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/- | |
Copyright (c) 2021 Yury Kudryashov. All rights reserved. | |
Released under Apache 2.0 license as described in the file LICENSE. | |
Authors: Yury Kudryashov | |
-/ | |
import analysis.calculus.deriv | |
import analysis.analytic.basic | |
import analysis.calculus.cont_diff | |
/-! | |
# Frechet derivatives of analytic functions. | |
A function expressible as a power series at a point has a Frechet derivative there. | |
Also the special case in terms of `deriv` when the domain is 1-dimensional. | |
-/ | |
open filter asymptotics | |
open_locale ennreal | |
variables {π : Type*} [nontrivially_normed_field π] | |
variables {E : Type*} [normed_add_comm_group E] [normed_space π E] | |
variables {F : Type*} [normed_add_comm_group F] [normed_space π F] | |
section fderiv | |
variables {p : formal_multilinear_series π E F} {r : ββ₯0β} | |
variables {f : E β F} {x : E} {s : set E} | |
lemma has_fpower_series_at.has_strict_fderiv_at (h : has_fpower_series_at f p x) : | |
has_strict_fderiv_at f (continuous_multilinear_curry_fin1 π E F (p 1)) x := | |
begin | |
refine h.is_O_image_sub_norm_mul_norm_sub.trans_is_o (is_o.of_norm_right _), | |
refine is_o_iff_exists_eq_mul.2 β¨Ξ» y, β₯y - (x, x)β₯, _, eventually_eq.rflβ©, | |
refine (continuous_id.sub continuous_const).norm.tendsto' _ _ _, | |
rw [_root_.id, sub_self, norm_zero] | |
end | |
lemma has_fpower_series_at.has_fderiv_at (h : has_fpower_series_at f p x) : | |
has_fderiv_at f (continuous_multilinear_curry_fin1 π E F (p 1)) x := | |
h.has_strict_fderiv_at.has_fderiv_at | |
lemma has_fpower_series_at.differentiable_at (h : has_fpower_series_at f p x) : | |
differentiable_at π f x := | |
h.has_fderiv_at.differentiable_at | |
lemma analytic_at.differentiable_at : analytic_at π f x β differentiable_at π f x | |
| β¨p, hpβ© := hp.differentiable_at | |
lemma analytic_at.differentiable_within_at (h : analytic_at π f x) : | |
differentiable_within_at π f s x := | |
h.differentiable_at.differentiable_within_at | |
lemma has_fpower_series_at.fderiv_eq (h : has_fpower_series_at f p x) : | |
fderiv π f x = continuous_multilinear_curry_fin1 π E F (p 1) := | |
h.has_fderiv_at.fderiv | |
lemma has_fpower_series_on_ball.differentiable_on [complete_space F] | |
(h : has_fpower_series_on_ball f p x r) : | |
differentiable_on π f (emetric.ball x r) := | |
Ξ» y hy, (h.analytic_at_of_mem hy).differentiable_within_at | |
lemma analytic_on.differentiable_on (h : analytic_on π f s) : | |
differentiable_on π f s := | |
Ξ» y hy, (h y hy).differentiable_within_at | |
lemma has_fpower_series_on_ball.has_fderiv_at [complete_space F] | |
(h : has_fpower_series_on_ball f p x r) {y : E} (hy : (β₯yβ₯β : ββ₯0β) < r) : | |
has_fderiv_at f (continuous_multilinear_curry_fin1 π E F (p.change_origin y 1)) (x + y) := | |
(h.change_origin hy).has_fpower_series_at.has_fderiv_at | |
lemma has_fpower_series_on_ball.fderiv_eq [complete_space F] | |
(h : has_fpower_series_on_ball f p x r) {y : E} (hy : (β₯yβ₯β : ββ₯0β) < r) : | |
fderiv π f (x + y) = continuous_multilinear_curry_fin1 π E F (p.change_origin y 1) := | |
(h.has_fderiv_at hy).fderiv | |
/-- If a function has a power series on a ball, then so does its derivative. -/ | |
lemma has_fpower_series_on_ball.fderiv [complete_space F] | |
(h : has_fpower_series_on_ball f p x r) : | |
has_fpower_series_on_ball (fderiv π f) | |
((continuous_multilinear_curry_fin1 π E F : (E [Γ1]βL[π] F) βL[π] (E βL[π] F)) | |
.comp_formal_multilinear_series (p.change_origin_series 1)) x r := | |
begin | |
suffices A : has_fpower_series_on_ball | |
(Ξ» z, continuous_multilinear_curry_fin1 π E F (p.change_origin (z - x) 1)) | |
((continuous_multilinear_curry_fin1 π E F : (E [Γ1]βL[π] F) βL[π] (E βL[π] F)) | |
.comp_formal_multilinear_series (p.change_origin_series 1)) x r, | |
{ apply A.congr, | |
assume z hz, | |
dsimp, | |
rw [β h.fderiv_eq, add_sub_cancel'_right], | |
simpa only [edist_eq_coe_nnnorm_sub, emetric.mem_ball] using hz}, | |
suffices B : has_fpower_series_on_ball (Ξ» z, p.change_origin (z - x) 1) | |
(p.change_origin_series 1) x r, | |
from (continuous_multilinear_curry_fin1 π E F).to_continuous_linear_equiv | |
.to_continuous_linear_map.comp_has_fpower_series_on_ball B, | |
simpa using ((p.has_fpower_series_on_ball_change_origin 1 (h.r_pos.trans_le h.r_le)).mono | |
h.r_pos h.r_le).comp_sub x, | |
end | |
/-- If a function is analytic on a set `s`, so is its FrΓ©chet derivative. -/ | |
lemma analytic_on.fderiv [complete_space F] (h : analytic_on π f s) : | |
analytic_on π (fderiv π f) s := | |
begin | |
assume y hy, | |
rcases h y hy with β¨p, r, hpβ©, | |
exact hp.fderiv.analytic_at, | |
end | |
/-- If a function is analytic on a set `s`, so are its successive FrΓ©chet derivative. -/ | |
lemma analytic_on.iterated_fderiv [complete_space F] (h : analytic_on π f s) (n : β) : | |
analytic_on π (iterated_fderiv π n f) s := | |
begin | |
induction n with n IH, | |
{ rw iterated_fderiv_zero_eq_comp, | |
exact ((continuous_multilinear_curry_fin0 π E F).symm : F βL[π] (E [Γ0]βL[π] F)) | |
.comp_analytic_on h }, | |
{ rw iterated_fderiv_succ_eq_comp_left, | |
apply (continuous_multilinear_curry_left_equiv π (Ξ» (i : fin (n + 1)), E) F) | |
.to_continuous_linear_equiv.to_continuous_linear_map.comp_analytic_on, | |
exact IH.fderiv } | |
end | |
/-- An analytic function is infinitely differentiable. -/ | |
lemma analytic_on.cont_diff_on [complete_space F] (h : analytic_on π f s) {n : with_top β} : | |
cont_diff_on π n f s := | |
begin | |
let t := {x | analytic_at π f x}, | |
suffices : cont_diff_on π n f t, from this.mono h, | |
have H : analytic_on π f t := Ξ» x hx, hx, | |
have t_open : is_open t := is_open_analytic_at π f, | |
apply cont_diff_on_of_continuous_on_differentiable_on, | |
{ assume m hm, | |
apply (H.iterated_fderiv m).continuous_on.congr, | |
assume x hx, | |
exact iterated_fderiv_within_of_is_open _ t_open hx }, | |
{ assume m hm, | |
apply (H.iterated_fderiv m).differentiable_on.congr, | |
assume x hx, | |
exact iterated_fderiv_within_of_is_open _ t_open hx } | |
end | |
end fderiv | |
section deriv | |
variables {p : formal_multilinear_series π π F} {r : ββ₯0β} | |
variables {f : π β F} {x : π} {s : set π} | |
protected lemma has_fpower_series_at.has_strict_deriv_at (h : has_fpower_series_at f p x) : | |
has_strict_deriv_at f (p 1 (Ξ» _, 1)) x := | |
h.has_strict_fderiv_at.has_strict_deriv_at | |
protected lemma has_fpower_series_at.has_deriv_at (h : has_fpower_series_at f p x) : | |
has_deriv_at f (p 1 (Ξ» _, 1)) x := | |
h.has_strict_deriv_at.has_deriv_at | |
protected lemma has_fpower_series_at.deriv (h : has_fpower_series_at f p x) : | |
deriv f x = p 1 (Ξ» _, 1) := | |
h.has_deriv_at.deriv | |
/-- If a function is analytic on a set `s`, so is its derivative. -/ | |
lemma analytic_on.deriv [complete_space F] (h : analytic_on π f s) : | |
analytic_on π (deriv f) s := | |
(continuous_linear_map.apply π F (1 : π)).comp_analytic_on h.fderiv | |
/-- If a function is analytic on a set `s`, so are its successive derivatives. -/ | |
lemma analytic_on.iterated_deriv [complete_space F] (h : analytic_on π f s) (n : β) : | |
analytic_on π (deriv^[n] f) s := | |
begin | |
induction n with n IH, | |
{ exact h }, | |
{ simpa only [function.iterate_succ', function.comp_app] using IH.deriv } | |
end | |
end deriv | |