l3lab/ntp-mathlib huggingface dataset:
/-- Fundamental theorem of calculus: if `f : ℝ → E` is integrable on `a..b` and `f x` has a finite
limit `c` almost surely as `x` tends to `a` from the right or from the left,
then `u ↦ ∫ x in u..b, f x` has right (resp., left) derivative `-c` at `a`. -/
theorem integral_hasDerivWithinAt_of_tendsto_ae_left (hf : IntervalIntegrable f volume a b)
    {s t : Set ℝ} [FTCFilter a (𝓝[s] a) (𝓝[t] a)] (hmeas : StronglyMeasurableAtFilter f (𝓝[t] a))
    (ha : Tendsto f (𝓝[t] a ⊓ volume.ae) (𝓝 c)) :
    HasDerivWithinAt (fun u => ∫ x in u..b, f x) (-c) s a := by
  simp only [integral_symm b]
  

Proof state:
ι : Type u_1
𝕜 : Type u_2
E : Type u_3
F : Type u_4
A : Type u_5
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : CompleteSpace E
f : ℝ → E
c ca cb : E
l l' la la' lb lb' : Filter ℝ
lt : Filter ι
a b z : ℝ
u v ua ub va vb : ι → ℝ
inst✝² : FTCFilter a la la'
inst✝¹ : FTCFilter b lb lb'
hf : IntervalIntegrable f volume a b
s t : Set ℝ
inst✝ : FTCFilter a (𝓝[s] a) (𝓝[t] a)
hmeas : StronglyMeasurableAtFilter f (𝓝[t] a)
ha : Tendsto f (𝓝[t] a ⊓ Measure.ae volume) (𝓝 c)
⊢ HasDerivWithinAt (fun u => -∫ (x : ℝ) in b..u, f x) (-c) s a

Next tactic:
exact (integral_hasDerivWithinAt_of_tendsto_ae_right hf.symm hmeas ha).neg
/-- Hard part of FTC-2 for integrable derivatives, real-valued functions: one has
`g b - g a ≤ ∫ y in a..b, g' y` when `g'` is integrable.
Auxiliary lemma in the proof of `integral_eq_sub_of_hasDeriv_right_of_le`.
We give the slightly more general version that `g b - g a ≤ ∫ y in a..b, φ y` when `g' ≤ φ` and
`φ` is integrable (even if `g'` is not known to be integrable).
Version assuming that `g` is differentiable on `[a, b)`. -/
theorem sub_le_integral_of_hasDeriv_right_of_le_Ico (hab : a ≤ b)
    (hcont : ContinuousOn g (Icc a b)) (hderiv : ∀ x ∈ Ico a b, HasDerivWithinAt g (g' x) (Ioi x) x)
    (φint : IntegrableOn φ (Icc a b)) (hφg : ∀ x ∈ Ico a b, g' x ≤ φ x) :
    g b - g a ≤ ∫ y in a..b, φ y := by
  

Proof state:
ι : Type u_1
𝕜 : Type u_2
E : Type u_3
F : Type u_4
A : Type u_5
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℝ E
f : ℝ → E
g' g φ : ℝ → ℝ
a b : ℝ
hab : a ≤ b
hcont : ContinuousOn g (Icc a b)
hderiv : ∀ x ∈ Ico a b, HasDerivWithinAt g (g' x) (Ioi x) x
φint : IntegrableOn φ (Icc a b)
hφg : ∀ x ∈ Ico a b, g' x ≤ φ x
⊢ g b - g a ≤ ∫ (y : ℝ) in a..b, φ y

Next tactic:
refine' le_of_forall_pos_le_add fun ε εpos => _
/-- Hard part of FTC-2 for integrable derivatives, real-valued functions: one has
`g b - g a ≤ ∫ y in a..b, g' y` when `g'` is integrable.
Auxiliary lemma in the proof of `integral_eq_sub_of_hasDeriv_right_of_le`.
We give the slightly more general version that `g b - g a ≤ ∫ y in a..b, φ y` when `g' ≤ φ` and
`φ` is integrable (even if `g'` is not known to be integrable).
Version assuming that `g` is differentiable on `[a, b)`. -/
theorem sub_le_integral_of_hasDeriv_right_of_le_Ico (hab : a ≤ b)
    (hcont : ContinuousOn g (Icc a b)) (hderiv : ∀ x ∈ Ico a b, HasDerivWithinAt g (g' x) (Ioi x) x)
    (φint : IntegrableOn φ (Icc a b)) (hφg : ∀ x ∈ Ico a b, g' x ≤ φ x) :
    g b - g a ≤ ∫ y in a..b, φ y := by
  refine' le_of_forall_pos_le_add fun ε εpos => _
  -- Bound from above `g'` by a lower-semicontinuous function `G'`.
  

Proof state:
ι : Type u_1
𝕜 : Type u_2
E : Type u_3
F : Type u_4
A : Type u_5
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℝ E
f : ℝ → E
g' g φ : ℝ → ℝ
a b : ℝ
hab : a ≤ b
hcont : ContinuousOn g (Icc a b)
hderiv : ∀ x ∈ Ico a b, HasDerivWithinAt g (g' x) (Ioi x) x
φint : IntegrableOn φ (Icc a b)
hφg : ∀ x ∈ Ico a b, g' x ≤ φ x
ε : ℝ
εpos : 0 < ε
⊢ g b - g a ≤ (∫ (y : ℝ) in a..b, φ y) + ε

Next tactic:
rcases exists_lt_lowerSemicontinuous_integral_lt φ φint εpos with
    ⟨G', f_lt_G', G'cont, G'int, G'lt_top, hG'⟩
/-- Hard part of FTC-2 for integrable derivatives, real-valued functions: one has
`g b - g a ≤ ∫ y in a..b, g' y` when `g'` is integrable.
Auxiliary lemma in the proof of `integral_eq_sub_of_hasDeriv_right_of_le`.
We give the slightly more general version that `g b - g a ≤ ∫ y in a..b, φ y` when `g' ≤ φ` and
`φ` is integrable (even if `g'` is not known to be integrable).
Version assuming that `g` is differentiable on `[a, b)`. -/
theorem sub_le_integral_of_hasDeriv_right_of_le_Ico (hab : a ≤ b)
    (hcont : ContinuousOn g (Icc a b)) (hderiv : ∀ x ∈ Ico a b, HasDerivWithinAt g (g' x) (Ioi x) x)
    (φint : IntegrableOn φ (Icc a b)) (hφg : ∀ x ∈ Ico a b, g' x ≤ φ x) :
    g b - g a ≤ ∫ y in a..b, φ y := by
  refine' le_of_forall_pos_le_add fun ε εpos => _
  -- Bound from above `g'` by a lower-semicontinuous function `G'`.
  rcases exists_lt_lowerSemicontinuous_integral_lt φ φint εpos with
    ⟨G', f_lt_G', G'cont, G'int, G'lt_top, hG'⟩
  -- we will show by "induction" that `g t - g a ≤ ∫ u in a..t, G' u` for all `t ∈ [a, b]`.
  

Proof state:
case intro.intro.intro.intro.intro
ι : Type u_1
𝕜 : Type u_2
E : Type u_3
F : Type u_4
A : Type u_5
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℝ E
f : ℝ → E
g' g φ : ℝ → ℝ
a b : ℝ
hab : a ≤ b
hcont : ContinuousOn g (Icc a b)
hderiv : ∀ x ∈ Ico a b, HasDerivWithinAt g (g' x) (Ioi x) x
φint : IntegrableOn φ (Icc a b)
hφg : ∀ x ∈ Ico a b, g' x ≤ φ x
ε : ℝ
εpos : 0 < ε
G' : ℝ → EReal
f_lt_G' : ∀ (x : ℝ), ↑(φ x) < G' x
G'cont : LowerSemicontinuous G'
G'int : Integrable fun x => EReal.toReal (G' x)
G'lt_top : ∀ᵐ (x : ℝ) ∂Measure.restrict volume (Icc a b), G' x < ⊤
hG' : ∫ (x : ℝ) in Icc a b, EReal.toReal (G' x) ∂volume < ∫ (x : ℝ) in Icc a b, φ x ∂volume + ε
⊢ g b - g a ≤ (∫ (y : ℝ) in a..b, φ y) + ε

Next tactic:
set s := {t | g t - g a ≤ ∫ u in a..t, (G' u).toReal} ∩ Icc a b
/-- Hard part of FTC-2 for integrable derivatives, real-valued functions: one has
`g b - g a ≤ ∫ y in a..b, g' y` when `g'` is integrable.
Auxiliary lemma in the proof of `integral_eq_sub_of_hasDeriv_right_of_le`.
We give the slightly more general version that `g b - g a ≤ ∫ y in a..b, φ y` when `g' ≤ φ` and
`φ` is integrable (even if `g'` is not known to be integrable).
Version assuming that `g` is differentiable on `[a, b)`. -/
theorem sub_le_integral_of_hasDeriv_right_of_le_Ico (hab : a ≤ b)
    (hcont : ContinuousOn g (Icc a b)) (hderiv : ∀ x ∈ Ico a b, HasDerivWithinAt g (g' x) (Ioi x) x)
    (φint : IntegrableOn φ (Icc a b)) (hφg : ∀ x ∈ Ico a b, g' x ≤ φ x) :
    g b - g a ≤ ∫ y in a..b, φ y := by
  refine' le_of_forall_pos_le_add fun ε εpos => _
  -- Bound from above `g'` by a lower-semicontinuous function `G'`.
  rcases exists_lt_lowerSemicontinuous_integral_lt φ φint εpos with
    ⟨G', f_lt_G', G'cont, G'int, G'lt_top, hG'⟩
  -- we will show by "induction" that `g t - g a ≤ ∫ u in a..t, G' u` for all `t ∈ [a, b]`.
  set s := {t | g t - g a ≤ ∫ u in a..t, (G' u).toReal} ∩ Icc a b
  -- the set `s` of points where this property holds is closed.
  

Proof state:
case intro.intro.intro.intro.intro
ι : Type u_1
𝕜 : Type u_2
E : Type u_3
F : Type u_4
A : Type u_5
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℝ E
f : ℝ → E
g' g φ : ℝ → ℝ
a b : ℝ
hab : a ≤ b
hcont : ContinuousOn g (Icc a b)
hderiv : ∀ x ∈ Ico a b, HasDerivWithinAt g (g' x) (Ioi x) x
φint : IntegrableOn φ (Icc a b)
hφg : ∀ x ∈ Ico a b, g' x ≤ φ x
ε : ℝ
εpos : 0 < ε
G' : ℝ → EReal
f_lt_G' : ∀ (x : ℝ), ↑(φ x) < G' x
G'cont : LowerSemicontinuous G'
G'int : Integrable fun x => EReal.toReal (G' x)
G'lt_top : ∀ᵐ (x : ℝ) ∂Measure.restrict volume (Icc a b), G' x < ⊤
hG' : ∫ (x : ℝ) in Icc a b, EReal.toReal (G' x) ∂volume < ∫ (x : ℝ) in Icc a b, φ x ∂volume + ε
s : Set ℝ := {t | g t - g a ≤ ∫ (u : ℝ) in a..t, EReal.toReal (G' u)} ∩ Icc a b
⊢ g b - g a ≤ (∫ (y : ℝ) in a..b, φ y) + ε

Next tactic:
have s_closed : IsClosed s := by
    have : ContinuousOn (fun t => (g t - g a, ∫ u in a..t, (G' u).toReal)) (Icc a b) := by
      rw [← uIcc_of_le hab] at G'int hcont ⊢
      exact (hcont.sub continuousOn_const).prod (continuousOn_primitive_interval G'int)
    simp only [inter_comm]
    exact this.preimage_isClosed_of_isClosed isClosed_Icc OrderClosedTopology.isClosed_le'
/-- Hard part of FTC-2 for integrable derivatives, real-valued functions: one has
`g b - g a ≤ ∫ y in a..b, g' y` when `g'` is integrable.
Auxiliary lemma in the proof of `integral_eq_sub_of_hasDeriv_right_of_le`.
We give the slightly more general version that `g b - g a ≤ ∫ y in a..b, φ y` when `g' ≤ φ` and
`φ` is integrable (even if `g'` is not known to be integrable).
Version assuming that `g` is differentiable on `[a, b)`. -/
theorem sub_le_integral_of_hasDeriv_right_of_le_Ico (hab : a ≤ b)
    (hcont : ContinuousOn g (Icc a b)) (hderiv : ∀ x ∈ Ico a b, HasDerivWithinAt g (g' x) (Ioi x) x)
    (φint : IntegrableOn φ (Icc a b)) (hφg : ∀ x ∈ Ico a b, g' x ≤ φ x) :
    g b - g a ≤ ∫ y in a..b, φ y := by
  refine' le_of_forall_pos_le_add fun ε εpos => _
  -- Bound from above `g'` by a lower-semicontinuous function `G'`.
  rcases exists_lt_lowerSemicontinuous_integral_lt φ φint εpos with
    ⟨G', f_lt_G', G'cont, G'int, G'lt_top, hG'⟩
  -- we will show by "induction" that `g t - g a ≤ ∫ u in a..t, G' u` for all `t ∈ [a, b]`.
  set s := {t | g t - g a ≤ ∫ u in a..t, (G' u).toReal} ∩ Icc a b
  -- the set `s` of points where this property holds is closed.
  have s_closed : IsClosed s := by
    

Proof state:
ι : Type u_1
𝕜 : Type u_2
E : Type u_3
F : Type u_4
A : Type u_5
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℝ E
f : ℝ → E
g' g φ : ℝ → ℝ
a b : ℝ
hab : a ≤ b
hcont : ContinuousOn g (Icc a b)
hderiv : ∀ x ∈ Ico a b, HasDerivWithinAt g (g' x) (Ioi x) x
φint : IntegrableOn φ (Icc a b)
hφg : ∀ x ∈ Ico a b, g' x ≤ φ x
ε : ℝ
εpos : 0 < ε
G' : ℝ → EReal
f_lt_G' : ∀ (x : ℝ), ↑(φ x) < G' x
G'cont : LowerSemicontinuous G'
G'int : Integrable fun x => EReal.toReal (G' x)
G'lt_top : ∀ᵐ (x : ℝ) ∂Measure.restrict volume (Icc a b), G' x < ⊤
hG' : ∫ (x : ℝ) in Icc a b, EReal.toReal (G' x) ∂volume < ∫ (x : ℝ) in Icc a b, φ x ∂volume + ε
s : Set ℝ := {t | g t - g a ≤ ∫ (u : ℝ) in a..t, EReal.toReal (G' u)} ∩ Icc a b
⊢ IsClosed s

Next tactic:
have : ContinuousOn (fun t => (g t - g a, ∫ u in a..t, (G' u).toReal)) (Icc a b) := by
      rw [← uIcc_of_le hab] at G'int hcont ⊢
      exact (hcont.sub continuousOn_const).prod (continuousOn_primitive_interval G'int)
/-- Hard part of FTC-2 for integrable derivatives, real-valued functions: one has
`g b - g a ≤ ∫ y in a..b, g' y` when `g'` is integrable.
Auxiliary lemma in the proof of `integral_eq_sub_of_hasDeriv_right_of_le`.
We give the slightly more general version that `g b - g a ≤ ∫ y in a..b, φ y` when `g' ≤ φ` and
`φ` is integrable (even if `g'` is not known to be integrable).
Version assuming that `g` is differentiable on `[a, b)`. -/
theorem sub_le_integral_of_hasDeriv_right_of_le_Ico (hab : a ≤ b)
    (hcont : ContinuousOn g (Icc a b)) (hderiv : ∀ x ∈ Ico a b, HasDerivWithinAt g (g' x) (Ioi x) x)
    (φint : IntegrableOn φ (Icc a b)) (hφg : ∀ x ∈ Ico a b, g' x ≤ φ x) :
    g b - g a ≤ ∫ y in a..b, φ y := by
  refine' le_of_forall_pos_le_add fun ε εpos => _
  -- Bound from above `g'` by a lower-semicontinuous function `G'`.
  rcases exists_lt_lowerSemicontinuous_integral_lt φ φint εpos with
    ⟨G', f_lt_G', G'cont, G'int, G'lt_top, hG'⟩
  -- we will show by "induction" that `g t - g a ≤ ∫ u in a..t, G' u` for all `t ∈ [a, b]`.
  set s := {t | g t - g a ≤ ∫ u in a..t, (G' u).toReal} ∩ Icc a b
  -- the set `s` of points where this property holds is closed.
  have s_closed : IsClosed s := by
    have : ContinuousOn (fun t => (g t - g a, ∫ u in a..t, (G' u).toReal)) (Icc a b) := by
      

Proof state:
ι : Type u_1
𝕜 : Type u_2
E : Type u_3
F : Type u_4
A : Type u_5
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℝ E
f : ℝ → E
g' g φ : ℝ → ℝ
a b : ℝ
hab : a ≤ b
hcont : ContinuousOn g (Icc a b)
hderiv : ∀ x ∈ Ico a b, HasDerivWithinAt g (g' x) (Ioi x) x
φint : IntegrableOn φ (Icc a b)
hφg : ∀ x ∈ Ico a b, g' x ≤ φ x
ε : ℝ
εpos : 0 < ε
G' : ℝ → EReal
f_lt_G' : ∀ (x : ℝ), ↑(φ x) < G' x
G'cont : LowerSemicontinuous G'
G'int : Integrable fun x => EReal.toReal (G' x)
G'lt_top : ∀ᵐ (x : ℝ) ∂Measure.restrict volume (Icc a b), G' x < ⊤
hG' : ∫ (x : ℝ) in Icc a b, EReal.toReal (G' x) ∂volume < ∫ (x : ℝ) in Icc a b, φ x ∂volume + ε
s : Set ℝ := {t | g t - g a ≤ ∫ (u : ℝ) in a..t, EReal.toReal (G' u)} ∩ Icc a b
⊢ ContinuousOn (fun t => (g t - g a, ∫ (u : ℝ) in a..t, EReal.toReal (G' u))) (Icc a b)

Next tactic:
rw [← uIcc_of_le hab] at G'int hcont ⊢
/-- Hard part of FTC-2 for integrable derivatives, real-valued functions: one has
`g b - g a ≤ ∫ y in a..b, g' y` when `g'` is integrable.
Auxiliary lemma in the proof of `integral_eq_sub_of_hasDeriv_right_of_le`.
We give the slightly more general version that `g b - g a ≤ ∫ y in a..b, φ y` when `g' ≤ φ` and
`φ` is integrable (even if `g'` is not known to be integrable).
Version assuming that `g` is differentiable on `[a, b)`. -/
theorem sub_le_integral_of_hasDeriv_right_of_le_Ico (hab : a ≤ b)
    (hcont : ContinuousOn g (Icc a b)) (hderiv : ∀ x ∈ Ico a b, HasDerivWithinAt g (g' x) (Ioi x) x)
    (φint : IntegrableOn φ (Icc a b)) (hφg : ∀ x ∈ Ico a b, g' x ≤ φ x) :
    g b - g a ≤ ∫ y in a..b, φ y := by
  refine' le_of_forall_pos_le_add fun ε εpos => _
  -- Bound from above `g'` by a lower-semicontinuous function `G'`.
  rcases exists_lt_lowerSemicontinuous_integral_lt φ φint εpos with
    ⟨G', f_lt_G', G'cont, G'int, G'lt_top, hG'⟩
  -- we will show by "induction" that `g t - g a ≤ ∫ u in a..t, G' u` for all `t ∈ [a, b]`.
  set s := {t | g t - g a ≤ ∫ u in a..t, (G' u).toReal} ∩ Icc a b
  -- the set `s` of points where this property holds is closed.
  have s_closed : IsClosed s := by
    have : ContinuousOn (fun t => (g t - g a, ∫ u in a..t, (G' u).toReal)) (Icc a b) := by
      rw [← uIcc_of_le hab] at G'int hcont ⊢
      

Proof state:
ι : Type u_1
𝕜 : Type u_2
E : Type u_3
F : Type u_4
A : Type u_5
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℝ E
f : ℝ → E
g' g φ : ℝ → ℝ
a b : ℝ
hab : a ≤ b
hcont : ContinuousOn g [[a, b]]
hderiv : ∀ x ∈ Ico a b, HasDerivWithinAt g (g' x) (Ioi x) x
φint : IntegrableOn φ (Icc a b)
hφg : ∀ x ∈ Ico a b, g' x ≤ φ x
ε : ℝ
εpos : 0 < ε
G' : ℝ → EReal
f_lt_G' : ∀ (x : ℝ), ↑(φ x) < G' x
G'cont : LowerSemicontinuous G'
G'int : Integrable fun x => EReal.toReal (G' x)
G'lt_top : ∀ᵐ (x : ℝ) ∂Measure.restrict volume (Icc a b), G' x < ⊤
hG' : ∫ (x : ℝ) in Icc a b, EReal.toReal (G' x) ∂volume < ∫ (x : ℝ) in Icc a b, φ x ∂volume + ε
s : Set ℝ := {t | g t - g a ≤ ∫ (u : ℝ) in a..t, EReal.toReal (G' u)} ∩ Icc a b
⊢ ContinuousOn (fun t => (g t - g a, ∫ (u : ℝ) in a..t, EReal.toReal (G' u))) [[a, b]]

Next tactic:
exact (hcont.sub continuousOn_const).prod (continuousOn_primitive_interval G'int)
/-- Hard part of FTC-2 for integrable derivatives, real-valued functions: one has
`g b - g a ≤ ∫ y in a..b, g' y` when `g'` is integrable.
Auxiliary lemma in the proof of `integral_eq_sub_of_hasDeriv_right_of_le`.
We give the slightly more general version that `g b - g a ≤ ∫ y in a..b, φ y` when `g' ≤ φ` and
`φ` is integrable (even if `g'` is not known to be integrable).
Version assuming that `g` is differentiable on `[a, b)`. -/
theorem sub_le_integral_of_hasDeriv_right_of_le_Ico (hab : a ≤ b)
    (hcont : ContinuousOn g (Icc a b)) (hderiv : ∀ x ∈ Ico a b, HasDerivWithinAt g (g' x) (Ioi x) x)
    (φint : IntegrableOn φ (Icc a b)) (hφg : ∀ x ∈ Ico a b, g' x ≤ φ x) :
    g b - g a ≤ ∫ y in a..b, φ y := by
  refine' le_of_forall_pos_le_add fun ε εpos => _
  -- Bound from above `g'` by a lower-semicontinuous function `G'`.
  rcases exists_lt_lowerSemicontinuous_integral_lt φ φint εpos with
    ⟨G', f_lt_G', G'cont, G'int, G'lt_top, hG'⟩
  -- we will show by "induction" that `g t - g a ≤ ∫ u in a..t, G' u` for all `t ∈ [a, b]`.
  set s := {t | g t - g a ≤ ∫ u in a..t, (G' u).toReal} ∩ Icc a b
  -- the set `s` of points where this property holds is closed.
  have s_closed : IsClosed s := by
    have : ContinuousOn (fun t => (g t - g a, ∫ u in a..t, (G' u).toReal)) (Icc a b) := by
      rw [← uIcc_of_le hab] at G'int hcont ⊢
      exact (hcont.sub continuousOn_const).prod (continuousOn_primitive_interval G'int)
    

Proof state:
ι : Type u_1
𝕜 : Type u_2
E : Type u_3
F : Type u_4
A : Type u_5
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℝ E
f : ℝ → E
g' g φ : ℝ → ℝ
a b : ℝ
hab : a ≤ b
hcont : ContinuousOn g (Icc a b)
hderiv : ∀ x ∈ Ico a b, HasDerivWithinAt g (g' x) (Ioi x) x
φint : IntegrableOn φ (Icc a b)
hφg : ∀ x ∈ Ico a b, g' x ≤ φ x
ε : ℝ
εpos : 0 < ε
G' : ℝ → EReal
f_lt_G' : ∀ (x : ℝ), ↑(φ x) < G' x
G'cont : LowerSemicontinuous G'
G'int : Integrable fun x => EReal.toReal (G' x)
G'lt_top : ∀ᵐ (x : ℝ) ∂Measure.restrict volume (Icc a b), G' x < ⊤
hG' : ∫ (x : ℝ) in Icc a b, EReal.toReal (G' x) ∂volume < ∫ (x : ℝ) in Icc a b, φ x ∂volume + ε
s : Set ℝ := {t | g t - g a ≤ ∫ (u : ℝ) in a..t, EReal.toReal (G' u)} ∩ Icc a b
this : ContinuousOn (fun t => (g t - g a, ∫ (u : ℝ) in a..t, EReal.toReal (G' u))) (Icc a b)
⊢ IsClosed s

Next tactic:
simp only [inter_comm]
/-- Hard part of FTC-2 for integrable derivatives, real-valued functions: one has
`g b - g a ≤ ∫ y in a..b, g' y` when `g'` is integrable.
Auxiliary lemma in the proof of `integral_eq_sub_of_hasDeriv_right_of_le`.
We give the slightly more general version that `g b - g a ≤ ∫ y in a..b, φ y` when `g' ≤ φ` and
`φ` is integrable (even if `g'` is not known to be integrable).
Version assuming that `g` is differentiable on `[a, b)`. -/
theorem sub_le_integral_of_hasDeriv_right_of_le_Ico (hab : a ≤ b)
    (hcont : ContinuousOn g (Icc a b)) (hderiv : ∀ x ∈ Ico a b, HasDerivWithinAt g (g' x) (Ioi x) x)
    (φint : IntegrableOn φ (Icc a b)) (hφg : ∀ x ∈ Ico a b, g' x ≤ φ x) :
    g b - g a ≤ ∫ y in a..b, φ y := by
  refine' le_of_forall_pos_le_add fun ε εpos => _
  -- Bound from above `g'` by a lower-semicontinuous function `G'`.
  rcases exists_lt_lowerSemicontinuous_integral_lt φ φint εpos with
    ⟨G', f_lt_G', G'cont, G'int, G'lt_top, hG'⟩
  -- we will show by "induction" that `g t - g a ≤ ∫ u in a..t, G' u` for all `t ∈ [a, b]`.
  set s := {t | g t - g a ≤ ∫ u in a..t, (G' u).toReal} ∩ Icc a b
  -- the set `s` of points where this property holds is closed.
  have s_closed : IsClosed s := by
    have : ContinuousOn (fun t => (g t - g a, ∫ u in a..t, (G' u).toReal)) (Icc a b) := by
      rw [← uIcc_of_le hab] at G'int hcont ⊢
      exact (hcont.sub continuousOn_const).prod (continuousOn_primitive_interval G'int)
    simp only [inter_comm]
    

Proof state:
ι : Type u_1
𝕜 : Type u_2
E : Type u_3
F : Type u_4
A : Type u_5
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℝ E
f : ℝ → E
g' g φ : ℝ → ℝ
a b : ℝ
hab : a ≤ b
hcont : ContinuousOn g (Icc a b)
hderiv : ∀ x ∈ Ico a b, HasDerivWithinAt g (g' x) (Ioi x) x
φint : IntegrableOn φ (Icc a b)
hφg : ∀ x ∈ Ico a b, g' x ≤ φ x
ε : ℝ
εpos : 0 < ε
G' : ℝ → EReal
f_lt_G' : ∀ (x : ℝ), ↑(φ x) < G' x
G'cont : LowerSemicontinuous G'
G'int : Integrable fun x => EReal.toReal (G' x)
G'lt_top : ∀ᵐ (x : ℝ) ∂Measure.restrict volume (Icc a b), G' x < ⊤
hG' : ∫ (x : ℝ) in Icc a b, EReal.toReal (G' x) ∂volume < ∫ (x : ℝ) in Icc a b, φ x ∂volume + ε
s : Set ℝ := {t | g t - g a ≤ ∫ (u : ℝ) in a..t, EReal.toReal (G' u)} ∩ Icc a b
this : ContinuousOn (fun t => (g t - g a, ∫ (u : ℝ) in a..t, EReal.toReal (G' u))) (Icc a b)
⊢ IsClosed (Icc a b ∩ {t | g t - g a ≤ ∫ (u : ℝ) in a..t, EReal.toReal (G' u)})

Next tactic:
exact this.preimage_isClosed_of_isClosed isClosed_Icc OrderClosedTopology.isClosed_le'
/-- Hard part of FTC-2 for integrable derivatives, real-valued functions: one has
`g b - g a ≤ ∫ y in a..b, g' y` when `g'` is integrable.
Auxiliary lemma in the proof of `integral_eq_sub_of_hasDeriv_right_of_le`.
We give the slightly more general version that `g b - g a ≤ ∫ y in a..b, φ y` when `g' ≤ φ` and
`φ` is integrable (even if `g'` is not known to be integrable).
Version assuming that `g` is differentiable on `[a, b)`. -/
theorem sub_le_integral_of_hasDeriv_right_of_le_Ico (hab : a ≤ b)
    (hcont : ContinuousOn g (Icc a b)) (hderiv : ∀ x ∈ Ico a b, HasDerivWithinAt g (g' x) (Ioi x) x)
    (φint : IntegrableOn φ (Icc a b)) (hφg : ∀ x ∈ Ico a b, g' x ≤ φ x) :
    g b - g a ≤ ∫ y in a..b, φ y := by
  refine' le_of_forall_pos_le_add fun ε εpos => _
  -- Bound from above `g'` by a lower-semicontinuous function `G'`.
  rcases exists_lt_lowerSemicontinuous_integral_lt φ φint εpos with
    ⟨G', f_lt_G', G'cont, G'int, G'lt_top, hG'⟩
  -- we will show by "induction" that `g t - g a ≤ ∫ u in a..t, G' u` for all `t ∈ [a, b]`.
  set s := {t | g t - g a ≤ ∫ u in a..t, (G' u).toReal} ∩ Icc a b
  -- the set `s` of points where this property holds is closed.
  have s_closed : IsClosed s := by
    have : ContinuousOn (fun t => (g t - g a, ∫ u in a..t, (G' u).toReal)) (Icc a b) := by
      rw [← uIcc_of_le hab] at G'int hcont ⊢
      exact (hcont.sub continuousOn_const).prod (continuousOn_primitive_interval G'int)
    simp only [inter_comm]
    exact this.preimage_isClosed_of_isClosed isClosed_Icc OrderClosedTopology.isClosed_le'
  have main : Icc a b ⊆ {t | g t - g a ≤ ∫ u in a..t, (G' u).toReal} := by
    -- to show that the set `s` is all `[a, b]`, it suffices to show that any point `t` in `s`
    -- with `t < b` admits another point in `s` slightly to its right
    -- (this is a sort of real induction).
    

Proof state:
ι : Type u_1
𝕜 : Type u_2
E : Type u_3
F : Type u_4
A : Type u_5
inst✝¹ : NormedAddCommGroup E
inst✝ : NormedSpace ℝ E
f : ℝ → E
g' g φ : ℝ → ℝ
a b : ℝ
hab : a ≤ b
hcont : ContinuousOn g (Icc a b)
hderiv : ∀ x ∈ Ico a b, HasDerivWithinAt g (g' x) (Ioi x) x
φint : IntegrableOn φ (Icc a b)
hφg : ∀ x ∈ Ico a b, g' x ≤ φ x
ε : ℝ
εpos : 0 < ε
G' : ℝ → EReal
f_lt_G' : ∀ (x : ℝ), ↑(φ x) < G' x
G'cont : LowerSemicontinuous G'
G'int : Integrable fun x => EReal.toReal (G' x)
G'lt_top : ∀ᵐ (x : ℝ) ∂Measure.restrict volume (Icc a b), G' x < ⊤
hG' : ∫ (x : ℝ) in Icc a b, EReal.toReal (G' x) ∂volume < ∫ (x : ℝ) in Icc a b, φ x ∂volume + ε
s : Set ℝ := {t | g t - g a ≤ ∫ (u : ℝ) in a..t, EReal.toReal (G' u)} ∩ Icc a b
s_closed : IsClosed s
⊢ Icc a b ⊆ {t | g t - g a ≤ ∫ (u : ℝ) in a..t, EReal.toReal (G' u)}

Next tactic:
refine s_closed.Icc_subset_of_forall_exists_gt
      (by simp only [integral_same, mem_setOf_eq, sub_self, le_rfl]) fun t ht v t_lt_v => ?_