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(** *          Step functions              *)
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Definition open_interval (a b x:R) : Prop := a < x < b.
Definition co_interval (a b x:R) : Prop := a <= x < b.
Definition adapted_couple (f:R -> R) (a b:R) (l lf:list R) : Prop :=
ordered_Rlist l /\
pos_Rl l 0 = Rmin a b /\
pos_Rl l (pred (length l)) = Rmax a b /\
length l = S (length lf) /\
(forall i:nat,
(i < pred (length l))%nat ->
constant_D_eq f (open_interval (pos_Rl l i) (pos_Rl l (S i)))
(pos_Rl lf i)).
Definition adapted_couple_opt (f:R -> R) (a b:R) (l lf:list R) :=
adapted_couple f a b l lf /\
(forall i:nat,
(i < pred (length lf))%nat ->
pos_Rl lf i <> pos_Rl lf (S i) \/ f (pos_Rl l (S i)) <> pos_Rl lf i) /\
(forall i:nat, (i < pred (length l))%nat -> pos_Rl l i <> pos_Rl l (S i)).
Definition is_subdivision (f:R -> R) (a b:R) (l:list R) : Type :=
{ l0:list R & adapted_couple f a b l l0 }.
Definition IsStepFun (f:R -> R) (a b:R) : Type :=
{ l:list R & is_subdivision f a b l }.
(** ** Class of step functions *)
Record StepFun (a b:R) : Type := mkStepFun
{fe :> R -> R; pre : IsStepFun fe a b}.
Definition subdivision (a b:R) (f:StepFun a b) : list R := projT1 (pre f).
Definition subdivision_val (a b:R) (f:StepFun a b) : list R :=
match projT2 (pre f) with
| existT _ a b => a
end.
Fixpoint Int_SF (l k:list R) : R :=
match l with
| nil => 0
| cons a l' =>
match k with
| nil => 0
| cons x nil => 0
| cons x (cons y k') => a * (y - x) + Int_SF l' (cons y k')
end
end.
(** ** Integral of step functions *)
Definition RiemannInt_SF (a b:R) (f:StepFun a b) : R :=
match Rle_dec a b with
| left _ => Int_SF (subdivision_val f) (subdivision f)
| right _ => - Int_SF (subdivision_val f) (subdivision f)
end.
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(** ** Properties of step functions *)
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Lemma StepFun_P19 :
forall (l1:list R) (f g:R -> R) (l:R),
Int_SF (FF l1 (fun x:R => f x + l * g x)) l1 =
Int_SF (FF l1 f) l1 + l * Int_SF (FF l1 g) l1.