/-- **Divergence theorem** for Bochner integral. If `f : ℝⁿ⁺¹ → Eⁿ⁺¹` is continuous on a rectangular
box `[a, b] : Set ℝⁿ⁺¹`, `a ≤ b`, is differentiable on its interior with derivative
`f' : ℝⁿ⁺¹ → ℝⁿ⁺¹ →L[ℝ] Eⁿ⁺¹` and the divergence `fun x ↦ ∑ i, f' x eᵢ i` is integrable on `[a, b]`,
where `eᵢ = Pi.single i 1` is the `i`-th basis vector, then its integral is equal to the sum of
integrals of `f` over the faces of `[a, b]`, taken with appropriate signs.

Moreover, the same is true if the function is not differentiable at countably many
points of the interior of `[a, b]`.

We represent both faces `x i = a i` and `x i = b i` as the box
`face i = [a ∘ Fin.succAbove i, b ∘ Fin.succAbove i]` in `ℝⁿ`, where
`Fin.succAbove : Fin n ↪o Fin (n + 1)` is the order embedding with range `{i}ᶜ`. The restrictions
of `f : ℝⁿ⁺¹ → Eⁿ⁺¹` to these faces are given by `f ∘ backFace i` and `f ∘ frontFace i`, where
`backFace i = Fin.insertNth i (a i)` and `frontFace i = Fin.insertNth i (b i)` are embeddings
`ℝⁿ → ℝⁿ⁺¹` that take `y : ℝⁿ` and insert `a i` (resp., `b i`) as `i`-th coordinate. -/
theorem integral_divergence_of_hasFDerivWithinAt_off_countable (hle : a ≤ b)
    (f : ℝⁿ⁺¹ → Eⁿ⁺¹)
    (f' : ℝⁿ⁺¹ → ℝⁿ⁺¹ →L[ℝ] Eⁿ⁺¹)
    (s : Set ℝⁿ⁺¹) (hs : s.Countable) (Hc : ContinuousOn f (Icc a b))
    (Hd : ∀ x ∈ (Set.pi univ fun i => Ioo (a i) (b i)) \ s, HasFDerivAt f (f' x) x)
    (Hi : IntegrableOn (fun x => ∑ i, f' x (e i) i) (Icc a b)) :
    (∫ x in Icc a b, ∑ i, f' x (e i) i) =
      ∑ i : Fin (n + 1), ((∫ x in face i, f (frontFace i x) i) -
        ∫ x in face i, f (backFace i x) i) := by
  rcases em (∃ i, a i = b i) with (⟨i, hi⟩ | hne)
  · -- First we sort out the trivial case `∃ i, a i = b i`.
    rw [volume_pi, ← set_integral_congr_set_ae Measure.univ_pi_Ioc_ae_eq_Icc]
    have hi' : Ioc (a i) (b i) = ∅ := Ioc_eq_empty hi.not_lt
    have : (pi Set.univ fun j => Ioc (a j) (b j)) = ∅ := univ_pi_eq_empty hi'
    rw [this, integral_empty, sum_eq_zero]
    rintro j -
    rcases eq_or_ne i j with (rfl | hne)
    · simp [hi]
    · rcases Fin.exists_succAbove_eq hne with ⟨i, rfl⟩
      have : Icc (a ∘ j.succAbove) (b ∘ j.succAbove) =ᵐ[volume] (∅ : Set ℝⁿ)
      · rw [ae_eq_empty, Real.volume_Icc_pi, prod_eq_zero (Finset.mem_univ i)]
        simp [hi]
      rw [set_integral_congr_set_ae this, set_integral_congr_set_ae this, integral_empty,
        integral_empty, sub_self]
  · -- In the non-trivial case `∀ i, a i < b i`, we apply a lemma we proved above.
    

Proof state:
case inr
E : Type u
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
n : ℕ
a b : Fin (n + 1) → ℝ
hle : a ≤ b
f : (Fin (n + 1) → ℝ) → Fin (n + 1) → E
f' : (Fin (n + 1) → ℝ) → (Fin (n + 1) → ℝ) →L[ℝ] Fin (n + 1) → E
s : Set (Fin (n + 1) → ℝ)
hs : Set.Countable s
Hc : ContinuousOn f (Set.Icc a b)
Hd : ∀ x ∈ (Set.pi Set.univ fun i => Set.Ioo (a i) (b i)) \ s, HasFDerivAt f (f' x) x
Hi : IntegrableOn (fun x => ∑ i : Fin (n + 1), (f' x) (e i) i) (Set.Icc a b)
hne : ¬∃ i, a i = b i
⊢ ∫ (x : Fin (n + 1) → ℝ) in Set.Icc a b, ∑ i : Fin (n + 1), (f' x) (e i) i =
    ∑ i : Fin (n + 1),
      ((∫ (x : Fin n → ℝ) in Set.Icc (a ∘ Fin.succAbove i) (b ∘ Fin.succAbove i), f (Fin.insertNth i (b i) x) i) -
        ∫ (x : Fin n → ℝ) in Set.Icc (a ∘ Fin.succAbove i) (b ∘ Fin.succAbove i), f (Fin.insertNth i (a i) x) i)

Next tactic:
have hlt : ∀ i, a i < b i := fun i => (hle i).lt_of_ne fun hi => hne ⟨i, hi⟩