nevanlinna/Nevanlinna/partialDeriv.lean

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import Mathlib.Data.Fin.Tuple.Basic
import Mathlib.Analysis.Complex.Basic
import Mathlib.Analysis.Complex.TaylorSeries
import Mathlib.Analysis.Calculus.LineDeriv.Basic
import Mathlib.Analysis.Calculus.ContDiff.Basic
import Mathlib.Analysis.Calculus.ContDiff.Defs
import Mathlib.Analysis.Calculus.FDeriv.Basic
import Mathlib.Analysis.Calculus.FDeriv.Symmetric
noncomputable def Real.partialDeriv : → () → () := by
intro v
intro f
exact fun w ↦ (fderiv f w) v
theorem partialDeriv_smul {f : } {a v : } (h : Differentiable f) : Real.partialDeriv v (a • f) = a • Real.partialDeriv v f := by
unfold Real.partialDeriv
have : a • f = fun y ↦ a • f y := by rfl
rw [this]
conv =>
left
intro w
rw [fderiv_const_smul (h w)]
theorem partialDeriv_contDiff {n : } {f : } (h : ContDiff (n + 1) f) : ∀ v : , ContDiff n (Real.partialDeriv v f) := by
unfold Real.partialDeriv
intro v
let A := (contDiff_succ_iff_fderiv.1 h).right
simp at A
have : (fun w => (fderiv f w) v) = (fun f => f v) ∘ (fun w => (fderiv f w)) := by
rfl
rw [this]
refine ContDiff.comp ?hg A
refine ContDiff.of_succ ?hg.h
refine ContDiff.clm_apply ?hg.h.hf ?hg.h.hg
exact contDiff_id
exact contDiff_const
lemma l₂ {f : } (hf : ContDiff 2 f) (z a b : ) :
fderiv (fderiv f) z b a = fderiv (fun w ↦ fderiv f w a) z b := by
rw [fderiv_clm_apply]
· simp
· exact (contDiff_succ_iff_fderiv.1 hf).2.differentiable le_rfl z
· simp
lemma derivSymm (f : ) (hf : ContDiff 2 f) :
∀ z a b : , (fderiv (fun w => fderiv f w) z) a b = (fderiv (fun w => fderiv f w) z) b a := by
intro z a b
let f' := fderiv f
have h₀ : ∀ y, HasFDerivAt f (f' y) y := by
have h : Differentiable f := by
exact (contDiff_succ_iff_fderiv.1 hf).left
exact fun y => DifferentiableAt.hasFDerivAt (h y)
let f'' := (fderiv f' z)
have h₁ : HasFDerivAt f' f'' z := by
apply DifferentiableAt.hasFDerivAt
let A := (contDiff_succ_iff_fderiv.1 hf).right
let B := (contDiff_succ_iff_fderiv.1 A).left
simp at B
exact B z
let A := second_derivative_symmetric h₀ h₁ a b
dsimp [f'', f'] at A
apply A
theorem partialDeriv_comm {f : } (h : ContDiff 2 f) :
∀ v₁ v₂ : , Real.partialDeriv v₁ (Real.partialDeriv v₂ f) = Real.partialDeriv v₂ (Real.partialDeriv v₁ f) := by
intro v₁ v₂
unfold Real.partialDeriv
funext z
conv =>
left
rw [← l₂ h z v₂ v₁]
rw [derivSymm f h z v₁ v₂]
conv =>
left
rw [l₂ h z v₁ v₂]