Quelle  Complex_Analysis_Basics.thy

(*  Author: John Harrison, Marco Maggesi, Graziano Gentili, Gianni Ciolli, Valentina Bruno
  Ported from "hol_light/Multivariate/canal.ml" by L C Paulson (2014)
*)

section ‹Complex Analysis Basics›
text ‹Definitions of analytic and holomorphic functions, limit theorems, complex differentiation›

theory Complex_Analysis_Basics
  imports Derivative "HOL-Library.Nonpos_Ints" Uncountable_Sets
begin

subsection🍋‹tag unimportant›\<open>General lemmas›

lemma nonneg_Reals_cmod_eq_Re: "z ∈ ℝ🪙≥🪙0 ==> norm z = Re z"
  by (simp add: complex_nonneg_Reals_iff cmod_eq_Re)

lemma fact_cancel:
  fixes c :: "'a::real_field"
  shows "of_nat (Suc n) * c / (fact (Suc n)) = c / (fact n)"
  using of_nat_neq_0 by force

lemma vector_derivative_cnj_within:
  assumes "at x within A ≠ bot" and "f differentiable at x within A"
  shows   "vector_derivative (λz. cnj (f z)) (at x within A) =
             cnj (vector_derivative f (at x within A))" (is "_ = cnj ?D")
proof -
  let ?D = "vector_derivative f (at x within A)"
  from assms have "(f has_vector_derivative ?D) (at x within A)"
    by (subst (asm) vector_derivative_works)
  hence "((λx. cnj (f x)) has_vector_derivative cnj ?D) (at x within A)"
    by (rule has_vector_derivative_cnj)
  thus ?thesis using assms by (auto dest: vector_derivative_within)
qed

lemma vector_derivative_cnj:
  assumes "f differentiable at x"
  shows   "vector_derivative (λz. cnj (f z)) (at x) = cnj (vector_derivative f (at x))"
  using assms by (intro vector_derivative_cnj_within) auto

lemma
  shows open_halfspace_Re_lt: "open {z. Re(z) < b}"
    and open_halfspace_Re_gt: "open {z. Re(z) > b}"
    and closed_halfspace_Re_ge: "closed {z. Re(z) ≥ b}"
    and closed_halfspace_Re_le: "closed {z. Re(z) ≤ b}"
    and closed_halfspace_Re_eq: "closed {z. Re(z) = b}"
    and open_halfspace_Im_lt: "open {z. Im(z) < b}"
    and open_halfspace_Im_gt: "open {z. Im(z) > b}"
    and closed_halfspace_Im_ge: "closed {z. Im(z) ≥ b}"
    and closed_halfspace_Im_le: "closed {z. Im(z) ≤ b}"
    and closed_halfspace_Im_eq: "closed {z. Im(z) = b}"
  by (intro open_Collect_less closed_Collect_le closed_Collect_eq continuous_on_Re
            continuous_on_Im continuous_on_id continuous_on_const)+

lemma uncountable_halfspace_Im_gt: "uncountable {z. Im z > c}"
proof -
  obtain r where r: "r > 0" "ball ((c + 1) *🪙R i) r ⊆ {z. Im z > c}"
    using open_halfspace_Im_gt[of c] unfolding open_contains_ball by force
  then show ?thesis
    using countable_subset uncountable_ball by blast
qed

lemma uncountable_halfspace_Im_lt: "uncountable {z. Im z < c}"
proof -
  obtain r where r: "r > 0" "ball ((c - 1) *🪙R i) r ⊆ {z. Im z < c}"
    using open_halfspace_Im_lt[of c] unfolding open_contains_ball by force
  then show ?thesis
    using countable_subset uncountable_ball by blast
qed

lemma uncountable_halfspace_Re_gt: "uncountable {z. Re z > c}"
proof -
  obtain r where r: "r > 0" "ball (of_real(c + 1)) r ⊆ {z. Re z > c}"
    using open_halfspace_Re_gt[of c] unfolding open_contains_ball by force
  then show ?thesis
    using countable_subset uncountable_ball by blast
qed

lemma uncountable_halfspace_Re_lt: "uncountable {z. Re z < c}"
proof -
  obtain r where r: "r > 0" "ball (of_real(c - 1)) r ⊆ {z. Re z < c}"
    using open_halfspace_Re_lt[of c] unfolding open_contains_ball by force
  then show ?thesis
    using countable_subset uncountable_ball by blast
qed

lemma connected_halfspace_Im_gt [intro]: "connected {z. c < Im z}"
  by (intro convex_connected convex_halfspace_Im_gt)

lemma connected_halfspace_Im_lt [intro]: "connected {z. c > Im z}"
  by (intro convex_connected convex_halfspace_Im_lt)

lemma connected_halfspace_Re_gt [intro]: "connected {z. c < Re z}"
  by (intro convex_connected convex_halfspace_Re_gt)

lemma connected_halfspace_Re_lt [intro]: "connected {z. c > Re z}"
  by (intro convex_connected convex_halfspace_Re_lt)
  
lemma closed_complex_Reals: "closed (ℝ :: complex set)"
proof -
  have "(ℝ :: complex set) = {z. Im z = 0}"
    by (auto simp: complex_is_Real_iff)
  then show ?thesis
    by (metis closed_halfspace_Im_eq)
qed

lemma closed_Real_halfspace_Re_le: "closed (ℝ ∩ {w. Re w ≤ x})"
  by (simp add: closed_Int closed_complex_Reals closed_halfspace_Re_le)

lemma closed_nonpos_Reals_complex [simp]: "closed (ℝ🪙≤🪙0 :: complex set)"
proof -
  have "ℝ🪙≤🪙0 = ℝ ∩ {z. Re(z) ≤ 0}"
    using complex_nonpos_Reals_iff complex_is_Real_iff by auto
  then show ?thesis
    by (metis closed_Real_halfspace_Re_le)
qed

lemma closed_Real_halfspace_Re_ge: "closed (ℝ ∩ {w. x ≤ Re(w)})"
  using closed_halfspace_Re_ge
  by (simp add: closed_Int closed_complex_Reals)

lemma closed_nonneg_Reals_complex [simp]: "closed (ℝ🪙≥🪙0 :: complex set)"
proof -
  have "ℝ🪙≥🪙0 = ℝ ∩ {z. Re(z) ≥ 0}"
    using complex_nonneg_Reals_iff complex_is_Real_iff by auto
  then show ?thesis
    by (metis closed_Real_halfspace_Re_ge)
qed

lemma closed_real_abs_le: "closed {w ∈ ℝ. ∣Re w∣ ≤ r}"
proof -
  have "{w ∈ ℝ. ∣Re w∣ ≤ r} = (ℝ ∩ {w. Re w ≤ r}) ∩ (ℝ ∩ {w. Re w ≥ -r})"
    by auto
  then show "closed {w ∈ ℝ. ∣Re w∣ ≤ r}"
    by (simp add: closed_Int closed_Real_halfspace_Re_ge closed_Real_halfspace_Re_le)
qed

lemma real_lim:
  fixes l::complex
  assumes "(f ---> l) F" and "¬ trivial_limit F" and "eventually P F" and "∧a. P a ==> f a ∈ ℝ"
  shows  "l ∈ ℝ"
  using Lim_in_closed_set[OF closed_complex_Reals] assms
  by (smt (verit) eventually_mono)

lemma real_lim_sequentially:
  fixes l::complex
  shows "(f ---> l) sequentially ==> (∃N. ∀n≥N. f n ∈ ℝ) ==> l ∈ ℝ"
  by (rule real_lim [where F=sequentially]) (auto simp: eventually_sequentially)

lemma real_series:
  fixes l::complex
  shows "f sums l ==> (∧n. f n ∈ ℝ) ==> l ∈ ℝ"
  unfolding sums_def
  by (metis real_lim_sequentially sum_in_Reals)

lemma Lim_null_comparison_Re:
  assumes "eventually (λx. norm(f x) ≤ Re(g x)) F" "(g ---> 0) F" shows "(f ---> 0) F"
  using Lim_null_comparison assms tendsto_Re by fastforce

subsection‹Holomorphic functions›

definition🍋‹tag important› holomorphic_on :: "[complex ==> complex, complex set] ==> bool"
           (infixl ‹(holomorphic'_on)› 50)
  where "f holomorphic_on s ≡ ∀x∈s. f field_differentiable (at x within s)"

named_theorems🍋‹tag important› holomorphic_intros "structural introduction rules for holomorphic_on"

lemma holomorphic_onI [intro?]: "(∧x. x ∈ s ==> f field_differentiable (at x within s)) ==> f holomorphic_on s"
  by (simp add: holomorphic_on_def)

lemma holomorphic_onD [dest?]: "[f holomorphic_on s; x ∈ s] ==> f field_differentiable (at x within s)"
  by (simp add: holomorphic_on_def)

lemma holomorphic_on_imp_differentiable_on:
    "f holomorphic_on s ==> f differentiable_on s"
  unfolding holomorphic_on_def differentiable_on_def
  by (simp add: field_differentiable_imp_differentiable)

lemma holomorphic_on_imp_differentiable_at:
   "[f holomorphic_on s; open s; x ∈ s] ==> f field_differentiable (at x)"
using at_within_open holomorphic_on_def by fastforce

lemma holomorphic_on_empty [holomorphic_intros]: "f holomorphic_on {}"
  by (simp add: holomorphic_on_def)

lemma holomorphic_on_open:
    "open s ==> f holomorphic_on s ⟷ (∀x ∈ s. ∃f'. DERIV f x :> f')"
  by (auto simp: holomorphic_on_def field_differentiable_def has_field_derivative_def at_within_open [of _ s])

lemma holomorphic_on_UN_open:
  assumes "∧n. n ∈ I ==> f holomorphic_on A n" "∧n. n ∈ I ==> open (A n)"
  shows   "f holomorphic_on (∪n∈I. A n)"
  by (metis UN_E assms holomorphic_on_open open_UN)

lemma holomorphic_on_imp_continuous_on:
    "f holomorphic_on s ==> continuous_on s f"
  using differentiable_imp_continuous_on holomorphic_on_imp_differentiable_on by blast

lemma holomorphic_closedin_preimage_constant:
  assumes "f holomorphic_on D" 
  shows "closedin (top_of_set D) {z∈D. f z = a}"
  by (simp add: assms continuous_closedin_preimage_constant holomorphic_on_imp_continuous_on)

lemma holomorphic_closed_preimage_constant:
  assumes "f holomorphic_on UNIV" 
  shows "closed {z. f z = a}"
  using holomorphic_closedin_preimage_constant [OF assms] by simp

lemma holomorphic_on_subset [elim]:
    "f holomorphic_on s ==> t ⊆ s ==> f holomorphic_on t"
  unfolding holomorphic_on_def
  by (metis field_differentiable_within_subset subsetD)

lemma holomorphic_transform: "[f holomorphic_on s; ∧x. x ∈ s ==> f x = g x] ==> g holomorphic_on s"
  by (metis field_differentiable_transform_within linordered_field_no_ub holomorphic_on_def)

lemma holomorphic_cong: "s = t ==> (∧x. x ∈ s ==> f x = g x) ==> f holomorphic_on s ⟷ g holomorphic_on t"
  by (metis holomorphic_transform)

lemma holomorphic_on_linear [simp, holomorphic_intros]: "((*) c) holomorphic_on s"
  unfolding holomorphic_on_def by (metis field_differentiable_linear)

lemma holomorphic_on_const [simp, holomorphic_intros]: "(λz. c) holomorphic_on s"
  unfolding holomorphic_on_def by (metis field_differentiable_const)

lemma holomorphic_on_ident [simp, holomorphic_intros]: "(λx. x) holomorphic_on s"
  unfolding holomorphic_on_def by (metis field_differentiable_ident)

lemma holomorphic_on_id [simp, holomorphic_intros]: "id holomorphic_on s"
  unfolding id_def by (rule holomorphic_on_ident)

lemma constant_on_imp_holomorphic_on:
  assumes "f constant_on A"
  shows   "f holomorphic_on A"
  by (metis assms constant_on_def holomorphic_on_const holomorphic_transform)

lemma holomorphic_on_compose:
  "f holomorphic_on s ==> g holomorphic_on (f ` s) ==> (g ∘ f) holomorphic_on s"
  using field_differentiable_compose_within[of f _ s g]
  by (auto simp: holomorphic_on_def)

lemma holomorphic_on_compose_gen:
  "f holomorphic_on s ==> g holomorphic_on t ==> f ` s ⊆ t ==> (g ∘ f) holomorphic_on s"
  by (metis holomorphic_on_compose holomorphic_on_subset)

lemma holomorphic_on_balls_imp_entire:
  assumes "¬bdd_above A" "∧r. r ∈ A ==> f holomorphic_on ball c r"
  shows   "f holomorphic_on B"
proof (rule holomorphic_on_subset)
  show "f holomorphic_on UNIV" unfolding holomorphic_on_def
  proof
    fix z :: complex
    from ‹¬bdd_above A› obtain r where r: "r ∈ A" "r > norm (z - c)"
      by (meson bdd_aboveI not_le)
    with assms(2) have "f holomorphic_on ball c r" by blast
    moreover from r have "z ∈ ball c r" by (auto simp: dist_norm norm_minus_commute)
    ultimately show "f field_differentiable at z"
      by (auto simp: holomorphic_on_def at_within_open[of _ "ball c r"])
  qed
qed auto

lemma holomorphic_on_balls_imp_entire':
  assumes "∧r. r > 0 ==> f holomorphic_on ball c r"
  shows   "f holomorphic_on B"
proof (rule holomorphic_on_balls_imp_entire)  
  show "¬bdd_above {(0::real)<..}" unfolding bdd_above_def
    by (meson greaterThan_iff gt_ex less_le_not_le order_le_less_trans)
qed (use assms in auto)

lemma holomorphic_on_minus [holomorphic_intros]: "f holomorphic_on A ==> (λz. -(f z)) holomorphic_on A"
  by (metis field_differentiable_minus holomorphic_on_def)

lemma holomorphic_on_add [holomorphic_intros]:
  "[f holomorphic_on A; g holomorphic_on A] ==> (λz. f z + g z) holomorphic_on A"
  unfolding holomorphic_on_def by (metis field_differentiable_add)

lemma holomorphic_on_diff [holomorphic_intros]:
  "[f holomorphic_on A; g holomorphic_on A] ==> (λz. f z - g z) holomorphic_on A"
  unfolding holomorphic_on_def by (metis field_differentiable_diff)

lemma holomorphic_on_mult [holomorphic_intros]:
  "[f holomorphic_on A; g holomorphic_on A] ==> (λz. f z * g z) holomorphic_on A"
  unfolding holomorphic_on_def by (metis field_differentiable_mult)

lemma holomorphic_on_inverse [holomorphic_intros]:
  "[f holomorphic_on A; ∧z. z ∈ A ==> f z ≠ 0] ==> (λz. inverse (f z)) holomorphic_on A"
  unfolding holomorphic_on_def by (metis field_differentiable_inverse)

lemma holomorphic_on_divide [holomorphic_intros]:
  "[f holomorphic_on A; g holomorphic_on A; ∧z. z ∈ A ==> g z ≠ 0] ==> (λz. f z / g z) holomorphic_on A"
  unfolding holomorphic_on_def by (metis field_differentiable_divide)

lemma holomorphic_on_power [holomorphic_intros]:
  "f holomorphic_on A ==> (λz. (f z)^n) holomorphic_on A"
  unfolding holomorphic_on_def by (metis field_differentiable_power)

lemma holomorphic_on_power_int [holomorphic_intros]:
  assumes nz: "n ≥ 0 ∨ (∀x∈A. f x ≠ 0)" and f: "f holomorphic_on A"
  shows   "(λx. f x powi n) holomorphic_on A"
proof (cases "n ≥ 0")
  case True
  have "(λx. f x ^ nat n) holomorphic_on A"
    by (simp add: f holomorphic_on_power)
  with True show ?thesis
    by (simp add: power_int_def)
next
  case False
  hence "(λx. inverse (f x ^ nat (-n))) holomorphic_on A"
    using nz by (auto intro!: holomorphic_intros f)
  with False show ?thesis
    by (simp add: power_int_def power_inverse)
qed

lemma holomorphic_on_sum [holomorphic_intros]:
  "(∧i. i ∈ I ==> (f i) holomorphic_on A) ==> (λx. sum (λi. f i x) I) holomorphic_on A"
  unfolding holomorphic_on_def by (metis field_differentiable_sum)

lemma holomorphic_on_prod [holomorphic_intros]:
  "(∧i. i ∈ I ==> (f i) holomorphic_on A) ==> (λx. prod (λi. f i x) I) holomorphic_on A"
  by (induction I rule: infinite_finite_induct) (auto intro: holomorphic_intros)

lemma holomorphic_pochhammer [holomorphic_intros]:
  "f holomorphic_on A ==> (λs. pochhammer (f s) n) holomorphic_on A"
  by (induction n) (auto intro!: holomorphic_intros simp: pochhammer_Suc)

lemma holomorphic_on_scaleR [holomorphic_intros]:
  "f holomorphic_on A ==> (λx. c *🪙R f x) holomorphic_on A"
  by (auto simp: scaleR_conv_of_real intro!: holomorphic_intros)

lemma holomorphic_on_Un [holomorphic_intros]:
  assumes "f holomorphic_on A" "f holomorphic_on B" "open A" "open B"
  shows   "f holomorphic_on (A ∪ B)"
  by (metis Un_iff assms holomorphic_on_open open_Un)

lemma holomorphic_on_If_Un [holomorphic_intros]:
  assumes "f holomorphic_on A" "g holomorphic_on B" "open A" "open B"
  assumes "∧z. z ∈ A ==> z ∈ B ==> f z = g z"
  shows   "(λz. if z ∈ A then f z else g z) holomorphic_on (A ∪ B)" (is "?h holomorphic_on _")
proof (intro holomorphic_on_Un)
  note ‹f holomorphic_on A›
  also have "f holomorphic_on A ⟷ ?h holomorphic_on A"
    by (intro holomorphic_cong) auto
  finally show … .
next
  note ‹g holomorphic_on B›
  also have "g holomorphic_on B ⟷ ?h holomorphic_on B"
    using assms by (intro holomorphic_cong) auto
  finally show … .
qed (use assms in auto)

lemma holomorphic_derivI:
     "[f holomorphic_on S; open S; x ∈ S] ==> (f has_field_derivative deriv f x) (at x within T)"
  by (metis DERIV_deriv_iff_field_differentiable at_within_open  holomorphic_on_def has_field_derivative_at_within)

lemma complex_derivative_transform_within_open:
  "[f holomorphic_on s; g holomorphic_on s; open s; z ∈ s; ∧w. w ∈ s ==> f w = g w]
   ==> deriv f z = deriv g z"
  by (smt (verit) DERIV_imp_deriv has_field_derivative_transform_within_open holomorphic_on_open)

lemma holomorphic_on_compose_cnj_cnj:
  assumes "f holomorphic_on cnj ` A" "open A"
  shows   "cnj ∘ f ∘ cnj holomorphic_on A"
proof -
  have [simp]: "open (cnj ` A)"
    unfolding image_cnj_conv_vimage_cnj using assms by (intro open_vimage) auto
  show ?thesis
    using assms unfolding holomorphic_on_def
    by (auto intro!: field_differentiable_cnj_cnj simp: at_within_open_NO_MATCH)
qed
  
lemma holomorphic_nonconstant:
  assumes holf: "f holomorphic_on S" and "open S" "ξ ∈ S" "deriv f ξ ≠ 0"
    shows "¬ f constant_on S"
  by (rule nonzero_deriv_nonconstant [of f "deriv f ξ" ξ S])
    (use assms in ‹auto simp: holomorphic_derivI›)

subsection‹Analyticity on a set›

definition🍋‹tag important› analytic_on (infixl ‹(analytic'_on)› 50)
  where "f analytic_on S ≡ ∀x ∈ S. ∃ε. 0 < ε ∧ f holomorphic_on (ball x ε)"

named_theorems🍋‹tag important› analytic_intros "introduction rules for proving analyticity"

lemma analytic_imp_holomorphic: "f analytic_on S ==> f holomorphic_on S"
  unfolding analytic_on_def holomorphic_on_def
  using centre_in_ball field_differentiable_at_within field_differentiable_within_open by blast

lemma analytic_on_open: "open S ==> f analytic_on S ⟷ f holomorphic_on S"
  by (meson analytic_imp_holomorphic analytic_on_def holomorphic_on_subset openE)

lemma constant_on_imp_analytic_on:
  assumes "f constant_on A" "open A"
  shows "f analytic_on A"
  by (simp add: analytic_on_open assms constant_on_imp_holomorphic_on)

lemma analytic_on_imp_differentiable_at:
  "f analytic_on S ==> x ∈ S ==> f field_differentiable (at x)"
  using analytic_on_def holomorphic_on_imp_differentiable_at by auto

lemma analytic_at_imp_isCont:
  assumes "f analytic_on {z}"
  shows   "isCont f z"
  by (meson analytic_on_imp_differentiable_at assms field_differentiable_imp_continuous_at insertCI)

lemma analytic_at_neq_imp_eventually_neq:
  assumes "f analytic_on {x}" "f x ≠ c"
  shows   "eventually (λy. f y ≠ c) (at x)"
  using analytic_at_imp_isCont assms isContD tendsto_imp_eventually_ne by blast

lemma analytic_on_subset: "f analytic_on S ==> T ⊆ S ==> f analytic_on T"
  by (auto simp: analytic_on_def)

lemma analytic_on_Un: "f analytic_on (S ∪ T) ⟷ f analytic_on S ∧ f analytic_on T"
  by (auto simp: analytic_on_def)

lemma analytic_on_Union: "f analytic_on (∪T) ⟷ (∀T ∈ T. f analytic_on T)"
  by (auto simp: analytic_on_def)

lemma analytic_on_UN: "f analytic_on (∪i∈I. S i) ⟷ (∀i∈I. f analytic_on (S i))"
  by (auto simp: analytic_on_def)

lemma analytic_on_holomorphic:
  "f analytic_on S ⟷ (∃T. open T ∧ S ⊆ T ∧ f holomorphic_on T)"
  (is "?lhs = ?rhs")
proof -
  have "?lhs ⟷ (∃T. open T ∧ S ⊆ T ∧ f analytic_on T)"
  proof safe
    assume "f analytic_on S"
    then have "∀x ∈ ∪{U. open U ∧ f analytic_on U}. ∃ε>0. f holomorphic_on ball x ε"
      using analytic_on_def by force
    moreover have "S ⊆ ∪{U. open U ∧ f analytic_on U}"
      using ‹f analytic_on S›
      by (smt (verit, best) open_ball Union_iff analytic_on_def analytic_on_open centre_in_ball mem_Collect_eq subsetI)
    ultimately show "∃T. open T ∧ S ⊆ T ∧ f analytic_on T"
      unfolding analytic_on_def
      by (metis (mono_tags, lifting) mem_Collect_eq open_Union)
  next
    fix T
    assume "open T" "S ⊆ T" "f analytic_on T"
    then show "f analytic_on S"
        by (metis analytic_on_subset)
  qed
  also have "… ⟷ ?rhs"
    by (auto simp: analytic_on_open)
  finally show ?thesis .
qed

lemma analytic_on_linear [analytic_intros,simp]: "((*) c) analytic_on S"
  by (auto simp add: analytic_on_holomorphic)

lemma analytic_on_const [analytic_intros,simp]: "(λz. c) analytic_on S"
  by (metis analytic_on_def holomorphic_on_const zero_less_one)

lemma analytic_on_ident [analytic_intros,simp]: "(λx. x) analytic_on S"
  by (simp add: analytic_on_def gt_ex)

lemma analytic_on_id [analytic_intros]: "id analytic_on S"
  unfolding id_def by (rule analytic_on_ident)

lemma analytic_on_scaleR [analytic_intros]: "f analytic_on A ==> (λw. x *🪙R f w) analytic_on A"
  by (metis analytic_on_holomorphic holomorphic_on_scaleR)

lemma analytic_on_compose:
  assumes f: "f analytic_on S"
      and g: "g analytic_on (f ` S)"
    shows "(g ∘ f) analytic_on S"
unfolding analytic_on_def
proof (intro ballI)
  fix x
  assume x: "x ∈ S"
  then obtain e where e: "0 < e" and fh: "f holomorphic_on ball x e" using f
    by (metis analytic_on_def)
  obtain e' where e': "0 < e'" and gh: "g holomorphic_on ball (f x) e'" using g
    by (metis analytic_on_def g image_eqI x)
  have "isCont f x"
    by (metis analytic_on_imp_differentiable_at field_differentiable_imp_continuous_at f x)
  with e' obtain d where d: "0 < d" and fd: "f ` ball x d ⊆ ball (f x) e'"
     by (auto simp: continuous_at_ball)
  have "g ∘ f holomorphic_on ball x (min d e)"
    by (meson fd fh gh holomorphic_on_compose_gen holomorphic_on_subset image_mono min.cobounded1 min.cobounded2 subset_ball)
  then show "∃e>0. g ∘ f holomorphic_on ball x e"
    by (metis d e min_less_iff_conj)
qed

lemma analytic_on_compose_gen:
  "f analytic_on S ==> g analytic_on T ==> (∧z. z ∈ S ==> f z ∈ T)
             ==> g ∘ f analytic_on S"
  by (metis analytic_on_compose analytic_on_subset image_subset_iff)

lemma analytic_on_neg [analytic_intros]:
  "f analytic_on S ==> (λz. -(f z)) analytic_on S"
  by (metis analytic_on_holomorphic holomorphic_on_minus)

lemma analytic_on_add [analytic_intros]:
  assumes f: "f analytic_on S"
      and g: "g analytic_on S"
    shows "(λz. f z + g z) analytic_on S"
unfolding analytic_on_def
proof (intro ballI)
  fix z
  assume z: "z ∈ S"
  then obtain e where e: "0 < e" and fh: "f holomorphic_on ball z e" using f
    by (metis analytic_on_def)
  obtain e' where e': "0 < e'" and gh: "g holomorphic_on ball z e'" using g
    by (metis analytic_on_def g z)
  have "(λz. f z + g z) holomorphic_on ball z (min e e')"
    by (metis fh gh holomorphic_on_add holomorphic_on_subset linorder_linear min_def subset_ball)
  then show "∃e>0. (λz. f z + g z) holomorphic_on ball z e"
    by (metis e e' min_less_iff_conj)
qed

lemma analytic_on_mult [analytic_intros]:
  assumes f: "f analytic_on S"
      and g: "g analytic_on S"
    shows "(λz. f z * g z) analytic_on S"
unfolding analytic_on_def
proof (intro ballI)
  fix z
  assume z: "z ∈ S"
  then obtain e where e: "0 < e" and fh: "f holomorphic_on ball z e" using f
    by (metis analytic_on_def)
  obtain e' where e': "0 < e'" and gh: "g holomorphic_on ball z e'" using g
    by (metis analytic_on_def g z)
  have "(λz. f z * g z) holomorphic_on ball z (min e e')"
    by (metis fh gh holomorphic_on_mult holomorphic_on_subset min.absorb_iff2 min_def subset_ball)
  then show "∃e>0. (λz. f z * g z) holomorphic_on ball z e"
    by (metis e e' min_less_iff_conj)
qed

lemma analytic_on_diff [analytic_intros]:
  assumes f: "f analytic_on S" and g: "g analytic_on S"
  shows "(λz. f z - g z) analytic_on S"
proof -
  have "(λz. - g z) analytic_on S"
    by (simp add: analytic_on_neg g)
  then have "(λz. f z + - g z) analytic_on S"
    using analytic_on_add f by blast
  then show ?thesis
    by fastforce
qed

lemma analytic_on_inverse [analytic_intros]:
  assumes f: "f analytic_on S"
      and nz: "(∧z. z ∈ S ==> f z ≠ 0)"
    shows "(λz. inverse (f z)) analytic_on S"
unfolding analytic_on_def
proof (intro ballI)
  fix z
  assume z: "z ∈ S"
  then obtain e where e: "0 < e" and fh: "f holomorphic_on ball z e" using f
    by (metis analytic_on_def)
  have "continuous_on (ball z e) f"
    by (metis fh holomorphic_on_imp_continuous_on)
  then obtain e' where e': "0 < e'" and nz': "∧y. dist z y < e' ==> f y ≠ 0"
    by (metis open_ball centre_in_ball continuous_on_open_avoid e z nz)
  have "(λz. inverse (f z)) holomorphic_on ball z (min e e')"
    using fh holomorphic_on_inverse holomorphic_on_open nz' by fastforce
  then show "∃e>0. (λz. inverse (f z)) holomorphic_on ball z e"
    by (metis e e' min_less_iff_conj)
qed

lemma analytic_on_divide [analytic_intros]:
  assumes f: "f analytic_on S" and g: "g analytic_on S"
    and nz: "(∧z. z ∈ S ==> g z ≠ 0)"
  shows "(λz. f z / g z) analytic_on S"
  unfolding divide_inverse by (metis analytic_on_inverse analytic_on_mult f g nz)

lemma analytic_on_power [analytic_intros]:
  "f analytic_on S ==> (λz. (f z) ^ n) analytic_on S"
  by (induct n) (auto simp: analytic_on_mult)

lemma analytic_on_power_int [analytic_intros]:
  assumes nz: "n ≥ 0 ∨ (∀x∈A. f x ≠ 0)" and f: "f analytic_on A"
  shows   "(λx. f x powi n) analytic_on A"
proof (cases "n ≥ 0")
  case True
  have "(λx. f x ^ nat n) analytic_on A"
    using analytic_on_power f by blast
  with True show ?thesis
    by (simp add: power_int_def)
next
  case False
  hence "(λx. inverse (f x ^ nat (-n))) analytic_on A"
    using nz by (auto intro!: analytic_intros f)
  with False show ?thesis
    by (simp add: power_int_def power_inverse)
qed

lemma analytic_on_sum [analytic_intros]:
  "(∧i. i ∈ I ==> (f i) analytic_on S) ==> (λx. sum (λi. f i x) I) analytic_on S"
  by (induct I rule: infinite_finite_induct) (auto simp: analytic_on_add)

lemma analytic_on_prod [analytic_intros]:
  "(∧i. i ∈ I ==> (f i) analytic_on S) ==> (λx. prod (λi. f i x) I) analytic_on S"
  by (induct I rule: infinite_finite_induct) (auto simp: analytic_on_mult)

lemma analytic_on_gbinomial [analytic_intros]:
  "f analytic_on A ==> (λw. f w gchoose n) analytic_on A"
  unfolding gbinomial_prod_rev by (intro analytic_intros) auto

lemma deriv_left_inverse:
  assumes "f holomorphic_on S" and "g holomorphic_on T"
      and "open S" and "open T"
      and "f ` S ⊆ T"
      and [simp]: "∧z. z ∈ S ==> g (f z) = z"
      and "w ∈ S"
    shows "deriv f w * deriv g (f w) = 1"
proof -
  have "deriv f w * deriv g (f w) = deriv g (f w) * deriv f w"
    by (simp add: algebra_simps)
  also have "… = deriv (g ∘ f) w"
    using assms
    by (metis analytic_on_imp_differentiable_at analytic_on_open deriv_chain image_subset_iff)
  also have "… = deriv id w"
  proof (rule complex_derivative_transform_within_open [where s=S])
    show "g ∘ f holomorphic_on S"
      by (rule assms holomorphic_on_compose_gen holomorphic_intros)+
  qed (use assms in auto)
  also have "… = 1"
    by simp
  finally show ?thesis .
qed

subsection🍋‹tag unimportant›\<open>Analyticity at a point›

lemma analytic_at_ball:
  "f analytic_on {z} ⟷ (∃e. 0∧ f holomorphic_on ball z e)"
  by (metis analytic_on_def singleton_iff)

lemma analytic_at:
  "f analytic_on {z} ⟷ (∃s. open s ∧ z ∈ s ∧ f holomorphic_on s)"
  by (metis analytic_on_holomorphic empty_subsetI insert_subset)

lemma holomorphic_on_imp_analytic_at:
  assumes "f holomorphic_on A" "open A" "z ∈ A"
  shows   "f analytic_on {z}"
  using assms by (meson analytic_at)

lemma analytic_on_analytic_at:
  "f analytic_on s ⟷ (∀z ∈ s. f analytic_on {z})"
  by (metis analytic_at_ball analytic_on_def)

lemma analytic_at_two:
  "f analytic_on {z} ∧ g analytic_on {z} ⟷
   (∃S. open S ∧ z ∈ S ∧ f holomorphic_on S ∧ g holomorphic_on S)"
  (is "?lhs = ?rhs")
proof
  assume ?lhs
  then obtain S T
    where st: "open S" "z ∈ S" "f holomorphic_on S"
              "open T" "z ∈ T" "g holomorphic_on T"
    by (auto simp: analytic_at)
  then show ?rhs
    by (metis Int_iff holomorphic_on_subset inf_le1 inf_le2 open_Int)
next
  assume ?rhs
  then show ?lhs
    by (force simp add: analytic_at)
qed

subsection🍋‹tag unimportant›\<open>Combining theorems for derivative with ``analytic at'' hypotheses›

lemma
  assumes "f analytic_on {z}" "g analytic_on {z}"
  shows complex_derivative_add_at: "deriv (λw. f w + g w) z = deriv f z + deriv g z"
    and complex_derivative_diff_at: "deriv (λw. f w - g w) z = deriv f z - deriv g z"
    and complex_derivative_mult_at: "deriv (λw. f w * g w) z =
           f z * deriv g z + deriv f z * g z"
proof -
  show "deriv (λw. f w + g w) z = deriv f z + deriv g z"
    using analytic_on_imp_differentiable_at assms by auto
  show "deriv (λw. f w - g w) z = deriv f z - deriv g z"
    using analytic_on_imp_differentiable_at assms by force
  obtain S where "open S" "z ∈ S" "f holomorphic_on S" "g holomorphic_on S"
    using assms by (metis analytic_at_two)
  then show "deriv (λw. f w * g w) z = f z * deriv g z + deriv f z * g z"
    by (simp add: DERIV_imp_deriv [OF DERIV_mult'] holomorphic_derivI)
qed

lemma deriv_cmult_at:
  "f analytic_on {z} ==> deriv (λw. c * f w) z = c * deriv f z"
  by (auto simp: complex_derivative_mult_at)

lemma deriv_cmult_right_at:
  "f analytic_on {z} ==> deriv (λw. f w * c) z = deriv f z * c"
  by (auto simp: complex_derivative_mult_at)

subsection🍋‹tag unimportant›\<open>Complex differentiation of sequences and series›

(* TODO: Could probably be simplified using Uniform_Limit *)
lemma has_complex_derivative_sequence:
  fixes S :: "complex set"
  assumes cvs: "convex S"
      and df:  "∧n x. x ∈ S ==> (f n has_field_derivative f' n x) (at x within S)"
      and conv: "∧e. 0 < e ==> ∃N. ∀n x. n ≥ N ⟶ x ∈ S ⟶ norm (f' n x - g' x) ≤ e"
      and "∃x l. x ∈ S ∧ ((λn. f n x) ---> l) sequentially"
    shows "∃g. ∀x ∈ S. ((λn. f n x) ---> g x) sequentially ∧
                       (g has_field_derivative (g' x)) (at x within S)"
proof -
  from assms obtain x l where x: "x ∈ S" and tf: "((λn. f n x) ---> l) sequentially"
    by blast
  show ?thesis
    unfolding has_field_derivative_def
  proof (rule has_derivative_sequence [OF cvs _ _ x])
    show "(λn. f n x) <---- l"
      by (rule tf)
  next 
    have **: "∃N. ∀n≥N. ∀x∈S. ∀h. cmod (f' n x * h - g' x * h) ≤ ε * cmod h"
      if "ε > 0" for ε::real 
      by (metis that left_diff_distrib mult_right_mono norm_ge_zero norm_mult conv)
    show "∧e. e > 0 ==> ∀🪙F n in sequentially. ∀x∈S. ∀h. cmod (f' n x * h - g' x * h) ≤ e * cmod h"
      unfolding eventually_sequentially by (blast intro: **)
  qed (metis has_field_derivative_def df)
qed

lemma has_complex_derivative_series:
  fixes S :: "complex set"
  assumes cvs: "convex S"
      and df:  "∧n x. x ∈ S ==> (f n has_field_derivative f' n x) (at x within S)"
      and conv: "∧e. 0 < e ==> ∃N. ∀n x. n ≥ N ⟶ x ∈ S
                ⟶ cmod ((∑i≤ e"
      and "∃x l. x ∈ S ∧ ((λn. f n x) sums l)"
    shows "∃g. ∀x ∈ S. ((λn. f n x) sums g x) ∧ ((g has_field_derivative g' x) (at x within S))"
proof -
  from assms obtain x l where x: "x ∈ S" and sf: "((λn. f n x) sums l)"
    by blast
  { fix ε::real assume e: "ε > 0"
    then obtain N where N: "∀n x. n ≥ N ⟶ x ∈ S
            ⟶ cmod ((∑i≤ ε"
      by (metis conv)
    have "∃N. ∀n≥N. ∀x∈S. ∀h. cmod ((∑i≤ ε * cmod h"
    proof (rule exI [of _ N], clarify)
      fix n y h
      assume "N ≤ n" "y ∈ S"
      have "cmod h * cmod ((∑i≤ cmod h * ε"
        by (simp add: N ‹N ≤ n› ‹y ∈ S› mult_le_cancel_left)
      then show "cmod ((∑i≤ ε * cmod h"
        by (simp add: norm_mult [symmetric] field_simps sum_distrib_left)
    qed
  } note ** = this
  show ?thesis
  unfolding has_field_derivative_def
  proof (rule has_derivative_series [OF cvs _ _ x])
    fix n x
    assume "x ∈ S"
    then show "((f n) has_derivative (λz. z * f' n x)) (at x within S)"
      by (metis df has_field_derivative_def mult_commute_abs)
  next show " ((λn. f n x) sums l)"
    by (rule sf)
  next show "∧e. e>0 ==> ∀🪙F n in sequentially. ∀x∈S. ∀h. cmod ((∑i≤ e * cmod h"
      unfolding eventually_sequentially by (blast intro: **)
  qed
qed

subsection🍋‹tag unimportant› ‹Taylor on Complex Numbers›

lemma sum_Suc_reindex:
  fixes f :: "nat ==> 'a::ab_group_add"
  shows "sum f {0..n} = f 0 - f (Suc n) + sum (λi. f (Suc i)) {0..n}"
  by (induct n) auto

lemma field_Taylor:
  assumes S: "convex S"
      and f: "∧i x. x ∈ S ==> i ≤ n ==> (f i has_field_derivative f (Suc i) x) (at x within S)"
      and B: "∧x. x ∈ S ==> norm (f (Suc n) x) ≤ B"
      and w: "w ∈ S"
      and z: "z ∈ S"
    shows "norm(f 0 z - (∑i≤n. f i w * (z-w) ^ i / (fact i)))
          ≤ B * norm(z - w)^(Suc n) / fact n"
proof -
  have wzs: "closed_segment w z ⊆ S" using assms
    by (metis convex_contains_segment)
  { fix u
    assume "u ∈ closed_segment w z"
    then have "u ∈ S"
      by (metis wzs subsetD)
    have *: "(∑i≤n. f i u * (- of_nat i * (z-u)^(i - 1)) / (fact i) +
                      f (Suc i) u * (z-u)^i / (fact i)) =
              f (Suc n) u * (z-u) ^ n / (fact n)"
    proof (induction n)
      case 0 show ?case by simp
    next
      case (Suc n)
      have "(∑i≤Suc n. f i u * (- of_nat i * (z-u) ^ (i - 1)) / (fact i) +
                             f (Suc i) u * (z-u) ^ i / (fact i)) =
           f (Suc n) u * (z-u) ^ n / (fact n) +
           f (Suc (Suc n)) u * ((z-u) * (z-u) ^ n) / (fact (Suc n)) -
           f (Suc n) u * ((1 + of_nat n) * (z-u) ^ n) / (fact (Suc n))"
        using Suc by simp
      also have "… = f (Suc (Suc n)) u * (z-u) ^ Suc n / (fact (Suc n))"
      proof -
        have "(fact(Suc n)) *
             (f(Suc n) u *(z-u) ^ n / (fact n) +
               f(Suc(Suc n)) u *((z-u) *(z-u) ^ n) / (fact(Suc n)) -
               f(Suc n) u *((1 + of_nat n) *(z-u) ^ n) / (fact(Suc n))) =
            ((fact(Suc n)) *(f(Suc n) u *(z-u) ^ n)) / (fact n) +
            ((fact(Suc n)) *(f(Suc(Suc n)) u *((z-u) *(z-u) ^ n)) / (fact(Suc n))) -
            ((fact(Suc n)) *(f(Suc n) u *(of_nat(Suc n) *(z-u) ^ n))) / (fact(Suc n))"
          by (simp add: algebra_simps del: fact_Suc)
        also have "… = ((fact (Suc n)) * (f (Suc n) u * (z-u) ^ n)) / (fact n) +
                         (f (Suc (Suc n)) u * ((z-u) * (z-u) ^ n)) -
                         (f (Suc n) u * ((1 + of_nat n) * (z-u) ^ n))"
          by (simp del: fact_Suc)
        also have "… = (of_nat (Suc n) * (f (Suc n) u * (z-u) ^ n)) +
                         (f (Suc (Suc n)) u * ((z-u) * (z-u) ^ n)) -
                         (f (Suc n) u * ((1 + of_nat n) * (z-u) ^ n))"
          by (simp only: fact_Suc of_nat_mult ac_simps) simp
        also have "… = f (Suc (Suc n)) u * ((z-u) * (z-u) ^ n)"
          by (simp add: algebra_simps)
        finally show ?thesis
        by (simp add: mult_left_cancel [where c = "(fact (Suc n))", THEN iffD1] del: fact_Suc)
      qed
      finally show ?case .
    qed
    have "((λv. (∑i≤n. f i v * (z - v)^i / (fact i)))
                has_field_derivative f (Suc n) u * (z-u) ^ n / (fact n))
               (at u within S)"
      unfolding * [symmetric]
      by (rule derivative_eq_intros assms ‹u ∈ S› refl | auto simp: field_simps)+
  } note sum_deriv = this
  { fix u
    assume u: "u ∈ closed_segment w z"
    then have us: "u ∈ S"
      by (metis wzs subsetD)
    have "norm (f (Suc n) u) * norm (z - u) ^ n ≤ norm (f (Suc n) u) * norm (u - z) ^ n"
      by (metis norm_minus_commute order_refl)
    also have "… ≤ norm (f (Suc n) u) * norm (z - w) ^ n"
      by (metis mult_left_mono norm_ge_zero power_mono segment_bound [OF u])
    also have "… ≤ B * norm (z - w) ^ n"
      by (metis norm_ge_zero zero_le_power mult_right_mono  B [OF us])
    finally have "norm (f (Suc n) u) * norm (z - u) ^ n ≤ B * norm (z - w) ^ n" .
  } note cmod_bound = this
  have "(∑i≤n. f i z * (z - z) ^ i / (fact i)) = (∑i≤n. (f i z / (fact i)) * 0 ^ i)"
    by simp
  also have "… = f 0 z / (fact 0)"
    by (subst sum_zero_power) simp
  finally have "norm (f 0 z - (∑i≤n. f i w * (z - w) ^ i / (fact i)))
                ≤ norm ((∑i≤n. f i w * (z - w) ^ i / (fact i)) -
                        (∑i≤n. f i z * (z - z) ^ i / (fact i)))"
    by (simp add: norm_minus_commute)
  also have "… ≤ B * norm (z - w) ^ n / (fact n) * norm (w - z)"
  proof (rule field_differentiable_bound)
    show "∧x. x ∈ closed_segment w z ==>
          ((λξ. ∑i≤n. f i ξ * (z - ξ) ^ i / fact i) has_field_derivative f (Suc n) x * (z - x) ^ n / fact n)
           (at x within closed_segment w z)"
      using DERIV_subset sum_deriv wzs by blast
  qed (auto simp: norm_divide norm_mult norm_power divide_le_cancel cmod_bound)
  also have "… ≤ B * norm (z - w) ^ Suc n / (fact n)"
    by (simp add: algebra_simps norm_minus_commute)
  finally show ?thesis .
qed

lemma complex_Taylor:
  assumes S: "convex S"
      and f: "∧i x. x ∈ S ==> i ≤ n ==> (f i has_field_derivative f (Suc i) x) (at x within S)"
      and B: "∧x. x ∈ S ==> cmod (f (Suc n) x) ≤ B"
      and w: "w ∈ S"
      and z: "z ∈ S"
    shows "cmod(f 0 z - (∑i≤n. f i w * (z-w) ^ i / (fact i))) ≤ B * cmod(z - w)^(Suc n) / fact n"
  using assms by (rule field_Taylor)


text‹Something more like the traditional MVT for real components›

lemma complex_mvt_line:
  assumes "∧u. u ∈ closed_segment w z ==> (f has_field_derivative f'(u)) (at u)"
    shows "∃u. u ∈ closed_segment w z ∧ Re(f z) - Re(f w) = Re(f'(u) * (z - w))"
proof -
  define φ where "φ ≡ λt. (1 - t) *🪙R w + t *🪙R z"
  have twz: "∧t. φ t = w + t *🪙R (z - w)"
    by (simp add: φ_def real_vector.scale_left_diff_distrib real_vector.scale_right_diff_distrib)
  note assms[unfolded has_field_derivative_def, derivative_intros]
  have *: "∧x. [0 ≤ x; x ≤ 1]
        ==> (Re ∘ f ∘ φ has_derivative Re ∘ (*) (f' (φ x)) ∘ (λt. t *🪙R (z - w)))
            (at x within {0..1})"
    unfolding φ_def
    by (intro derivative_eq_intros has_derivative_at_withinI) 
       (auto simp: in_segment scaleR_right_diff_distrib)
  obtain x where "0 "x<1" "(Re ∘ f ∘ φ) 1 -
       (Re ∘ f ∘ φ) 0 = (Re ∘ (*) (f' (φ x)) ∘ (λt. t *🪙R (z - w))) (1 - 0)"
    using mvt_simple [OF zero_less_one *] by force
  then show ?thesis
    unfolding φ_def
    by (smt (verit) comp_apply in_segment(1) scaleR_left_distrib scaleR_one scaleR_zero_left)
qed

lemma complex_Taylor_mvt:
  assumes "∧i x. [x ∈ closed_segment w z; i ≤ n] ==> ((f i) has_field_derivative f (Suc i) x) (at x)"
    shows "∃u. u ∈ closed_segment w z ∧
            Re (f 0 z) =
            Re ((∑i = 0..n. f i w * (z - w) ^ i / (fact i)) +
                (f (Suc n) u * (z-u)^n / (fact n)) * (z - w))"
proof -
  { fix u
    assume u: "u ∈ closed_segment w z"
    have "(∑i = 0..n.
               (f (Suc i) u * (z-u) ^ i - of_nat i * (f i u * (z-u) ^ (i - Suc 0))) /
               (fact i)) =
          f (Suc 0) u -
             (f (Suc (Suc n)) u * ((z-u) ^ Suc n) - (of_nat (Suc n)) * (z-u) ^ n * f (Suc n) u) /
             (fact (Suc n)) +
             (∑i = 0..n.
                 (f (Suc (Suc i)) u * ((z-u) ^ Suc i) - of_nat (Suc i) * (f (Suc i) u * (z-u) ^ i)) /
                 (fact (Suc i)))"
       by (subst sum_Suc_reindex) simp
    also have "… = f (Suc 0) u -
             (f (Suc (Suc n)) u * ((z-u) ^ Suc n) - (of_nat (Suc n)) * (z-u) ^ n * f (Suc n) u) /
             (fact (Suc n)) +
             (∑i = 0..n.
                 f (Suc (Suc i)) u * ((z-u) ^ Suc i) / (fact (Suc i)) -
                 f (Suc i) u * (z-u) ^ i / (fact i))"
      by (simp only: diff_divide_distrib fact_cancel ac_simps)
    also have "… = f (Suc 0) u -
             (f (Suc (Suc n)) u * (z-u) ^ Suc n - of_nat (Suc n) * (z-u) ^ n * f (Suc n) u) /
             (fact (Suc n)) +
             f (Suc (Suc n)) u * (z-u) ^ Suc n / (fact (Suc n)) - f (Suc 0) u"
      by (subst sum_Suc_diff) auto
    also have "… = f (Suc n) u * (z-u) ^ n / (fact n)"
      by (simp only: algebra_simps diff_divide_distrib fact_cancel)
    finally have *: "(∑i = 0..n. (f (Suc i) u * (z - u) ^ i
                             - of_nat i * (f i u * (z-u) ^ (i - Suc 0))) / (fact i)) =
                  f (Suc n) u * (z - u) ^ n / (fact n)" .
    have "((λu. ∑i = 0..n. f i u * (z - u) ^ i / (fact i)) has_field_derivative
                f (Suc n) u * (z - u) ^ n / (fact n)) (at u)"
      unfolding * [symmetric]
      by (rule derivative_eq_intros assms u refl | auto simp: field_simps)+
  }
  then show ?thesis
    apply (cut_tac complex_mvt_line [of w z "λu. ∑i = 0..n. f i u * (z-u) ^ i / (fact i)"
               "λu. (f (Suc n) u * (z-u)^n / (fact n))"])
    apply (auto simp add: intro: open_closed_segment)
    done
qed


end