/-- **Fundamental theorem of calculus, part 2**. This version assumes that `f` is continuous on the
interval and is differentiable off a countable set `s`.

See also

* `interval_integral.integral_eq_sub_of_has_deriv_right_of_le` for a version that only assumes right
differentiability of `f`;

* `MeasureTheory.integral_eq_of_has_deriv_within_at_off_countable` for a version that works both
  for `a ≤ b` and `b ≤ a` at the expense of using unordered intervals instead of `Set.Icc`. -/
theorem integral_eq_of_hasDerivWithinAt_off_countable_of_le (f f' : ℝ → E) {a b : ℝ}
    (hle : a ≤ b) {s : Set ℝ} (hs : s.Countable) (Hc : ContinuousOn f (Icc a b))
    (Hd : ∀ x ∈ Ioo a b \ s, HasDerivAt f (f' x) x) (Hi : IntervalIntegrable f' volume a b) :
    ∫ x in a..b, f' x = f b - f a := by
  set e : ℝ ≃L[ℝ] ℝ¹ := (ContinuousLinearEquiv.funUnique (Fin 1) ℝ ℝ).symm
  have e_symm : ∀ x, e.symm x = x 0 := fun x => rfl
  set F' : ℝ → ℝ →L[ℝ] E := fun x => smulRight (1 : ℝ →L[ℝ] ℝ) (f' x)
  have hF' : ∀ x y, F' x y = y • f' x := fun x y => rfl
  calc
    ∫ x in a..b, f' x = ∫ x in Icc a b, f' x := by
      rw [intervalIntegral.integral_of_le hle, set_integral_congr_set_ae Ioc_ae_eq_Icc]
    _ = ∑ i : Fin 1,
          ((∫ x in Icc (e a ∘ i.succAbove) (e b ∘ i.succAbove),
              f (e.symm <| i.insertNth (e b i) x)) -
            ∫ x in Icc (e a ∘ i.succAbove) (e b ∘ i.succAbove),
              f (e.symm <| i.insertNth (e a i) x)) := by
      simp only [← interior_Icc] at Hd
      refine'
        integral_divergence_of_hasFDerivWithinAt_off_countable_of_equiv e _ _ (fun _ => f)
          (fun _ => F') s hs a b hle (fun _ => Hc) (fun x hx _ => Hd x hx) _ _ _
      · exact fun x y => (OrderIso.funUnique (Fin 1) ℝ).symm.le_iff_le
      · exact (volume_preserving_funUnique (Fin 1) ℝ).symm _
      · intro x; rw [Fin.sum_univ_one, hF', e_symm, Pi.single_eq_same, one_smul]
      · rw [intervalIntegrable_iff_integrableOn_Ioc_of_le hle] at Hi
        exact Hi.congr_set_ae Ioc_ae_eq_Icc.symm
    _ = f b - f a := by
      simp only [Fin.sum_univ_one, e_symm]
      have : ∀ c : ℝ, const (Fin 0) c = isEmptyElim := fun c => Subsingleton.elim _ _
      

Proof state:
E : Type u
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
f f' : ℝ → E
a b : ℝ
hle : a ≤ b
s : Set ℝ
hs : Set.Countable s
Hc : ContinuousOn f (Set.Icc a b)
Hd : ∀ x ∈ Set.Ioo a b \ s, HasDerivAt f (f' x) x
Hi : IntervalIntegrable f' volume a b
e : ℝ ≃L[ℝ] Fin 1 → ℝ := ContinuousLinearEquiv.symm (ContinuousLinearEquiv.funUnique (Fin 1) ℝ ℝ)
e_symm : ∀ (x : Fin 1 → ℝ), (ContinuousLinearEquiv.symm e) x = x 0
F' : ℝ → ℝ →L[ℝ] E := fun x => smulRight 1 (f' x)
hF' : ∀ (x y : ℝ), (F' x) y = y • f' x
this : ∀ (c : ℝ), const (Fin 0) c = fun a => isEmptyElim a
⊢ (∫ (x : Fin 0 → ℝ) in
        Set.Icc ((ContinuousLinearEquiv.symm (ContinuousLinearEquiv.funUnique (Fin 1) ℝ ℝ)) a ∘ Fin.succAbove 0)
          ((ContinuousLinearEquiv.symm (ContinuousLinearEquiv.funUnique (Fin 1) ℝ ℝ)) b ∘ Fin.succAbove 0),
        f (Fin.insertNth 0 ((ContinuousLinearEquiv.symm (ContinuousLinearEquiv.funUnique (Fin 1) ℝ ℝ)) b 0) x 0)) -
      ∫ (x : Fin 0 → ℝ) in
        Set.Icc ((ContinuousLinearEquiv.symm (ContinuousLinearEquiv.funUnique (Fin 1) ℝ ℝ)) a ∘ Fin.succAbove 0)
          ((ContinuousLinearEquiv.symm (ContinuousLinearEquiv.funUnique (Fin 1) ℝ ℝ)) b ∘ Fin.succAbove 0),
        f (Fin.insertNth 0 ((ContinuousLinearEquiv.symm (ContinuousLinearEquiv.funUnique (Fin 1) ℝ ℝ)) a 0) x 0) =
    f b - f a

Next tactic:
simp [this, volume_pi, Measure.pi_of_empty fun _ : Fin 0 => volume]