Theorem: MeasureTheory.integral2_divergence_prod_of_hasFDerivWithinAt_off_countable
File: Mathlib/MeasureTheory/Integral/DivergenceTheorem.lean

Proof steps:
state_before: E : Type u
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
f g : ℝ × ℝ → E
f' g' : ℝ × ℝ → ℝ × ℝ →L[ℝ] E
a₁ a₂ b₁ b₂ : ℝ
s : Set (ℝ × ℝ)
hs : s.Countable
Hcf : ContinuousOn f ([[a₁, b₁]] ×ˢ [[a₂, b₂]])
Hcg : ContinuousOn g ([[a₁, b₁]] ×ˢ [[a₂, b₂]])
Hdf : ∀ x ∈ Set.Ioo (min a₁ b₁) (max a₁ b₁) ×ˢ Set.Ioo (min a₂ b₂) (max a₂ b₂) \ s, HasFDerivAt f (f' x) x
Hdg : ∀ x ∈ Set.Ioo (min a₁ b₁) (max a₁ b₁) ×ˢ Set.Ioo (min a₂ b₂) (max a₂ b₂) \ s, HasFDerivAt g (g' x) x
Hi : IntegrableOn (fun x => (f' x) (1, 0) + (g' x) (0, 1)) ([[a₁, b₁]] ×ˢ [[a₂, b₂]]) volume
⊢ ∫ (x : ℝ) in a₁..b₁, ∫ (y : ℝ) in a₂..b₂, (f' (x, y)) (1, 0) + (g' (x, y)) (0, 1) =
    (((∫ (x : ℝ) in a₁..b₁, g (x, b₂)) - ∫ (x : ℝ) in a₁..b₁, g (x, a₂)) + ∫ (y : ℝ) in a₂..b₂, f (b₁, y)) -
      ∫ (y : ℝ) in a₂..b₂, f (a₁, y)
state_after: case inr
E : Type u
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
f g : ℝ × ℝ → E
f' g' : ℝ × ℝ → ℝ × ℝ →L[ℝ] E
a₁ a₂ b₁ b₂ : ℝ
s : Set (ℝ × ℝ)
hs : s.Countable
Hcf : ContinuousOn f ([[a₁, b₁]] ×ˢ [[a₂, b₂]])
Hcg : ContinuousOn g ([[a₁, b₁]] ×ˢ [[a₂, b₂]])
Hdf : ∀ x ∈ Set.Ioo (min a₁ b₁) (max a₁ b₁) ×ˢ Set.Ioo (min a₂ b₂) (max a₂ b₂) \ s, HasFDerivAt f (f' x) x
Hdg : ∀ x ∈ Set.Ioo (min a₁ b₁) (max a₁ b₁) ×ˢ Set.Ioo (min a₂ b₂) (max a₂ b₂) \ s, HasFDerivAt g (g' x) x
Hi : IntegrableOn (fun x => (f' x) (1, 0) + (g' x) (0, 1)) ([[a₁, b₁]] ×ˢ [[a₂, b₂]]) volume
this :
  ∀ (a₁ b₁ : ℝ),
    ContinuousOn f ([[a₁, b₁]] ×ˢ [[a₂, b₂]]) →
      ContinuousOn g ([[a₁, b₁]] ×ˢ [[a₂, b₂]]) →
        (∀ x ∈ Set.Ioo (min a₁ b₁) (max a₁ b₁) ×ˢ Set.Ioo (min a₂ b₂) (max a₂ b₂) \ s, HasFDerivAt f (f' x) x) →
          (∀ x ∈ Set.Ioo (min a₁ b₁) (max a₁ b₁) ×ˢ Set.Ioo (min a₂ b₂) (max a₂ b₂) \ s, HasFDerivAt g (g' x) x) →
            IntegrableOn (fun x => (f' x) (1, 0) + (g' x) (0, 1)) ([[a₁, b₁]] ×ˢ [[a₂, b₂]]) volume →
              a₁ ≤ b₁ →
                ∫ (x : ℝ) in a₁..b₁, ∫ (y : ℝ) in a₂..b₂, (f' (x, y)) (1, 0) + (g' (x, y)) (0, 1) =
                  (((∫ (x : ℝ) in a₁..b₁, g (x, b₂)) - ∫ (x : ℝ) in a₁..b₁, g (x, a₂)) +
                      ∫ (y : ℝ) in a₂..b₂, f (b₁, y)) -
                    ∫ (y : ℝ) in a₂..b₂, f (a₁, y)
h₁ : ¬a₁ ≤ b₁
⊢ ∫ (x : ℝ) in a₁..b₁, ∫ (y : ℝ) in a₂..b₂, (f' (x, y)) (1, 0) + (g' (x, y)) (0, 1) =
    (((∫ (x : ℝ) in a₁..b₁, g (x, b₂)) - ∫ (x : ℝ) in a₁..b₁, g (x, a₂)) + ∫ (y : ℝ) in a₂..b₂, f (b₁, y)) -
      ∫ (y : ℝ) in a₂..b₂, f (a₁, y)

E : Type u
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
f g : ℝ × ℝ → E
f' g' : ℝ × ℝ → ℝ × ℝ →L[ℝ] E
a₂ b₂ : ℝ
s : Set (ℝ × ℝ)
hs : s.Countable
a₁ b₁ : ℝ
Hcf : ContinuousOn f ([[a₁, b₁]] ×ˢ [[a₂, b₂]])
Hcg : ContinuousOn g ([[a₁, b₁]] ×ˢ [[a₂, b₂]])
Hdf : ∀ x ∈ Set.Ioo (min a₁ b₁) (max a₁ b₁) ×ˢ Set.Ioo (min a₂ b₂) (max a₂ b₂) \ s, HasFDerivAt f (f' x) x
Hdg : ∀ x ∈ Set.Ioo (min a₁ b₁) (max a₁ b₁) ×ˢ Set.Ioo (min a₂ b₂) (max a₂ b₂) \ s, HasFDerivAt g (g' x) x
Hi : IntegrableOn (fun x => (f' x) (1, 0) + (g' x) (0, 1)) ([[a₁, b₁]] ×ˢ [[a₂, b₂]]) volume
h₁ : a₁ ≤ b₁
⊢ ∫ (x : ℝ) in a₁..b₁, ∫ (y : ℝ) in a₂..b₂, (f' (x, y)) (1, 0) + (g' (x, y)) (0, 1) =
    (((∫ (x : ℝ) in a₁..b₁, g (x, b₂)) - ∫ (x : ℝ) in a₁..b₁, g (x, a₂)) + ∫ (y : ℝ) in a₂..b₂, f (b₁, y)) -
      ∫ (y : ℝ) in a₂..b₂, f (a₁, y)
tactic: wlog h₁ : a₁ ≤ b₁ generalizing a₁ b₁
state_before: E : Type u
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
f g : ℝ × ℝ → E
f' g' : ℝ × ℝ → ℝ × ℝ →L[ℝ] E
a₂ b₂ : ℝ
s : Set (ℝ × ℝ)
hs : s.Countable
a₁ b₁ : ℝ
Hcf : ContinuousOn f ([[a₁, b₁]] ×ˢ [[a₂, b₂]])
Hcg : ContinuousOn g ([[a₁, b₁]] ×ˢ [[a₂, b₂]])
Hdf : ∀ x ∈ Set.Ioo (min a₁ b₁) (max a₁ b₁) ×ˢ Set.Ioo (min a₂ b₂) (max a₂ b₂) \ s, HasFDerivAt f (f' x) x
Hdg : ∀ x ∈ Set.Ioo (min a₁ b₁) (max a₁ b₁) ×ˢ Set.Ioo (min a₂ b₂) (max a₂ b₂) \ s, HasFDerivAt g (g' x) x
Hi : IntegrableOn (fun x => (f' x) (1, 0) + (g' x) (0, 1)) ([[a₁, b₁]] ×ˢ [[a₂, b₂]]) volume
h₁ : a₁ ≤ b₁
⊢ ∫ (x : ℝ) in a₁..b₁, ∫ (y : ℝ) in a₂..b₂, (f' (x, y)) (1, 0) + (g' (x, y)) (0, 1) =
    (((∫ (x : ℝ) in a₁..b₁, g (x, b₂)) - ∫ (x : ℝ) in a₁..b₁, g (x, a₂)) + ∫ (y : ℝ) in a₂..b₂, f (b₁, y)) -
      ∫ (y : ℝ) in a₂..b₂, f (a₁, y)
state_after: case inr
E : Type u
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
f g : ℝ × ℝ → E
f' g' : ℝ × ℝ → ℝ × ℝ →L[ℝ] E
a₂ b₂ : ℝ
s : Set (ℝ × ℝ)
hs : s.Countable
a₁ b₁ : ℝ
Hcf : ContinuousOn f ([[a₁, b₁]] ×ˢ [[a₂, b₂]])
Hcg : ContinuousOn g ([[a₁, b₁]] ×ˢ [[a₂, b₂]])
Hdf : ∀ x ∈ Set.Ioo (min a₁ b₁) (max a₁ b₁) ×ˢ Set.Ioo (min a₂ b₂) (max a₂ b₂) \ s, HasFDerivAt f (f' x) x
Hdg : ∀ x ∈ Set.Ioo (min a₁ b₁) (max a₁ b₁) ×ˢ Set.Ioo (min a₂ b₂) (max a₂ b₂) \ s, HasFDerivAt g (g' x) x
Hi : IntegrableOn (fun x => (f' x) (1, 0) + (g' x) (0, 1)) ([[a₁, b₁]] ×ˢ [[a₂, b₂]]) volume
h₁ : a₁ ≤ b₁
this :
  ∀ (a₂ b₂ : ℝ),
    ContinuousOn f ([[a₁, b₁]] ×ˢ [[a₂, b₂]]) →
      ContinuousOn g ([[a₁, b₁]] ×ˢ [[a₂, b₂]]) →
        (∀ x ∈ Set.Ioo (min a₁ b₁) (max a₁ b₁) ×ˢ Set.Ioo (min a₂ b₂) (max a₂ b₂) \ s, HasFDerivAt f (f' x) x) →
          (∀ x ∈ Set.Ioo (min a₁ b₁) (max a₁ b₁) ×ˢ Set.Ioo (min a₂ b₂) (max a₂ b₂) \ s, HasFDerivAt g (g' x) x) →
            IntegrableOn (fun x => (f' x) (1, 0) + (g' x) (0, 1)) ([[a₁, b₁]] ×ˢ [[a₂, b₂]]) volume →
              a₂ ≤ b₂ →
                ∫ (x : ℝ) in a₁..b₁, ∫ (y : ℝ) in a₂..b₂, (f' (x, y)) (1, 0) + (g' (x, y)) (0, 1) =
                  (((∫ (x : ℝ) in a₁..b₁, g (x, b₂)) - ∫ (x : ℝ) in a₁..b₁, g (x, a₂)) +
                      ∫ (y : ℝ) in a₂..b₂, f (b₁, y)) -
                    ∫ (y : ℝ) in a₂..b₂, f (a₁, y)
h₂ : ¬a₂ ≤ b₂
⊢ ∫ (x : ℝ) in a₁..b₁, ∫ (y : ℝ) in a₂..b₂, (f' (x, y)) (1, 0) + (g' (x, y)) (0, 1) =
    (((∫ (x : ℝ) in a₁..b₁, g (x, b₂)) - ∫ (x : ℝ) in a₁..b₁, g (x, a₂)) + ∫ (y : ℝ) in a₂..b₂, f (b₁, y)) -
      ∫ (y : ℝ) in a₂..b₂, f (a₁, y)

E : Type u
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
f g : ℝ × ℝ → E
f' g' : ℝ × ℝ → ℝ × ℝ →L[ℝ] E
s : Set (ℝ × ℝ)
hs : s.Countable
a₁ b₁ : ℝ
h₁ : a₁ ≤ b₁
a₂ b₂ : ℝ
Hcf : ContinuousOn f ([[a₁, b₁]] ×ˢ [[a₂, b₂]])
Hcg : ContinuousOn g ([[a₁, b₁]] ×ˢ [[a₂, b₂]])
Hdf : ∀ x ∈ Set.Ioo (min a₁ b₁) (max a₁ b₁) ×ˢ Set.Ioo (min a₂ b₂) (max a₂ b₂) \ s, HasFDerivAt f (f' x) x
Hdg : ∀ x ∈ Set.Ioo (min a₁ b₁) (max a₁ b₁) ×ˢ Set.Ioo (min a₂ b₂) (max a₂ b₂) \ s, HasFDerivAt g (g' x) x
Hi : IntegrableOn (fun x => (f' x) (1, 0) + (g' x) (0, 1)) ([[a₁, b₁]] ×ˢ [[a₂, b₂]]) volume
h₂ : a₂ ≤ b₂
⊢ ∫ (x : ℝ) in a₁..b₁, ∫ (y : ℝ) in a₂..b₂, (f' (x, y)) (1, 0) + (g' (x, y)) (0, 1) =
    (((∫ (x : ℝ) in a₁..b₁, g (x, b₂)) - ∫ (x : ℝ) in a₁..b₁, g (x, a₂)) + ∫ (y : ℝ) in a₂..b₂, f (b₁, y)) -
      ∫ (y : ℝ) in a₂..b₂, f (a₁, y)
tactic: wlog h₂ : a₂ ≤ b₂ generalizing a₂ b₂
state_before: E : Type u
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
f g : ℝ × ℝ → E
f' g' : ℝ × ℝ → ℝ × ℝ →L[ℝ] E
s : Set (ℝ × ℝ)
hs : s.Countable
a₁ b₁ : ℝ
h₁ : a₁ ≤ b₁
a₂ b₂ : ℝ
Hcf : ContinuousOn f ([[a₁, b₁]] ×ˢ [[a₂, b₂]])
Hcg : ContinuousOn g ([[a₁, b₁]] ×ˢ [[a₂, b₂]])
Hdf : ∀ x ∈ Set.Ioo (min a₁ b₁) (max a₁ b₁) ×ˢ Set.Ioo (min a₂ b₂) (max a₂ b₂) \ s, HasFDerivAt f (f' x) x
Hdg : ∀ x ∈ Set.Ioo (min a₁ b₁) (max a₁ b₁) ×ˢ Set.Ioo (min a₂ b₂) (max a₂ b₂) \ s, HasFDerivAt g (g' x) x
Hi : IntegrableOn (fun x => (f' x) (1, 0) + (g' x) (0, 1)) ([[a₁, b₁]] ×ˢ [[a₂, b₂]]) volume
h₂ : a₂ ≤ b₂
⊢ ∫ (x : ℝ) in a₁..b₁, ∫ (y : ℝ) in a₂..b₂, (f' (x, y)) (1, 0) + (g' (x, y)) (0, 1) =
    (((∫ (x : ℝ) in a₁..b₁, g (x, b₂)) - ∫ (x : ℝ) in a₁..b₁, g (x, a₂)) + ∫ (y : ℝ) in a₂..b₂, f (b₁, y)) -
      ∫ (y : ℝ) in a₂..b₂, f (a₁, y)
state_after: E : Type u
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
f g : ℝ × ℝ → E
f' g' : ℝ × ℝ → ℝ × ℝ →L[ℝ] E
s : Set (ℝ × ℝ)
hs : s.Countable
a₁ b₁ : ℝ
h₁ : a₁ ≤ b₁
a₂ b₂ : ℝ
h₂ : a₂ ≤ b₂
Hcf : ContinuousOn f (Set.Icc a₁ b₁ ×ˢ Set.Icc a₂ b₂)
Hcg : ContinuousOn g (Set.Icc a₁ b₁ ×ˢ Set.Icc a₂ b₂)
Hdf : ∀ x ∈ Set.Ioo a₁ b₁ ×ˢ Set.Ioo a₂ b₂ \ s, HasFDerivAt f (f' x) x
Hdg : ∀ x ∈ Set.Ioo a₁ b₁ ×ˢ Set.Ioo a₂ b₂ \ s, HasFDerivAt g (g' x) x
Hi : IntegrableOn (fun x => (f' x) (1, 0) + (g' x) (0, 1)) (Set.Icc a₁ b₁ ×ˢ Set.Icc a₂ b₂) volume
⊢ ∫ (x : ℝ) in a₁..b₁, ∫ (y : ℝ) in a₂..b₂, (f' (x, y)) (1, 0) + (g' (x, y)) (0, 1) =
    (((∫ (x : ℝ) in a₁..b₁, g (x, b₂)) - ∫ (x : ℝ) in a₁..b₁, g (x, a₂)) + ∫ (y : ℝ) in a₂..b₂, f (b₁, y)) -
      ∫ (y : ℝ) in a₂..b₂, f (a₁, y)
tactic: simp only [uIcc_of_le h₁, uIcc_of_le h₂, min_eq_left, max_eq_right, h₁, h₂] at Hcf Hcg Hdf Hdg Hi
state_before: E : Type u
inst✝² : NormedAddCommGroup E
inst✝¹ : NormedSpace ℝ E
inst✝ : CompleteSpace E
f g : ℝ × ℝ → E
f' g' : ℝ × ℝ → ℝ × ℝ →L[ℝ] E
s : Set (ℝ × ℝ)
hs : s.Countable
a₁ b₁ : ℝ
h₁ : a₁ ≤ b₁
a₂ b₂ : ℝ
h₂ : a₂ ≤ b₂
Hcf : ContinuousOn f (Set.Icc a₁ b₁ ×ˢ Set.Icc a₂ b₂)
Hcg : ContinuousOn g (Set.Icc a₁ b₁ ×ˢ Set.Icc a₂ b₂)
Hdf : ∀ x ∈ Set.Ioo a₁ b₁ ×ˢ Set.Ioo a₂ b₂ \ s, HasFDerivAt f (f' x) x
Hdg : ∀ x ∈ Set.Ioo a₁ b₁ ×ˢ Set.Ioo a₂ b₂ \ s, HasFDerivAt g (g' x) x
Hi : IntegrableOn (fun x => (f' x) (1, 0) + (g' x) (0, 1)) (Set.Icc a₁ b₁ ×ˢ Set.Icc a₂ b₂) volume
⊢ ∫ (x : ℝ) in a₁..b₁, ∫ (y : ℝ) in a₂..b₂, (f' (x, y)) (1, 0) + (g' (x, y)) (0, 1) =
    (((∫ (x : ℝ) in a₁..b₁, g (x, b₂)) - ∫ (x : ℝ) in a₁..b₁, g (x, a₂)) + ∫ (y : ℝ) in a₂..b₂, f (b₁, y)) -
      ∫ (y : ℝ) in a₂..b₂, f (a₁, y)
state_after: no goals
tactic: calc
    (∫ x in a₁..b₁, ∫ y in a₂..b₂, f' (x, y) (1, 0) + g' (x, y) (0, 1)) =
        ∫ x in Icc a₁ b₁, ∫ y in Icc a₂ b₂, f' (x, y) (1, 0) + g' (x, y) (0, 1) := by
      simp only [intervalIntegral.integral_of_le, h₁, h₂,
        setIntegral_congr_set_ae (Ioc_ae_eq_Icc (α := ℝ) (μ := volume))]
    _ = ∫ x in Icc a₁ b₁ ×ˢ Icc a₂ b₂, f' x (1, 0) + g' x (0, 1) := (setIntegral_prod _ Hi).symm
    _ = (((∫ x in a₁..b₁, g (x, b₂)) - ∫ x in a₁..b₁, g (x, a₂)) + ∫ y in a₂..b₂, f (b₁, y)) -
          ∫ y in a₂..b₂, f (a₁, y) := by
      rw [Icc_prod_Icc] at *
      apply integral_divergence_prod_Icc_of_hasFDerivWithinAt_off_countable_of_le f g f' g'
        (a₁, a₂) (b₁, b₂) ⟨h₁, h₂⟩ s <;> assumption