522 lines
17 KiB
Plaintext
522 lines
17 KiB
Plaintext
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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import Nevanlinna.cauchyRiemann
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import Nevanlinna.partialDeriv
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theorem MeasureTheory.integral2_divergence₃
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{E : Type u} [NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E]
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(f g : ℝ × ℝ → E)
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(h₁f : ContDiff ℝ 1 f)
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(h₁g : ContDiff ℝ 1 g)
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(a₁ : ℝ)
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(a₂ : ℝ)
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(b₁ : ℝ)
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(b₂ : ℝ) :
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∫ (x : ℝ) in a₁..b₁, ∫ (y : ℝ) in a₂..b₂, ((fderiv ℝ f) (x, y)) (1, 0) + ((fderiv ℝ g) (x, y)) (0, 1) = (((∫ (x : ℝ) in a₁..b₁, g (x, b₂)) - ∫ (x : ℝ) in a₁..b₁, g (x, a₂)) + ∫ (y : ℝ) in a₂..b₂, f (b₁, y)) - ∫ (y : ℝ) in a₂..b₂, f (a₁, y) := by
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apply integral2_divergence_prod_of_hasFDerivWithinAt_off_countable f g (fderiv ℝ f) (fderiv ℝ g) a₁ a₂ b₁ b₂ ∅
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exact Set.countable_empty
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-- ContinuousOn f (Set.uIcc a₁ b₁ ×ˢ Set.uIcc a₂ b₂)
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exact h₁f.continuous.continuousOn
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--
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exact h₁g.continuous.continuousOn
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--
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rw [Set.diff_empty]
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intro x _
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exact DifferentiableAt.hasFDerivAt ((h₁f.differentiable le_rfl) x)
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--
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rw [Set.diff_empty]
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intro y _
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exact DifferentiableAt.hasFDerivAt ((h₁g.differentiable le_rfl) y)
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--
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apply ContinuousOn.integrableOn_compact
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apply IsCompact.prod
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exact isCompact_uIcc
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exact isCompact_uIcc
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apply ContinuousOn.add
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apply Continuous.continuousOn
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exact Continuous.clm_apply (ContDiff.continuous_fderiv h₁f le_rfl) continuous_const
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apply Continuous.continuousOn
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exact Continuous.clm_apply (ContDiff.continuous_fderiv h₁g le_rfl) continuous_const
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theorem integral_divergence₄
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{E : Type u} [NormedAddCommGroup E] [NormedSpace ℝ E] [CompleteSpace E]
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(f g : ℂ → E)
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(h₁f : ContDiff ℝ 1 f)
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(h₁g : ContDiff ℝ 1 g)
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(a₁ : ℝ)
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(a₂ : ℝ)
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(b₁ : ℝ)
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(b₂ : ℝ) :
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∫ (x : ℝ) in a₁..b₁, ∫ (y : ℝ) in a₂..b₂, ((fderiv ℝ f) ⟨x, y⟩ ) 1 + ((fderiv ℝ g) ⟨x, y⟩) Complex.I = (((∫ (x : ℝ) in a₁..b₁, g ⟨x, b₂⟩) - ∫ (x : ℝ) in a₁..b₁, g ⟨x, a₂⟩) + ∫ (y : ℝ) in a₂..b₂, f ⟨b₁, y⟩) - ∫ (y : ℝ) in a₂..b₂, f ⟨a₁, y⟩ := by
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let fr : ℝ × ℝ → E := f ∘ Complex.equivRealProdCLM.symm
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let gr : ℝ × ℝ → E := g ∘ Complex.equivRealProdCLM.symm
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have sfr {x y : ℝ} : f { re := x, im := y } = fr (x, y) := by exact rfl
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have sgr {x y : ℝ} : g { re := x, im := y } = gr (x, y) := by exact rfl
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repeat (conv in f { re := _, im := _ } => rw [sfr])
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repeat (conv in g { re := _, im := _ } => rw [sgr])
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have sfr' {x y : ℝ} {z : ℂ} : (fderiv ℝ f { re := x, im := y }) z = fderiv ℝ fr (x, y) (Complex.equivRealProdCLM z) := by
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rw [fderiv.comp]
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rw [Complex.equivRealProdCLM.symm.fderiv]
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tauto
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apply Differentiable.differentiableAt
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exact h₁f.differentiable le_rfl
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exact Complex.equivRealProdCLM.symm.differentiableAt
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conv in ⇑(fderiv ℝ f { re := _, im := _ }) _ => rw [sfr']
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have sgr' {x y : ℝ} {z : ℂ} : (fderiv ℝ g { re := x, im := y }) z = fderiv ℝ gr (x, y) (Complex.equivRealProdCLM z) := by
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rw [fderiv.comp]
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rw [Complex.equivRealProdCLM.symm.fderiv]
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tauto
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apply Differentiable.differentiableAt
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exact h₁g.differentiable le_rfl
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exact Complex.equivRealProdCLM.symm.differentiableAt
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conv in ⇑(fderiv ℝ g { re := _, im := _ }) _ => rw [sgr']
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apply MeasureTheory.integral2_divergence₃ fr gr _ _ a₁ a₂ b₁ b₂
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-- ContDiff ℝ 1 fr
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exact (ContinuousLinearEquiv.contDiff_comp_iff (ContinuousLinearEquiv.symm Complex.equivRealProdCLM)).mpr h₁f
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-- ContDiff ℝ 1 gr
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exact (ContinuousLinearEquiv.contDiff_comp_iff (ContinuousLinearEquiv.symm Complex.equivRealProdCLM)).mpr h₁g
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theorem integral_divergence₅
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{E : Type u} [NormedAddCommGroup E] [NormedSpace ℂ E] [CompleteSpace E]
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(F : ℂ → E)
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(hF : Differentiable ℂ F)
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(lowerLeft upperRight : ℂ) :
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(∫ (x : ℝ) in lowerLeft.re..upperRight.re, F ⟨x, lowerLeft.im⟩) + Complex.I • ∫ (x : ℝ) in lowerLeft.im..upperRight.im, F ⟨upperRight.re, x⟩ =
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(∫ (x : ℝ) in lowerLeft.re..upperRight.re, F ⟨x, upperRight.im⟩) + Complex.I • ∫ (x : ℝ) in lowerLeft.im..upperRight.im, F ⟨lowerLeft.re, x⟩ := by
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let h₁f : ContDiff ℝ 1 F := (hF.contDiff : ContDiff ℂ 1 F).restrict_scalars ℝ
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let h₁g : ContDiff ℝ 1 (-Complex.I • F) := by
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have : -Complex.I • F = fun x ↦ -Complex.I • F x := by rfl
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rw [this]
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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 : ℂ} : fderiv ℝ F z Complex.I = partialDeriv ℝ _ F z := by rfl
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conv at A in (fderiv ℝ F _) _ => rw [this]
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have {z : ℂ} : fderiv ℝ (-Complex.I • F) z 1 = partialDeriv ℝ _ (-Complex.I • F) z := by rfl
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conv at A in (fderiv ℝ (-Complex.I • F) _) _ => rw [this]
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conv at A =>
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left
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arg 1
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intro x
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arg 1
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intro y
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rw [CauchyRiemann₄ hF]
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rw [partialDeriv_smul'₂]
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simp
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simp at A
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have {t₁ t₂ t₃ t₄ : E} : 0 = (t₁ - t₂) + t₃ + t₄ → t₁ + t₃ = t₂ - t₄ := by
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intro hyp
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calc
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t₁ + t₃ = t₁ + t₃ - 0 := by rw [sub_zero (t₁ + t₃)]
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_ = t₁ + t₃ - (t₁ - t₂ + t₃ + t₄) := by rw [hyp]
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_ = t₂ - t₄ := by abel
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let B := this A
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repeat
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rw [intervalIntegral.integral_symm lowerLeft.im upperRight.im] at B
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simp at B
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exact B
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noncomputable def primitive
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{E : Type u} [NormedAddCommGroup E] [NormedSpace ℂ E] [CompleteSpace E] :
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ℂ → (ℂ → E) → (ℂ → E) := by
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intro z₀
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intro f
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exact fun z ↦ (∫ (x : ℝ) in z₀.re..z.re, f ⟨x, z₀.im⟩) + Complex.I • ∫ (x : ℝ) in z₀.im..z.im, f ⟨z.re, x⟩
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theorem primitive_zeroAtBasepoint
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{E : Type u} [NormedAddCommGroup E] [NormedSpace ℂ E] [CompleteSpace E]
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(f : ℂ → E)
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(z₀ : ℂ) :
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(primitive z₀ f) z₀ = 0 := by
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unfold primitive
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simp
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theorem primitive_fderivAtBasepointZero
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{E : Type u} [NormedAddCommGroup E] [NormedSpace ℂ E] [CompleteSpace E]
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(f : ℂ → E)
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(hf : Continuous f) :
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HasDerivAt (primitive 0 f) (f 0) 0 := by
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unfold primitive
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simp
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apply hasDerivAt_iff_isLittleO.2
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simp
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rw [Asymptotics.isLittleO_iff]
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intro c hc
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have {z : ℂ} {e : E} : z • e = (∫ (_ : ℝ) in (0)..(z.re), e) + Complex.I • ∫ (_ : ℝ) in (0)..(z.im), e:= by
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simp
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rw [smul_comm]
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rw [← smul_assoc]
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simp
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have : z.re • e = (z.re : ℂ) • e := by exact rfl
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rw [this, ← add_smul]
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simp
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conv =>
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left
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intro x
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left
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arg 1
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arg 2
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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 : ℝ} : IntervalIntegrable (fun x => f { re := x, im := 0 }) MeasureTheory.volume 0 r := by
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apply Continuous.intervalIntegrable
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apply Continuous.comp
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exact hf
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have : (fun x => ({ re := x, im := 0 } : ℂ)) = Complex.ofRealLI := by rfl
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rw [this]
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continuity
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have t₁ {r : ℝ} : IntervalIntegrable (fun _ => f 0) MeasureTheory.volume 0 r := by
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apply Continuous.intervalIntegrable
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apply Continuous.comp
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exact hf
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fun_prop
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have t₂ {a b : ℝ} : IntervalIntegrable (fun x_1 => f { re := a, im := x_1 }) MeasureTheory.volume 0 b := by
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apply Continuous.intervalIntegrable
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apply Continuous.comp
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exact hf
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have : ((fun x => { re := a, im := x }) : ℝ → ℂ) = (fun x => { re := a, im := 0 } + { re := 0, im := x }) := by
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funext x
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apply Complex.ext
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rw [Complex.add_re]
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simp
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rw [Complex.add_im]
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simp
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rw [this]
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apply Continuous.add
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fun_prop
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have : (fun x => { re := 0, im := x } : ℝ → ℂ) = Complex.I • Complex.ofRealCLM := by
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funext x
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simp
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have : (x : ℂ) = {re := x, im := 0} := by rfl
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rw [this]
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rw [Complex.I_mul]
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simp
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continuity
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have t₃ {a : ℝ} : IntervalIntegrable (fun _ => f 0) MeasureTheory.volume 0 a := by
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apply Continuous.intervalIntegrable
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apply Continuous.comp
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exact hf
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fun_prop
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conv =>
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left
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intro x
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left
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arg 1
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rw [this]
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rw [← smul_sub]
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rw [← intervalIntegral.integral_sub t₀ t₁]
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rw [← intervalIntegral.integral_sub t₂ t₃]
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rw [Filter.eventually_iff_exists_mem]
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let s := f⁻¹' Metric.ball (f 0) (c / (4 : ℝ))
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have h₁s : IsOpen s := IsOpen.preimage hf Metric.isOpen_ball
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have h₂s : 0 ∈ s := by
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apply Set.mem_preimage.mpr
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apply Metric.mem_ball_self
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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 : ℝ)) := 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 : ℝ))
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constructor
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· apply Metric.ball_mem_nhds 0
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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|
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_ ≤ 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
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simp at A
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linarith
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have h₂y : |y.im| < ε / 4 := by
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calc |y.im|
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_ ≤ 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
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simp at A
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linarith
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have intervalComputation {x' y' : ℝ} (h : x' ∈ Ι 0 y') : |x'| ≤ |y'| := by
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let A := h.1
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let B := h.2
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rcases le_total 0 y' with hy | hy
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· simp [hy] at A
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simp [hy] at B
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rw [abs_of_nonneg hy]
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rw [abs_of_nonneg (le_of_lt A)]
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exact B
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· simp [hy] at A
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simp [hy] at B
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rw [abs_of_nonpos hy]
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rw [abs_of_nonpos]
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linarith [h.1]
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exact B
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have t₁ : ‖(∫ (x : ℝ) in (0)..(y.re), f { re := x, im := 0 } - f 0)‖ ≤ (c / (4 : ℝ)) * |y.re - 0| := by
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apply intervalIntegral.norm_integral_le_of_norm_le_const
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intro x hx
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have h₁x : |x| < ε / 4 := by
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calc |x|
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_ ≤ |y.re| := intervalComputation hx
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_ < ε / 4 := h₁y
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apply le_of_lt
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apply h₃ε { re := x, im := 0 }
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rw [mem_ball_iff_norm]
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simp
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have : { re := x, im := 0 } = (x : ℂ) := by rfl
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rw [this]
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rw [Complex.abs_ofReal]
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linarith
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have t₂ : ‖∫ (x : ℝ) in (0)..(y.im), f { re := y.re, im := x } - f 0‖ ≤ (c / (4 : ℝ)) * |y.im - 0| := by
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apply intervalIntegral.norm_integral_le_of_norm_le_const
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intro x hx
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have h₁x : |x| < ε / 4 := by
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calc |x|
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_ ≤ |y.im| := intervalComputation hx
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_ < ε / 4 := h₂y
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apply le_of_lt
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apply h₃ε { re := y.re, im := x }
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simp
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calc Complex.abs { re := y.re, im := x }
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_ ≤ |y.re| + |x| := by
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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 : ℝ) in (0)..(y.re), f { re := x, im := 0 } - f 0) + Complex.I • ∫ (x : ℝ) in (0)..(y.im), f { re := y.re, im := x } - f 0‖
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_ ≤ ‖(∫ (x : ℝ) in (0)..(y.re), f { re := x, im := 0 } - f 0)‖ + ‖Complex.I • ∫ (x : ℝ) in (0)..(y.im), f { re := y.re, im := x } - f 0‖ := by
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apply norm_add_le
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_ ≤ ‖(∫ (x : ℝ) in (0)..(y.re), f { re := x, im := 0 } - f 0)‖ + ‖∫ (x : ℝ) in (0)..(y.im), f { re := y.re, im := x } - f 0‖ := by
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simp
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rw [norm_smul]
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simp
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_ ≤ (c / (4 : ℝ)) * |y.re - 0| + (c / (4 : ℝ)) * |y.im - 0| := by
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apply add_le_add
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exact t₁
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exact t₂
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_ ≤ (c / (4 : ℝ)) * (|y.re| + |y.im|) := by
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simp
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rw [mul_add]
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_ ≤ (c / (4 : ℝ)) * (4 * ‖y‖) := by
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have : |y.re| + |y.im| ≤ 4 * ‖y‖ := by
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calc |y.re| + |y.im|
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_ ≤ ‖y‖ + ‖y‖ := by
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apply add_le_add
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apply Complex.abs_re_le_abs
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apply Complex.abs_im_le_abs
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_ ≤ 4 * ‖y‖ := by
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rw [← two_mul]
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apply mul_le_mul
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linarith
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rfl
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exact norm_nonneg y
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linarith
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apply mul_le_mul
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rfl
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exact this
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apply add_nonneg
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apply abs_nonneg
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apply abs_nonneg
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linarith
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_ ≤ c * ‖y‖ := by
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linarith
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theorem primitive_translation
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{E : Type u} [NormedAddCommGroup E] [NormedSpace ℂ E] [CompleteSpace E]
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(f : ℂ → E)
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(z₀ t : ℂ) :
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primitive z₀ (f ∘ fun z ↦ (z - t)) = ((primitive (z₀ - t) f) ∘ fun z ↦ (z - t)) := by
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funext z
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unfold primitive
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simp
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let g : ℝ → E := fun x ↦ f ( {re := x, im := z₀.im - t.im} )
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have {x : ℝ} : f ({ re := x, im := z₀.im } - t) = g (1*x - t.re) := by
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congr 1
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apply Complex.ext <;> simp
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conv =>
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left
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left
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arg 1
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intro x
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rw [this]
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rw [intervalIntegral.integral_comp_mul_sub g one_ne_zero (t.re)]
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simp
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congr 1
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let g : ℝ → E := fun x ↦ f ( {re := z.re - t.re, im := x} )
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have {x : ℝ} : f ({ re := z.re, im := x} - t) = g (1*x - t.im) := by
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congr 1
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apply Complex.ext <;> simp
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conv =>
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left
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arg 1
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intro x
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rw [this]
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rw [intervalIntegral.integral_comp_mul_sub g one_ne_zero (t.im)]
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simp
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theorem primitive_fderivAtBasepoint
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{E : Type u} [NormedAddCommGroup E] [NormedSpace ℂ E] [CompleteSpace E]
|
||
{z₀ : ℂ}
|
||
(f : ℂ → 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 : ℂ) • (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 : ℂ) ↦ x) = id := by
|
||
funext x
|
||
simp
|
||
rw [this]
|
||
exact hasDerivAt_id z₀
|
||
|
||
|
||
lemma integrability₁
|
||
{E : Type u} [NormedAddCommGroup E] [NormedSpace ℂ E] [CompleteSpace E]
|
||
(f : ℂ → E)
|
||
(hf : Differentiable ℂ f)
|
||
(a₁ a₂ b : ℝ) :
|
||
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 }) : ℝ → ℂ) = (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 ℂ E] [CompleteSpace E]
|
||
(f : ℂ → E)
|
||
(hf : Differentiable ℂ f)
|
||
(a₁ a₂ b : ℝ) :
|
||
IntervalIntegrable (fun x => f { re := b, im := x }) MeasureTheory.volume a₁ a₂ := by
|
||
apply Continuous.intervalIntegrable
|
||
apply Continuous.comp
|
||
exact Differentiable.continuous hf
|
||
have : ((fun x => { re := b, im := x }) : ℝ → ℂ) = (fun x => Complex.I • Complex.ofRealCLM x + { re := b, im := 0 }) := by
|
||
funext x
|
||
apply Complex.ext
|
||
rw [Complex.add_re]
|
||
simp
|
||
simp
|
||
rw [this]
|
||
apply Continuous.add
|
||
continuity
|
||
fun_prop
|
||
|
||
|
||
theorem primitive_additivity
|
||
{E : Type u} [NormedAddCommGroup E] [NormedSpace ℂ E] [CompleteSpace E]
|
||
(f : ℂ → E)
|
||
(hf : Differentiable ℂ f)
|
||
(z₀ z₁ : ℂ) :
|
||
primitive z₀ f = fun z ↦ (primitive z₁ f) z + (primitive z₀ f z₁) := by
|
||
funext z
|
||
unfold primitive
|
||
|
||
have : (∫ (x : ℝ) in z₀.re..z.re, f { re := x, im := z₀.im }) = (∫ (x : ℝ) in z₀.re..z₁.re, f { re := x, im := z₀.im }) + (∫ (x : ℝ) in z₁.re..z.re, f { re := x, im := z₀.im }) := by
|
||
rw [intervalIntegral.integral_add_adjacent_intervals]
|
||
apply integrability₁ f hf
|
||
apply integrability₁ f hf
|
||
rw [this]
|
||
|
||
have : (∫ (x : ℝ) in z₀.im..z.im, f { re := z.re, im := x }) = (∫ (x : ℝ) in z₀.im..z₁.im, f { re := z.re, im := x }) + (∫ (x : ℝ) in z₁.im..z.im, f { re := z.re, im := x }) := by
|
||
rw [intervalIntegral.integral_add_adjacent_intervals]
|
||
apply integrability₂ f hf
|
||
apply integrability₂ f hf
|
||
rw [this]
|
||
simp
|
||
|
||
let A := integral_divergence₅ f hf ⟨z₁.re, z₀.im⟩ ⟨z.re, z₁.im⟩
|
||
simp at A
|
||
|
||
have {a b c d : E} : (b + a) + (c + d) = (a + c) + (b + d) := by
|
||
abel
|
||
rw [this]
|
||
rw [A]
|
||
abel
|
||
|
||
|
||
theorem primitive_fderiv
|
||
{E : Type u} [NormedAddCommGroup E] [NormedSpace ℂ E] [CompleteSpace E]
|
||
{z₀ z : ℂ}
|
||
(f : ℂ → E)
|
||
(hf : Differentiable ℂ 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
|