import Mathlib.Analysis.SpecialFunctions.Integrals import Mathlib.Analysis.SpecialFunctions.Log.NegMulLog import Mathlib.MeasureTheory.Integral.CircleIntegral import Mathlib.MeasureTheory.Measure.Restrict open scoped Interval Topology open Real Filter MeasureTheory intervalIntegral -- The following theorem was suggested by Gareth Ma on Zulip theorem logInt {t : ℝ} (ht : 0 < t) : ∫ x in (0 : ℝ)..t, log x = t * log t - t := by rw [← integral_add_adjacent_intervals (b := 1)] trans (-1) + (t * log t - t + 1) · congr · -- ∫ x in 0..1, log x = -1, same proof as before rw [integral_eq_sub_of_hasDerivAt_of_tendsto (f := fun x ↦ x * log x - x) (fa := 0) (fb := -1)] · simp · simp · intro x hx norm_num at hx convert (hasDerivAt_mul_log hx.left.ne.symm).sub (hasDerivAt_id x) using 1 norm_num · rw [← neg_neg log] apply IntervalIntegrable.neg apply intervalIntegrable_deriv_of_nonneg (g := fun x ↦ -(x * log x - x)) · exact (continuous_mul_log.continuousOn.sub continuous_id.continuousOn).neg · intro x hx norm_num at hx convert ((hasDerivAt_mul_log hx.left.ne.symm).sub (hasDerivAt_id x)).neg using 1 norm_num · intro x hx norm_num at hx rw [Pi.neg_apply, Left.nonneg_neg_iff] exact (log_nonpos_iff hx.left).mpr hx.right.le · have := tendsto_log_mul_rpow_nhds_zero zero_lt_one simp_rw [rpow_one, mul_comm] at this -- tendsto_nhdsWithin_of_tendsto_nhds should be under Tendsto namespace convert this.sub (tendsto_nhdsWithin_of_tendsto_nhds tendsto_id) norm_num · rw [(by simp : -1 = 1 * log 1 - 1)] apply tendsto_nhdsWithin_of_tendsto_nhds exact (continuousAt_id.mul (continuousAt_log one_ne_zero)).sub continuousAt_id · -- ∫ x in 1..t, log x = t * log t + 1, just use integral_log_of_pos rw [integral_log_of_pos zero_lt_one ht] norm_num · abel · -- log is integrable on [[0, 1]] rw [← neg_neg log] apply IntervalIntegrable.neg apply intervalIntegrable_deriv_of_nonneg (g := fun x ↦ -(x * log x - x)) · exact (continuous_mul_log.continuousOn.sub continuous_id.continuousOn).neg · intro x hx norm_num at hx convert ((hasDerivAt_mul_log hx.left.ne.symm).sub (hasDerivAt_id x)).neg using 1 norm_num · intro x hx norm_num at hx rw [Pi.neg_apply, Left.nonneg_neg_iff] exact (log_nonpos_iff hx.left).mpr hx.right.le · -- log is integrable on [[0, t]] simp [Set.mem_uIcc, ht]