct f) x)==-(derive_pt f x)``. Intros; Generalize (derivable_derive f x H); Intro H0; Elim H0; Intros l H1; Rewrite H1; Unfold opp_fct; Apply derive_pt_def_0; Intros; Generalize (derive_pt_def_1 f x l H1); Intro H3; Elim (H3 eps H2); Intros delta H4; Exists delta; Intros; Replace ``( -(f (x+h))- -(f x))/h- -l`` with ``- (((f (x+h))-(f x))/h-l)``. Rewrite Rabsolu_Ropp; Apply (H4 h H5 H6). Unfold Rminus Rdiv; Rewrite Ropp_distr1; Repeat Rewrite Ropp_Ropp; Rewrite <- Ropp_mul1; Rewrite Ropp_distr1; Rewrite Ropp_Ropp; Reflexivity. Qed. Lemma opposite_derivable_pt : (f:R->R;x:R) (derivable_pt f x) -> (derivable_pt (opp_fct f) x). Unfold opp_fct derivable_pt; Intros; Elim H; Intros; Exists ``-x0``; Intros; Elim (H0 eps H1); Intros; Exists x1; Intros; Generalize (H2 h H3 H4); Intro H5; Replace ``( -(f (x+h))- -(f x))/h- -x0`` with ``- (((f (x+h))-(f x))/h-x0)``. Rewrite Rabsolu_Ropp; Assumption. Unfold Rminus Rdiv; Rewrite Ropp_distr1; Repeat Rewrite Ropp_Ropp; Rewrite <- Ropp_mul1; Rewrite Ropp_distr1; Rewrite Ropp_Ropp; Reflexivity. Qed. Lemma opposite_derivable : (f:R->R) (derivable f) -> (derivable (opp_fct f)). Unfold derivable; Intros f H1 x; Apply opposite_derivable_pt; Exact (H1 x). Qed. (* Difference *) Lemma diff_plus_opp : (f1,f2:R->R) (minus_fct f1 f2)==(plus_fct f1 (opp_fct f2)). Intros; Unfold minus_fct plus_fct opp_fct; Apply fct_eq; Intro x; Ring. Qed. Lemma deriv_diff : (f1,f2:R->R;x:R) (derivable_pt f1 x) -> (derivable_pt f2 x) -> ``(derive_pt (minus_fct f1 f2) x)==(derive_pt f1 x)-(derive_pt f2 x)``. Intros; Rewrite diff_plus_opp; Unfold Rminus; Rewrite <- (deriv_opposite f2 x H0); Apply deriv_sum; [Assumption | Apply opposite_derivable_pt; Assumption]. Qed. Lemma diff_derivable_pt : (f1,f2:R->R;x:R) (derivable_pt f1 x)->(derivable_pt f2 x)->(derivable_pt (minus_fct f1 f2) x). Intros; Rewrite (diff_plus_opp f1 f2); Apply sum_derivable_pt; [Assumption | Apply opposite_derivable_pt; Assumption]. Qed. Lemma diff_derivable : (f1,f2:R->R) (derivable f1) -> (derivable f2) -> (derivable (minus_fct f1 f2)). Unfold derivable; Intros f1 f2 H1 H2 x; Apply diff_derivable_pt; [ Exact (H1 x) | Exact (H2 x)]. Qed. Lemma derive_diff : (f1,f2:R->R;x:R) (derivable_pt f1 x) -> (derivable_pt f2 x) -> (derive_pt ([y:R]``(f1 y)-(f2 y)``) x)==``(derive_pt f1 x)-(derive_pt f2 x)``. Intros; Generalize (deriv_diff f1 f2 x H H0); Unfold minus_fct; Intro; Assumption. Qed. (**********) Lemma deriv_scal : (f:R->R;a,x:R) (derivable_pt f x) -> ``(derive_pt (mult_real_fct a f) x)==a*(derive_pt f x)``. Intros f a x Ha; Unfold mult_real_fct; Generalize (derivable_derive f x Ha); Intro Hb; Elim Hb; Intros l Hc; Rewrite Hc; Apply derive_pt_def_0; Generalize (Req_EM a R0); Intro H0; Elim H0; Intro H1. Intros; Exists (mkposreal ``1`` Rlt_R0_R1); Intros; Rewrite H1; Repeat Rewrite Rmult_Ol; Repeat Rewrite minus_R0; Unfold Rdiv; Rewrite Rmult_Ol; Rewrite Rabsolu_R0; Assumption. Intros; Generalize (derive_pt_def_1 f x l Hc); Intro H2; Elim (H2 ``eps/(Rabsolu a)``). Intros; Exists x0; Intros; Replace ``(a*(f (x+h))-a*(f x))/h-a*l`` with ``a*(((f (x+h))-(f x))/h-l)``. Rewrite Rabsolu_mult; Replace ``eps`` with ``(Rabsolu a)*(eps/(Rabsolu a))``. Apply Rlt_monotony. Apply (Rabsolu_pos_lt a H1). Apply (H3 h H4 H5). Rewrite <- Rmult_sym; Unfold Rdiv; Rewrite Rmult_assoc; Rewrite <- (Rinv_l_sym (Rabsolu a)); [Apply Rmult_1r | Apply (Rabsolu_no_R0 a H1)]. Rewrite Rminus_distr. Unfold Rdiv. Rewrite <- Rmult_assoc. Rewrite Rminus_distr. Reflexivity. Unfold Rdiv; Apply Rmult_lt_pos; [Assumption | Apply Rlt_Rinv; Apply (Rabsolu_pos_lt a H1)]. Qed. Lemma scal_derivable_pt : (f:R->R;a:R; x:R) (derivable_pt f x) -> (derivable_pt (mult_real_fct a f) x). Unfold mult_real_fct derivable_pt; Intros; Generalize (Req_EM a R0); Intro H0; Elim H0; Intro H1. Intros; Exists ``0``; Intros; Exists (mkposreal ``1`` Rlt_R0_R1); Intros; Rewrite H1; Repeat Rewrite Rmult_Ol; Unfold Rminus; Repeat Rewrite Ropp_O; Repeat Rewrite Rplus_Or; Unfold Rdiv; Rewrite Rmult_Ol; Rewrite Rabsolu_R0; Assumption. Elim H; Intros l H2; Exists ``a*l``; Intros; Elim (H2 ``eps/(Rabsolu a)``); Intros. Exists x0; Intros; Replace ``(a*(f (x+h))-a*(f x))/h-a*l`` with ``a*(((f (x+h))-(f x))/h-l)``. Rewrite Rabsolu_mult; Replace ``eps`` with ``(Rabsolu a)*(eps/(Rabsolu a))``. Apply Rlt_monotony. Apply (Rabsolu_pos_lt a H1). Apply (H4 h H5 H6). Rewrite <- Rmult_sym; Unfold Rdiv; Rewrite Rmult_assoc; Rewrite <- (Rinv_l_sym (Rabsolu a)); [Apply Rmult_1r | Apply (Rabsolu_no_R0 a H1)]. Rewrite Rminus_distr. Unfold Rdiv. Rewrite <- Rmult_assoc. Rewrite Rminus_distr. Reflexivity. Unfold Rdiv; Apply Rmult_lt_pos; [Assumption | Apply Rlt_Rinv; Apply (Rabsolu_pos_lt a H1)]. Qed. Lemma scal_derivable_pt_var : (f:R->R;a:R; x:R) (derivable_pt f x) -> (derivable_pt ([y:R]``a*(f y)``) x). Intros; Generalize (scal_derivable_pt f a x H); Unfold mult_real_fct; Intro; Assumption. Qed. Lemma scal_derivable : (f:R->R;a:R) (derivable f) -> (derivable (mult_real_fct a f)). Unfold derivable; Intros f a H1 x; Apply scal_derivable_pt; Exact (H1 x). Qed. Lemma derive_scal : (f:R->R;a,x:R) (derivable_pt f x) -> (derive_pt ([x:R]``a*(f x)``) x)==``a*(derive_pt f x)``. Intros; Generalize (deriv_scal f a x H); Unfold mult_real_fct; Intro; Assumption. Qed. (* Multiplication *) Lemma deriv_prod : (f1,f2:R->R;x:R) (derivable_pt f1 x) -> (derivable_pt f2 x) -> ``(derive_pt (mult_fct f1 f2) x)==(derive_pt f1 x)*(f2 x)+(derive_pt f2 x)*(f1 x)``. Intros; Generalize (derivable_derive f1 x H); Intro; Generalize (derivable_derive f2 x H0); Intro; Elim H1; Clear H1; Intros l1 H1; Elim H2; Clear H2; Intros l2 H2; Cut l1==((fct_cte l1) x). Cut l2==((fct_cte l2) x). Intros; Rewrite H3 in H2; Rewrite H4 in H1; Generalize derive_pt_D_in; Intro; Generalize (H5 f1 (fct_cte l1) x); Intro; Generalize (H5 f2 (fct_cte l2) x); Intro; Elim H6; Elim H7; Intros; Generalize (H11 H1); Intro; Generalize (H9 H2); Intro; Rewrite H1; Rewrite H2; Replace ``(fct_cte l1 x)*(f2 x)+(fct_cte l2 x)*(f1 x)`` with ``((plus_fct (mult_fct (fct_cte l1) f2) (mult_fct f1 (fct_cte l2))) x)``. Generalize (H5 (mult_fct f1 f2) (plus_fct (mult_fct (fct_cte l1) f2) (mult_fct f1 (fct_cte l2))) x); Intro; Elim H14; Intros; Apply H15; Unfold mult_fct plus_fct; Apply Dmult; Assumption. Unfold plus_fct mult_fct fct_cte; Ring. Unfold fct_cte; Reflexivity. Unfold fct_cte; Reflexivity. Qed. Lemma prod_derivable_pt : (f1,f2:R->R;x:R) (derivable_pt f1 x)->(derivable_pt f2 x)->(derivable_pt (mult_fct f1 f2) x). Intros; Generalize (deriv_prod f1 f2 x H H0); Intro; Apply (derive_derivable (mult_fct f1 f2) x ``(derive_pt f1 x)*(f2 x)+(derive_pt f2 x)*(f1 x)`` H1). Qed. Lemma prod_derivable : (f1,f2:R->R) (derivable f1) -> (derivable f2) -> (derivable (mult_fct f1 f2)). Unfold derivable; Intros f1 f2 H1 H2 x; Apply prod_derivable_pt; [ Exact (H1 x) | Exact (H2 x)]. Qed. Lemma derive_prod : (f1,f2:R->R;x:R) (derivable_pt f1 x) -> (derivable_pt f2 x) -> (derive_pt ([x:R]``(f1 x)*(f2 x)``) x)==``(derive_pt f1 x)*(f2 x)+(derive_pt f2 x)*(f1 x)``. Intros; Generalize (deriv_prod f1 f2 x H H0); Unfold mult_fct; Intro; Assumption. Qed. (**********) Lemma deriv_const : (a:R;x:R) (derive_pt ([x:R] a) x)==``0``. Intros; Apply derive_pt_def_0; Intros; Exists (mkposreal ``1`` Rlt_R0_R1); Intros; Replace ``a-a`` with ``0``; [Unfold Rdiv; Rewrite Rmult_Ol; Rewrite minus_R0; Rewrite Rabsolu_R0; Assumption | Ring]. Qed. Lemma const_derivable : (a:R) (derivable ([x:R] a)). Unfold derivable; Unfold derivable_pt; Intros; Exists ``0``; Intros; Exists (mkposreal ``1`` Rlt_R0_R1); Intros; Unfold Rminus; Rewrite Rplus_Ropp_r; Unfold Rdiv; Rewrite Rmult_Ol; Rewrite Rplus_Ropp_r; Rewrite Rabsolu_R0; Assumption. Qed. (**********) Lemma deriv_id : (x:R) (derive_pt ([y:R] y) x)==``1``. Intro x; Apply derive_pt_def_0; Intros; Exists (mkposreal ``1`` Rlt_R0_R1); Intros; Replace ``(x+h-x)/h-1`` with ``0``. Rewrite Rabsolu_R0; Assumption. Unfold Rminus; Rewrite Rplus_assoc; Rewrite (Rplus_sym x); Rewrite Rplus_assoc. Rewrite Rplus_Ropp_l; Rewrite Rplus_Or; Unfold Rdiv; Rewrite <- Rinv_r_sym. Symmetry; Apply Rplus_Ropp_r. Assumption. Qed. Lemma diff_id : (derivable ([x:R] x)). Unfold derivable; Intro x; Unfold derivable_pt; Exists ``1``; Intros eps Heps; Exists (mkposreal eps Heps); Intros h H1 H2; Replace ``(x+h-x)/h-1`` with ``0``. Rewrite Rabsolu_R0; Apply Rle_lt_trans with ``(Rabsolu h)``. Apply Rabsolu_pos. Assumption. Unfold Rminus; Rewrite Rplus_assoc; Rewrite (Rplus_sym x); Rewrite Rplus_assoc. Rewrite Rplus_Ropp_l; Rewrite Rplus_Or; Unfold Rdiv; Rewrite <- Rinv_r_sym. Symmetry; Apply Rplus_Ropp_r. Assumption. Qed. (**********) Lemma sum_fct_cte_derive_pt : (f:R->R;t,a:R) (derivable_pt f t) -> (derive_pt ([x:R]``(f x)+a``) t)==(derive_pt f t). Intros; Generalize (derivable_derive f t H); Intro; Elim H0; Intros l H1; Rewrite H1; Apply derive_pt_def_0; Intros; Generalize (derive_pt_def_1 f t l H1); Intros; Elim (H3 eps H2); Intros delta H4; Exists delta; Intros; Replace ``(f (t+h))+a-((f t)+a)`` with ``(f (t+h))-(f t)``; [Apply (H4 h H5 H6) | Ring]. Qed. Lemma sum_fct_cte_derivable_pt : (f:R->R;t,a:R) (derivable_pt f t)->(derivable_pt ([t:R]``(f t)+a``) t). Unfold derivable_pt; Intros; Elim H; Intros; Exists x; Intros; Elim (H0 eps H1); Intros; Exists x0; Intro h; Replace ``(f (t+h))+a-((f t)+a)`` with ``(f (t+h))-(f t)``; [Exact (H2 h) | Ring]. Qed. Lemma sum_fct_cte_derivable : (f:R->R;a:R) (derivable f)->(derivable ([t:R]``(f t)+a``)). Unfold derivable; Intros; Apply sum_fct_cte_derivable_pt; Apply (H x). Qed. (**********) Lemma deriv_Rsqr : (x:R) (derive Rsqr x)==``2*x``. Intro x; Unfold Rsqr; Unfold derive; Apply (derive_pt_def_0 ([x0:R]``x0*x0``) x); Intros eps Heps; Exists (mkposreal eps Heps); Intros h H1 H2; Replace ``((x+h)*(x+h)-x*x)/h-2*x`` with ``h``. Assumption. Replace ``(x+h)*(x+h)`` with ``(Rsqr (x+h))``. Rewrite Rsqr_plus; Unfold Rminus; Repeat Rewrite Rplus_assoc; Rewrite (Rplus_sym (Rsqr x)); Repeat Rewrite Rplus_assoc; Unfold Rsqr; Rewrite Rplus_Ropp_l; Rewrite Rplus_Or; Unfold Rdiv; Rewrite Rmult_Rplus_distrl. Repeat Rewrite Rmult_assoc; Rewrite <- Rinv_r_sym. Repeat Rewrite Rmult_1r; Rewrite Rplus_assoc; Rewrite Rplus_Ropp_r. Rewrite Rplus_Or; Reflexivity. Assumption. Unfold Rsqr; Reflexivity. Qed. Lemma diff_Rsqr : (derivable Rsqr). Unfold derivable; Intro x; Unfold Rsqr; Unfold derivable_pt; Exists ``2*x``; Intros eps Heps; Exists (mkposreal eps Heps); Intros h H1 H2; Replace ``((x+h)*(x+h)-x*x)/h-2*x`` with ``h``. Assumption. Replace ``(x+h)*(x+h)`` with ``(Rsqr (x+h))``. Rewrite Rsqr_plus; Unfold Rminus; Repeat Rewrite Rplus_assoc; Rewrite (Rplus_sym (Rsqr x)); Repeat Rewrite Rplus_assoc; Unfold Rsqr; Rewrite Rplus_Ropp_l; Rewrite Rplus_Or; Unfold Rdiv; Rewrite Rmult_Rplus_distrl. Repeat Rewrite Rmult_assoc; Rewrite <- Rinv_r_sym. Repeat Rewrite Rmult_1r; Rewrite Rplus_assoc; Rewrite Rplus_Ropp_r. Rewrite Rplus_Or; Reflexivity. Assumption. Unfold Rsqr; Reflexivity. Qed. Lemma Rsqr_derivable_pt : (f:R->R;t:R) (derivable_pt f t) -> (derivable_pt ([x:R](Rsqr (f x))) t). Unfold Rsqr; Intros; Generalize (prod_derivable_pt f f t H H); Unfold mult_fct; Intro H0; Assumption. Qed. Lemma Rsqr_derivable : (f:R->R) (derivable f)->(derivable ([x:R](Rsqr (f x)))). Unfold derivable; Intros; Apply (Rsqr_derivable_pt f x (H x)). Qed. (* SQRT *) Axiom deriv_sqrt : (x:R) ``0 (derive sqrt)==[y:R] ``1/(2*(sqrt y))``. Lemma eq_fct : (x:R;f1,f2:R->R) f1==f2 -> (f1 x)==(f2 x). Intros; Rewrite H; Reflexivity. Qed. Lemma diff_sqrt : (x:R) ``0 (derivable_pt sqrt x). Intros; Generalize (deriv_sqrt x H); Unfold derive; Intro; Generalize (eq_fct x ([x:R](derive_pt sqrt x)) ([y:R]``1/(2*(sqrt y))``) H0); Intro; Apply (derive_derivable sqrt x ``1/(2*(sqrt x))`` H1). Qed. (* Composition *) Lemma deriv_composition : (f,g:R->R;x:R) (derivable_pt f x) -> (derivable_pt g (f x)) -> ``(derive_pt (comp g f) x)==(derive_pt g (f x))*(derive_pt f x)``. Intros; Generalize (derivable_derive f x H); Intro; Generalize (derivable_derive g (f x) H0); Intro; Elim H1; Clear H1; Intros l1 H1; Elim H2; Clear H2; Intros l2 H2. Cut l1==((fct_cte l1) x). Cut l2==((fct_cte l2) x). Intros; Rewrite H3 in H2; Rewrite H4 in H1; Rewrite H1; Rewrite H2; Generalize derive_pt_D_in; Intro; Elim (H5 f (fct_cte l1) x); Intros; Elim (H5 g (fct_cte l2) (f x)); Intros; Generalize (H9 H2); Intro; Generalize (H7 H1); Intro; Replace ``(fct_cte l2 x)*(fct_cte l1 x)`` with ``((mult_fct (fct_cte l1) (fct_cte l2)) x)``. Elim (H5 (comp g f) (mult_fct (fct_cte l1) (fct_cte l2)) x); Intros; Apply H12. Generalize (Dcomp no_cond no_cond (fct_cte l1) (fct_cte l2) f g x); Unfold comp mult_fct no_cond D_in; Unfold Dgf; Intros. Cut (limit1_in [x0:R]``((g (f x0))-(g (f x)))/(x0-x)`` (D_x [_:R]True/\True x) ``(fct_cte l1 x)*(fct_cte l2 (f x))`` x) -> (limit1_in [x0:R]``((g (f x0))-(g (f x)))/(x0-x)`` (D_x [_:R]True x) ``(fct_cte l1 x)*(fct_cte l2 x)`` x). Intros; Apply H15; Apply H14. Assumption. Assumption. Unfold D_x limit1_in; Unfold limit_in; Intros; Elim (H15 eps H16); Intros; Exists x0; Elim H17; Intros; Split. Assumption. Intros; Apply H19; Elim H20; Intros; Elim H21; Intros; Split. Split. Split; Trivial. Assumption. Assumption. Unfold mult_fct fct_cte; Rewrite Rmult_sym; Reflexivity. Unfold fct_cte; Reflexivity. Unfold fct_cte; Reflexivity. Qed. Lemma composition_derivable : (f,g:R->R;x:R) (derivable_pt f x) -> (derivable_pt g (f x)) -> (derivable_pt (comp g f) x). Intros; Generalize (deriv_composition f g x H H0); Intro; Apply (derive_derivable (comp g f) x ``(derive_pt g (f x))*(derive_pt f x)`` H1). Qed. Lemma derive_composition : (f,g:R->R;x:R) (derivable_pt f x) -> (derivable_pt g (f x)) -> (derive_pt ([x:R]``(g (f x))``) x)==``(derive_pt g (f x))*(derive_pt f x)``. Intros; Generalize (deriv_composition f g x H H0); Unfold comp; Intro; Assumption. Qed. Lemma composition_derivable_var : (f,g:R->R;x:R) (derivable_pt f x) -> (derivable_pt g (f x)) -> (derivable_pt ([x:R](g (f x))) x). Intros; Generalize (composition_derivable f g x H H0); Unfold comp; Intro; Assumption. Qed. Lemma diff_comp : (f,g:R->R) (derivable f)->(derivable g)->(derivable (comp g f)). Intros f g; Unfold derivable; Intros H1 H2 x; Apply (composition_derivable f g x (H1 x) (H2 (f x))). Qed. Lemma Rsqr_derive : (f:R->R;t:R) (derivable_pt f t)->(derive_pt ([x:R](Rsqr (f x))) t)==(Rmult ``2`` (Rmult (derive_pt f t) (f t))). Intros; Generalize diff_Rsqr; Unfold derivable; Intro H0; Generalize (deriv_composition f Rsqr t H (H0 (f t))); Unfold comp; Intro H1; Rewrite H1; Generalize (deriv_Rsqr (f t)); Unfold derive; Intro H2; Rewrite H2; Rewrite Rmult_assoc; Rewrite <- (Rmult_sym (derive_pt f t)); Reflexivity. Qed. (* SIN and COS *) Axiom deriv_sin : (derive sin)==cos. Lemma diff_sin : (derivable sin). Unfold derivable; Intro; Generalize deriv_sin; Unfold derive; Intro; Generalize (eq_fct x ([x:R](derive_pt sin x)) cos H); Intro; Apply (derive_derivable sin x (cos x) H0). Qed. Lemma diff_cos : (derivable cos). Unfold derivable; Intro; Cut ([x:R]``(sin (x+PI/2))``)==cos. Intro; Rewrite <- H; Apply (composition_derivable_var ([x:R]``x+PI/2``) sin x). Apply (sum_fct_cte_derivable_pt ([x:R]x) x ``PI/2``); Apply diff_id. Apply diff_sin. Apply fct_eq; Intro; Symmetry; Rewrite Rplus_sym; Apply cos_sin. Qed. Lemma derive_pt_sin : (x:R) (derive_pt sin x)==(cos x). Intro; Generalize deriv_sin; Unfold derive; Intro; Apply (eq_fct x [x:R](derive_pt sin x) cos H). Qed. Lemma deriv_cos : (derive cos)==(opp_fct sin). Unfold opp_fct derive; Apply fct_eq; Intro; Cut ([x:R]``(sin (x+PI/2))``)==cos. Intro; Rewrite <- H; Rewrite (derive_composition ([x:R]``x+PI/2``) sin x). Rewrite (derive_pt_sin ``x+PI/2``); Rewrite (sum_fct_cte_derive_pt ([x:R]``x``) x ``PI/2``). Generalize (deriv_id x); Intro; Unfold derive in H0; Rewrite H0; Rewrite Rmult_1r; Rewrite Rplus_sym; Rewrite sin_cos; Rewrite Ropp_Ropp; Reflexivity. Apply diff_id. Apply (sum_fct_cte_derivable_pt ([x:R]x) x ``PI/2``); Apply diff_id. Apply diff_sin. Apply fct_eq; Intro; Symmetry; Rewrite Rplus_sym; Apply cos_sin. Qed. Lemma derive_pt_cos : (x:R) (derive_pt cos x)==``-(sin x)``. Intro; Generalize deriv_cos; Unfold derive; Intro; Unfold opp_fct in H; Apply (eq_fct x [x:R](derive_pt cos x) [x:R]``-(sin x)`` H). Qed. (************************************************************) (** Local extremum's condition *) (************************************************************) Theorem deriv_maximum : (f:R->R;a,b,c:R) ``a``c(derivable_pt f c)->((x:R) ``a``x``(f x)<=(f c)``)->``(derive_pt f c)==0``. Intros; Case (total_order R0 (derive_pt f c)); Intro. Generalize (derivable_derive f c H1); Intro; Elim H4; Intros l H5; Rewrite H5 in H3; Generalize (derive_pt_def_1 f c l H5); Intro. Cut ``00``. Intro; Cut ``(Rabsolu (Rmin delta/2 ((b-c)/2)))0``. Intro; Cut ``(Rabsolu (Rmax (-(delta/2)) ((a-c)/2)))R;a,b,c:R) ``a``c(derivable_pt f c)->((x:R) ``a``x``(f c)<=(f x)``)->``(derive_pt f c)==0``. Intros; Generalize (opposite_derivable_pt f c H1); Intro; Rewrite <- (Ropp_Ropp (derive_pt f c)); Apply eq_RoppO; Rewrite <- (deriv_opposite f c H1); Apply (deriv_maximum (opp_fct f) a b c H H0 H3); Intros; Unfold opp_fct; Apply Rge_Ropp; Apply Rle_sym1; Apply (H2 x H4 H5). Qed. Theorem deriv_constant2 : (f:R->R;a,b,c:R) ``a``c(derivable_pt f c)->((x:R) ``a``x``(f x)==(f c)``)->``(derive_pt f c)==0``. Intros; Apply (deriv_maximum f a b c H H0 H1); Intros; Right; Apply (H2 x H3 H4). Qed. (**********) Lemma nonneg_derivative_0 : (f:R->R) (derivable f)->(increasing f) -> ((x:R) ``0<=(derive_pt f x)``). Intros; Unfold increasing in H0; Generalize (derivable_derive f x (H x)); Intro; Elim H1; Intros l H2. Rewrite H2; Case (total_order R0 l); Intro. Left; Assumption. Elim H3; Intro. Right; Assumption. Generalize (derive_pt_def_1 f x l H2); Intros; Cut ``0< -(l/2)``. Intro; Elim (H5 ``-(l/2)`` H6); Intros delta H7; Cut ``delta/2<>0``/\``0R) (derivable f)->((x:R) ``0<=(derive_pt f x)``) -> (increasing f). (**********) Lemma nonpos_derivative_0 : (f:R->R) (derivable f)->(decreasing f) -> ((x:R) ``(derive_pt f x)<=0``). Intros; Unfold decreasing in H0; Generalize (derivable_derive f x (H x)); Intro; Elim H1; Intros l H2. Rewrite H2; Case (total_order l R0); Intro. Left; Assumption. Elim H3; Intro. Right; Assumption. Generalize (derive_pt_def_1 f x l H2); Intros; Cut ``0< (l/2)``. Intro; Elim (H5 ``(l/2)`` H6); Intros delta H7; Cut ``delta/2<>0``/\``0R) (increasing f) -> (decreasing (opp_fct f)). Unfold increasing decreasing opp_fct; Intros; Generalize (H x y H0); Intro; Apply Rge_Ropp; Apply Rle_sym1; Assumption. Qed. (**********) Lemma opp_opp_fct : (f:R->R) (opp_fct (opp_fct f))==f. Intro; Unfold opp_fct; Apply fct_eq; Intro; Rewrite Ropp_Ropp; Reflexivity. Qed. (**********) Lemma nonpos_derivative_1 : (f:R->R) (derivable f)->((x:R) ``(derive_pt f x)<=0``) -> (decreasing f). Intros; Rewrite <- (opp_opp_fct f); Apply increasing_decreasing_opp. Cut (derivable (opp_fct f)). Cut (x:R)``0<=(derive_pt (opp_fct f) x)``. Intros; Apply (nonneg_derivative_1 (opp_fct f) H2 H1). Intros; Rewrite (deriv_opposite f x (H x)); Rewrite <- Ropp_O; Apply Rge_Ropp; Apply Rle_sym1; Apply (H0 x). Apply (opposite_derivable f H). Qed. (**********) Axiom positive_derivative : (f:R->R) (derivable f)->((x:R) ``0<(derive_pt f x)``)->(strict_increasing f). (**********) Lemma strictincreasing_strictdecreasing_opp : (f:R->R) (strict_increasing f) -> (strict_decreasing (opp_fct f)). Unfold strict_increasing strict_decreasing opp_fct; Intros; Generalize (H x y H0); Intro; Apply Rlt_Ropp; Assumption. Qed. (**********) Lemma negative_derivative : (f:R->R) (derivable f)->((x:R) ``(derive_pt f x)<0``)->(strict_decreasing f). Intros; Rewrite <- (opp_opp_fct f); Apply strictincreasing_strictdecreasing_opp. Cut (derivable (opp_fct f)). Cut (x:R)``0<(derive_pt (opp_fct f) x)``. Intros; Apply (positive_derivative (opp_fct f) H2 H1). Intros; Rewrite (deriv_opposite f x (H x)); Rewrite <- Ropp_O; Apply Rlt_Ropp; Apply (H0 x). Apply (opposite_derivable f H). Qed. (**********) Lemma null_derivative_0 : (f:R->R) (constant f)->((x:R) ``(derive_pt f x)==0``). Intros; Unfold constant in H; Apply derive_pt_def_0; Intros; Exists (mkposreal ``1`` Rlt_R0_R1); Intros; Rewrite (H x ``x+h``); Unfold Rminus; Unfold Rdiv; Rewrite Rplus_Ropp_r; Rewrite Rmult_Ol; Rewrite Rplus_Ropp_r; Rewrite Rabsolu_R0; Assumption. Qed. (**********) Lemma increasing_decreasing : (f:R->R) (increasing f) -> (decreasing f) -> (constant f). Unfold increasing decreasing constant; Intros; Case (total_order x y); Intro. Generalize (Rlt_le x y H1); Intro; Apply (Rle_antisym (f x) (f y) (H x y H2) (H0 x y H2)). Elim H1; Intro. Rewrite H2; Reflexivity. Generalize (Rlt_le y x H2); Intro; Symmetry; Apply (Rle_antisym (f y) (f x) (H y x H3) (H0 y x H3)). Qed. (**********) Lemma null_derivative_1 : (f:R->R) (derivable f)->((x:R) ``(derive_pt f x)==0``)->(constant f). Intros. Cut (x:R)``(derive_pt f x) <= 0``. Cut (x:R)``0 <= (derive_pt f x)``. Intros. Generalize (nonneg_derivative_1 f H H1); Intro. Generalize (nonpos_derivative_1 f H H2); Intro. Apply increasing_decreasing; Assumption. Intro. Right; Symmetry; Apply (H0 x). Intro; Right; Apply (H0 x). Qed. (**********) Axiom derive_increasing_interv_ax : (a,b:R;f:R->R) ``a (((t:R) ``a ``0<(derive_pt f t)``) -> ((x,y:R) ``a<=x<=b``->``a<=y<=b``->``x``(f x)<(f y)``)) /\ (((t:R) ``a ``0<=(derive_pt f t)``) -> ((x,y:R) ``a<=x<=b``->``a<=y<=b``->``x``(f x)<=(f y)``)). (**********) Lemma derive_increasing_interv : (a,b:R;f:R->R) ``a ((t:R) ``a ``0<(derive_pt f t)``) -> ((x,y:R) ``a<=x<=b``->``a<=y<=b``->``x``(f x)<(f y)``). Intros; Generalize (derive_increasing_interv_ax a b f H); Intro; Elim H4; Intros H5 _; Apply (H5 H0 x y H1 H2 H3). Qed. (**********) Lemma derive_increasing_interv_var : (a,b:R;f:R->R) ``a ((t:R) ``a ``0<=(derive_pt f t)``) -> ((x,y:R) ``a<=x<=b``->``a<=y<=b``->``x``(f x)<=(f y)``). Intros; Generalize (derive_increasing_interv_ax a b f H); Intro; Elim H4; Intros _ H5; Apply (H5 H0 x y H1 H2 H3). Qed. (**********) (**********) Axiom IAF : (f,g:R->R;a,b:R) ``a<=b`` -> (derivable f) -> (derivable g) -> ((c:R) ``a<=c<=b`` -> ``(derive_pt g c)<=(derive_pt f c)``) -> ``(g b)-(g a)<=(f b)-(f a)``.