nevanlinna/Nevanlinna/holomorphic.primitive.lean

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import Mathlib.Analysis.Complex.TaylorSeries
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import Mathlib.Analysis.SpecialFunctions.Integrals
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import Mathlib.MeasureTheory.Integral.DivergenceTheorem
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import Mathlib.MeasureTheory.Integral.IntervalIntegral
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import Mathlib.MeasureTheory.Function.LocallyIntegrable
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noncomputable def partialDeriv
{E : Type*} [NormedAddCommGroup E] [NormedSpace E]
{F : Type*} [NormedAddCommGroup F] [NormedSpace F] : E → (E → F) → (E → F) :=
fun v ↦ (fun f ↦ (fun w ↦ fderiv f w v))
theorem partialDeriv_compContLinAt
{E : Type*} [NormedAddCommGroup E] [NormedSpace E]
{F : Type*} [NormedAddCommGroup F] [NormedSpace F]
{G : Type*} [NormedAddCommGroup G] [NormedSpace G]
{f : E → F}
{l : F →L[] G}
{v : E}
{x : E}
(h : DifferentiableAt f x) :
(partialDeriv v (l ∘ f)) x = (l ∘ partialDeriv v f) x:= by
unfold partialDeriv
rw [fderiv.comp x (ContinuousLinearMap.differentiableAt l) h]
simp
theorem partialDeriv_compCLE
{E : Type*} [NormedAddCommGroup E] [NormedSpace E]
{F : Type*} [NormedAddCommGroup F] [NormedSpace F]
{G : Type*} [NormedAddCommGroup G] [NormedSpace G]
{f : E → F}
{l : F ≃L[] G} {v : E} : partialDeriv v (l ∘ f) = l ∘ partialDeriv v f := by
funext x
by_cases hyp : DifferentiableAt f x
· let lCLM : F →L[] G := l
suffices shyp : partialDeriv v (lCLM ∘ f) x = (lCLM ∘ partialDeriv v f) x from by tauto
apply partialDeriv_compContLinAt
exact hyp
· unfold partialDeriv
rw [fderiv_zero_of_not_differentiableAt]
simp
rw [fderiv_zero_of_not_differentiableAt]
simp
exact hyp
rw [ContinuousLinearEquiv.comp_differentiableAt_iff]
exact hyp
theorem partialDeriv_smul'₂
{E : Type*} [NormedAddCommGroup E] [NormedSpace E]
{F : Type*} [NormedAddCommGroup F] [NormedSpace F]
{f : E → F} {a : } {v : E} :
partialDeriv v (a • f) = a • partialDeriv v f := by
funext w
by_cases ha : a = 0
· unfold partialDeriv
have : a • f = fun y ↦ a • f y := by rfl
rw [this, ha]
simp
· -- Now a is not zero. We present scalar multiplication with a as a continuous linear equivalence.
let smulCLM : F ≃L[] F :=
{
toFun := fun x ↦ a • x
map_add' := fun x y => DistribSMul.smul_add a x y
map_smul' := fun m x => (smul_comm ((RingHom.id ) m) a x).symm
invFun := fun x ↦ a⁻¹ • x
left_inv := by
intro x
simp
rw [← smul_assoc, smul_eq_mul, mul_comm, mul_inv_cancel ha, one_smul]
right_inv := by
intro x
simp
rw [← smul_assoc, smul_eq_mul, mul_inv_cancel ha, one_smul]
continuous_toFun := continuous_const_smul a
continuous_invFun := continuous_const_smul a⁻¹
}
have : a • f = smulCLM ∘ f := by tauto
rw [this]
rw [partialDeriv_compCLE]
tauto
theorem CauchyRiemann₄
{F : Type*} [NormedAddCommGroup F] [NormedSpace F]
{f : → F} :
(Differentiable f) → partialDeriv Complex.I f = Complex.I • partialDeriv 1 f := by
intro h
unfold partialDeriv
conv =>
left
intro w
rw [DifferentiableAt.fderiv_restrictScalars (h w)]
simp
rw [← mul_one Complex.I]
rw [← smul_eq_mul]
conv =>
right
right
intro w
rw [DifferentiableAt.fderiv_restrictScalars (h w)]
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funext w
simp
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theorem MeasureTheory.integral2_divergence₃
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{E : Type u} [NormedAddCommGroup E] [NormedSpace E] [CompleteSpace E]
(f g : × → E)
(h₁f : ContDiff 1 f)
(h₁g : ContDiff 1 g)
(a₁ : )
(a₂ : )
(b₁ : )
(b₂ : ) :
∫ (x : ) in a₁..b₁, ∫ (y : ) in a₂..b₂, ((fderiv f) (x, y)) (1, 0) + ((fderiv g) (x, y)) (0, 1) = (((∫ (x : ) in a₁..b₁, g (x, b₂)) - ∫ (x : ) in a₁..b₁, g (x, a₂)) + ∫ (y : ) in a₂..b₂, f (b₁, y)) - ∫ (y : ) in a₂..b₂, f (a₁, y) := by
apply integral2_divergence_prod_of_hasFDerivWithinAt_off_countable f g (fderiv f) (fderiv g) a₁ a₂ b₁ b₂ ∅
exact Set.countable_empty
-- ContinuousOn f (Set.uIcc a₁ b₁ ×ˢ Set.uIcc a₂ b₂)
exact h₁f.continuous.continuousOn
--
exact h₁g.continuous.continuousOn
--
rw [Set.diff_empty]
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intro x _
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exact DifferentiableAt.hasFDerivAt ((h₁f.differentiable le_rfl) x)
--
rw [Set.diff_empty]
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intro y _
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exact DifferentiableAt.hasFDerivAt ((h₁g.differentiable le_rfl) y)
--
apply ContinuousOn.integrableOn_compact
apply IsCompact.prod
exact isCompact_uIcc
exact isCompact_uIcc
apply ContinuousOn.add
apply Continuous.continuousOn
exact Continuous.clm_apply (ContDiff.continuous_fderiv h₁f le_rfl) continuous_const
apply Continuous.continuousOn
exact Continuous.clm_apply (ContDiff.continuous_fderiv h₁g le_rfl) continuous_const
theorem integral_divergence₄
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{E : Type u} [NormedAddCommGroup E] [NormedSpace E] [CompleteSpace E]
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(f g : → E)
(h₁f : ContDiff 1 f)
(h₁g : ContDiff 1 g)
(a₁ : )
(a₂ : )
(b₁ : )
(b₂ : ) :
∫ (x : ) in a₁..b₁, ∫ (y : ) in a₂..b₂, ((fderiv f) ⟨x, y⟩ ) 1 + ((fderiv g) ⟨x, y⟩) Complex.I = (((∫ (x : ) in a₁..b₁, g ⟨x, b₂⟩) - ∫ (x : ) in a₁..b₁, g ⟨x, a₂⟩) + ∫ (y : ) in a₂..b₂, f ⟨b₁, y⟩) - ∫ (y : ) in a₂..b₂, f ⟨a₁, y⟩ := by
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let fr : × → E := f ∘ Complex.equivRealProdCLM.symm
let gr : × → E := g ∘ Complex.equivRealProdCLM.symm
have sfr {x y : } : f { re := x, im := y } = fr (x, y) := by exact rfl
have sgr {x y : } : g { re := x, im := y } = gr (x, y) := by exact rfl
repeat (conv in f { re := _, im := _ } => rw [sfr])
repeat (conv in g { re := _, im := _ } => rw [sgr])
have sfr' {x y : } {z : } : (fderiv f { re := x, im := y }) z = fderiv fr (x, y) (Complex.equivRealProdCLM z) := by
rw [fderiv.comp]
rw [Complex.equivRealProdCLM.symm.fderiv]
tauto
apply Differentiable.differentiableAt
exact h₁f.differentiable le_rfl
exact Complex.equivRealProdCLM.symm.differentiableAt
conv in ⇑(fderiv f { re := _, im := _ }) _ => rw [sfr']
have sgr' {x y : } {z : } : (fderiv g { re := x, im := y }) z = fderiv gr (x, y) (Complex.equivRealProdCLM z) := by
rw [fderiv.comp]
rw [Complex.equivRealProdCLM.symm.fderiv]
tauto
apply Differentiable.differentiableAt
exact h₁g.differentiable le_rfl
exact Complex.equivRealProdCLM.symm.differentiableAt
conv in ⇑(fderiv g { re := _, im := _ }) _ => rw [sgr']
apply MeasureTheory.integral2_divergence₃ fr gr _ _ a₁ a₂ b₁ b₂
-- ContDiff 1 fr
exact (ContinuousLinearEquiv.contDiff_comp_iff (ContinuousLinearEquiv.symm Complex.equivRealProdCLM)).mpr h₁f
-- ContDiff 1 gr
exact (ContinuousLinearEquiv.contDiff_comp_iff (ContinuousLinearEquiv.symm Complex.equivRealProdCLM)).mpr h₁g
theorem integral_divergence₅
{E : Type u} [NormedAddCommGroup E] [NormedSpace E] [CompleteSpace E]
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(F : → E)
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(hF : Differentiable F)
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(lowerLeft upperRight : ) :
(∫ (x : ) in lowerLeft.re..upperRight.re, F ⟨x, lowerLeft.im⟩) + Complex.I • ∫ (x : ) in lowerLeft.im..upperRight.im, F ⟨upperRight.re, x⟩ =
(∫ (x : ) in lowerLeft.re..upperRight.re, F ⟨x, upperRight.im⟩) + Complex.I • ∫ (x : ) in lowerLeft.im..upperRight.im, F ⟨lowerLeft.re, x⟩ := by
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let h₁f : ContDiff 1 F := (hF.contDiff : ContDiff 1 F).restrict_scalars
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let h₁g : ContDiff 1 (-Complex.I • F) := by
have : -Complex.I • F = fun x ↦ -Complex.I • F x := by rfl
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rw [this]
apply ContDiff.comp
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exact contDiff_const_smul _
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exact h₁f
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let A := integral_divergence₄ (-Complex.I • F) F h₁g h₁f lowerLeft.re upperRight.im upperRight.re lowerLeft.im
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have {z : } : fderiv F z Complex.I = partialDeriv Complex.I F z := by rfl
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conv at A in (fderiv F _) _ => rw [this]
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have {z : } : fderiv (-Complex.I • F) z 1 = partialDeriv 1 (-Complex.I • F) z := by rfl
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conv at A in (fderiv (-Complex.I • F) _) _ => rw [this]
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conv at A =>
left
arg 1
intro x
arg 1
intro y
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rw [CauchyRiemann₄ hF]
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rw [partialDeriv_smul'₂]
simp
simp at A
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have {t₁ t₂ t₃ t₄ : E} : 0 = (t₁ - t₂) + t₃ + t₄ → t₁ + t₃ = t₂ - t₄ := by
intro hyp
calc
t₁ + t₃ = t₁ + t₃ - 0 := by rw [sub_zero (t₁ + t₃)]
_ = t₁ + t₃ - (t₁ - t₂ + t₃ + t₄) := by rw [hyp]
_ = t₂ - t₄ := by abel
let B := this A
repeat
rw [intervalIntegral.integral_symm lowerLeft.im upperRight.im] at B
simp at B
exact B
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noncomputable def primitive
{E : Type u} [NormedAddCommGroup E] [NormedSpace E] [CompleteSpace E] :
→ ( → E) → ( → E) := by
intro z₀
intro f
exact fun z ↦ (∫ (x : ) in z₀.re..z.re, f ⟨x, z₀.im⟩) + Complex.I • ∫ (x : ) in z₀.im..z.im, f ⟨z.re, x⟩
theorem primitive_zeroAtBasepoint
{E : Type u} [NormedAddCommGroup E] [NormedSpace E] [CompleteSpace E]
(f : → E)
(z₀ : ) :
(primitive z₀ f) z₀ = 0 := by
unfold primitive
simp
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theorem primitive_fderivAtBasepointZero
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{E : Type u} [NormedAddCommGroup E] [NormedSpace E] [CompleteSpace E]
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(f : → E)
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(hf : Continuous f) :
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HasDerivAt (primitive 0 f) (f 0) 0 := by
unfold primitive
simp
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apply hasDerivAt_iff_isLittleO.2
simp
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rw [Asymptotics.isLittleO_iff]
intro c hc
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have {z : } {e : E} : z • e = (∫ (_ : ) in (0)..(z.re), e) + Complex.I • ∫ (_ : ) in (0)..(z.im), e:= by
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simp
rw [smul_comm]
rw [← smul_assoc]
simp
have : z.re • e = (z.re : ) • e := by exact rfl
rw [this, ← add_smul]
simp
conv =>
left
intro x
left
arg 1
arg 2
rw [this]
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have {A B C D :E} : (A + B) - (C + D) = (A - C) + (B - D) := by
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abel
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have t₀ {r : } : IntervalIntegrable (fun x => f { re := x, im := 0 }) MeasureTheory.volume 0 r := by
apply Continuous.intervalIntegrable
apply Continuous.comp
exact hf
have : (fun x => ({ re := x, im := 0 } : )) = Complex.ofRealLI := by rfl
rw [this]
continuity
have t₁ {r : } : IntervalIntegrable (fun _ => f 0) MeasureTheory.volume 0 r := by
apply Continuous.intervalIntegrable
apply Continuous.comp
exact hf
fun_prop
have t₂ {a b : } : IntervalIntegrable (fun x_1 => f { re := a, im := x_1 }) MeasureTheory.volume 0 b := by
apply Continuous.intervalIntegrable
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apply Continuous.comp hf
have : (Complex.mk a) = (fun x => Complex.I • Complex.ofRealCLM x + { re := a, im := 0 }) := by
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funext x
apply Complex.ext
rw [Complex.add_re]
simp
simp
rw [this]
apply Continuous.add
continuity
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fun_prop
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have t₃ {a : } : IntervalIntegrable (fun _ => f 0) MeasureTheory.volume 0 a := by
apply Continuous.intervalIntegrable
apply Continuous.comp
exact hf
fun_prop
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conv =>
left
intro x
left
arg 1
rw [this]
rw [← smul_sub]
rw [← intervalIntegral.integral_sub t₀ t₁]
rw [← intervalIntegral.integral_sub t₂ t₃]
rw [Filter.eventually_iff_exists_mem]
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let s := f⁻¹' Metric.ball (f 0) (c / (4 : ))
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have h₁s : IsOpen s := IsOpen.preimage hf Metric.isOpen_ball
have h₂s : 0 ∈ s := by
apply Set.mem_preimage.mpr
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apply Metric.mem_ball_self
linarith
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obtain ⟨ε, h₁ε, h₂ε⟩ := Metric.isOpen_iff.1 h₁s 0 h₂s
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have h₃ε : ∀ y ∈ Metric.ball 0 ε, ‖(f y) - (f 0)‖ < (c / (4 : )) := by
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intro y hy
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apply mem_ball_iff_norm.mp (h₂ε hy)
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use Metric.ball 0 (ε / (4 : ))
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constructor
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· apply Metric.ball_mem_nhds 0
linarith
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· intro y hy
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have h₁y : |y.re| < ε / 4 := by
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calc |y.re|
_ ≤ Complex.abs y := by apply Complex.abs_re_le_abs
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_ < ε / 4 := by
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let A := mem_ball_iff_norm.1 hy
simp at A
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linarith
have h₂y : |y.im| < ε / 4 := by
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calc |y.im|
_ ≤ Complex.abs y := by apply Complex.abs_im_le_abs
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_ < ε / 4 := by
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let A := mem_ball_iff_norm.1 hy
simp at A
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linarith
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have intervalComputation {x' y' : } (h : x' ∈ Ι 0 y') : |x'| ≤ |y'| := by
let A := h.1
let B := h.2
rcases le_total 0 y' with hy | hy
· simp [hy] at A
simp [hy] at B
rw [abs_of_nonneg hy]
rw [abs_of_nonneg (le_of_lt A)]
exact B
· simp [hy] at A
simp [hy] at B
rw [abs_of_nonpos hy]
rw [abs_of_nonpos]
linarith [h.1]
exact B
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have t₁ : ‖(∫ (x : ) in (0)..(y.re), f { re := x, im := 0 } - f 0)‖ ≤ (c / (4 : )) * |y.re - 0| := by
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apply intervalIntegral.norm_integral_le_of_norm_le_const
intro x hx
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have h₁x : |x| < ε / 4 := by
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calc |x|
_ ≤ |y.re| := intervalComputation hx
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_ < ε / 4 := h₁y
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apply le_of_lt
apply h₃ε { re := x, im := 0 }
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rw [mem_ball_iff_norm]
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simp
have : { re := x, im := 0 } = (x : ) := by rfl
rw [this]
rw [Complex.abs_ofReal]
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linarith
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have t₂ : ‖∫ (x : ) in (0)..(y.im), f { re := y.re, im := x } - f 0‖ ≤ (c / (4 : )) * |y.im - 0| := by
apply intervalIntegral.norm_integral_le_of_norm_le_const
intro x hx
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have h₁x : |x| < ε / 4 := by
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calc |x|
_ ≤ |y.im| := intervalComputation hx
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_ < ε / 4 := h₂y
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apply le_of_lt
apply h₃ε { re := y.re, im := x }
simp
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calc Complex.abs { re := y.re, im := x }
_ ≤ |y.re| + |x| := by
apply Complex.abs_le_abs_re_add_abs_im { re := y.re, im := x }
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_ < ε := by
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linarith
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calc ‖(∫ (x : ) in (0)..(y.re), f { re := x, im := 0 } - f 0) + Complex.I • ∫ (x : ) in (0)..(y.im), f { re := y.re, im := x } - f 0‖
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_ ≤ ‖(∫ (x : ) in (0)..(y.re), f { re := x, im := 0 } - f 0)‖ + ‖Complex.I • ∫ (x : ) in (0)..(y.im), f { re := y.re, im := x } - f 0‖ := by
apply norm_add_le
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_ ≤ ‖(∫ (x : ) in (0)..(y.re), f { re := x, im := 0 } - f 0)‖ + ‖∫ (x : ) in (0)..(y.im), f { re := y.re, im := x } - f 0‖ := by
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simp
rw [norm_smul]
simp
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_ ≤ (c / (4 : )) * |y.re - 0| + (c / (4 : )) * |y.im - 0| := by
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apply add_le_add
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exact t₁
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exact t₂
_ ≤ (c / (4 : )) * (|y.re| + |y.im|) := by
simp
rw [mul_add]
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_ ≤ (c / (4 : )) * (4 * ‖y‖) := by
have : |y.re| + |y.im| ≤ 4 * ‖y‖ := by
calc |y.re| + |y.im|
_ ≤ ‖y‖ + ‖y‖ := by
apply add_le_add
apply Complex.abs_re_le_abs
apply Complex.abs_im_le_abs
_ ≤ 4 * ‖y‖ := by
rw [← two_mul]
apply mul_le_mul
linarith
rfl
exact norm_nonneg y
linarith
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apply mul_le_mul
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rfl
exact this
apply add_nonneg
apply abs_nonneg
apply abs_nonneg
linarith
_ ≤ c * ‖y‖ := by
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linarith
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theorem primitive_translation
{E : Type u} [NormedAddCommGroup E] [NormedSpace E] [CompleteSpace E]
(f : → E)
(z₀ t : ) :
primitive z₀ (f ∘ fun z ↦ (z - t)) = ((primitive (z₀ - t) f) ∘ fun z ↦ (z - t)) := by
funext z
unfold primitive
simp
let g : → E := fun x ↦ f ( {re := x, im := z₀.im - t.im} )
have {x : } : f ({ re := x, im := z₀.im } - t) = g (1*x - t.re) := by
congr 1
apply Complex.ext <;> simp
conv =>
left
left
arg 1
intro x
rw [this]
rw [intervalIntegral.integral_comp_mul_sub g one_ne_zero (t.re)]
simp
congr 1
let g : → E := fun x ↦ f ( {re := z.re - t.re, im := x} )
have {x : } : f ({ re := z.re, im := x} - t) = g (1*x - t.im) := by
congr 1
apply Complex.ext <;> simp
conv =>
left
arg 1
intro x
rw [this]
rw [intervalIntegral.integral_comp_mul_sub g one_ne_zero (t.im)]
simp
theorem primitive_fderivAtBasepoint
{E : Type u} [NormedAddCommGroup E] [NormedSpace E] [CompleteSpace E]
{z₀ : }
(f : → E)
(hf : Continuous f) :
HasDerivAt (primitive z₀ f) (f z₀) z₀ := by
let g := f ∘ fun z ↦ z + z₀
have : Continuous g := by continuity
let A := primitive_fderivAtBasepointZero g this
simp at A
let B := primitive_translation g z₀ z₀
simp at B
have : (g ∘ fun z ↦ (z - z₀)) = f := by
funext z
dsimp [g]
simp
rw [this] at B
rw [B]
have : f z₀ = (1 : ) • (f z₀) := by
exact (MulAction.one_smul (f z₀)).symm
conv =>
arg 2
rw [this]
apply HasDerivAt.scomp
simp
have : g 0 = f z₀ := by simp [g]
rw [← this]
exact A
apply HasDerivAt.sub_const
have : (fun (x : ) ↦ x) = id := by
funext x
simp
rw [this]
exact hasDerivAt_id z₀
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lemma integrability₁
{E : Type u} [NormedAddCommGroup E] [NormedSpace E] [CompleteSpace E]
(f : → E)
(hf : Differentiable f)
(a₁ a₂ b : ) :
IntervalIntegrable (fun x => f { re := x, im := b }) MeasureTheory.volume a₁ a₂ := by
apply Continuous.intervalIntegrable
apply Continuous.comp
exact Differentiable.continuous hf
have : ((fun x => { re := x, im := b }) : ) = (fun x => Complex.ofRealCLM x + { re := 0, im := b }) := by
funext x
apply Complex.ext
rw [Complex.add_re]
simp
rw [Complex.add_im]
simp
rw [this]
continuity
lemma integrability₂
{E : Type u} [NormedAddCommGroup E] [NormedSpace E] [CompleteSpace E]
(f : → E)
(hf : Differentiable f)
(a₁ a₂ b : ) :
IntervalIntegrable (fun x => f { re := b, im := x }) MeasureTheory.volume a₁ a₂ := by
apply Continuous.intervalIntegrable
apply Continuous.comp
exact Differentiable.continuous hf
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have : (Complex.mk b) = (fun x => Complex.I • Complex.ofRealCLM x + { re := b, im := 0 }) := by
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funext x
apply Complex.ext
rw [Complex.add_re]
simp
simp
rw [this]
apply Continuous.add
continuity
fun_prop
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theorem primitive_additivity
{E : Type u} [NormedAddCommGroup E] [NormedSpace E] [CompleteSpace E]
(f : → E)
(hf : Differentiable f)
(z₀ z₁ : ) :
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primitive z₀ f = fun z ↦ (primitive z₁ f) z + (primitive z₀ f z₁) := by
funext z
unfold primitive
have : (∫ (x : ) in z₀.re..z.re, f { re := x, im := z₀.im }) = (∫ (x : ) in z₀.re..z₁.re, f { re := x, im := z₀.im }) + (∫ (x : ) in z₁.re..z.re, f { re := x, im := z₀.im }) := by
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rw [intervalIntegral.integral_add_adjacent_intervals]
apply integrability₁ f hf
apply integrability₁ f hf
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rw [this]
have : (∫ (x : ) in z₀.im..z.im, f { re := z.re, im := x }) = (∫ (x : ) in z₀.im..z₁.im, f { re := z.re, im := x }) + (∫ (x : ) in z₁.im..z.im, f { re := z.re, im := x }) := by
rw [intervalIntegral.integral_add_adjacent_intervals]
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apply integrability₂ f hf
apply integrability₂ f hf
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rw [this]
simp
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let A := integral_divergence₅ f hf ⟨z₁.re, z₀.im⟩ ⟨z.re, z₁.im⟩
simp at A
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have {a b c d : E} : (b + a) + (c + d) = (a + c) + (b + d) := by
abel
rw [this]
rw [A]
abel
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theorem primitive_fderiv
{E : Type u} [NormedAddCommGroup E] [NormedSpace E] [CompleteSpace E]
{z₀ z : }
(f : → E)
(hf : Differentiable f) :
HasDerivAt (primitive z₀ f) (f z) z := by
rw [primitive_additivity f hf z₀ z]
rw [← add_zero (f z)]
apply HasDerivAt.add
apply primitive_fderivAtBasepoint
exact hf.continuous
apply hasDerivAt_const