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Basic.lean
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1129 lines (966 loc) · 55.8 KB
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/-
Copyright (c) 2020 Sébastien Gouëzel. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Sébastien Gouëzel, Yury Kudryashov
-/
module
public import Mathlib.Analysis.Analytic.ConvergenceRadius
public import Mathlib.Topology.Algebra.InfiniteSum.Module
/-!
# Analytic functions
A function is analytic in one dimension around `0` if it can be written as a converging power series
`Σ pₙ zⁿ`. This definition can be extended to any dimension (even in infinite dimension) by
requiring that `pₙ` is a continuous `n`-multilinear map. In general, `pₙ` is not unique (in two
dimensions, taking `p₂ (x, y) (x', y') = x y'` or `y x'` gives the same map when applied to a
vector `(x, y) (x, y)`). A way to guarantee uniqueness is to take a symmetric `pₙ`, but this is not
always possible in nonzero characteristic (in characteristic 2, the previous example has no
symmetric representative). Therefore, we do not insist on symmetry or uniqueness in the definition,
and we only require the existence of a converging series.
The general framework is important to say that the exponential map on bounded operators on a Banach
space is analytic, as well as the inverse on invertible operators.
## Main definitions
Let `p` be a formal multilinear series from `E` to `F`, i.e., `p n` is a multilinear map on `E^n`
for `n : ℕ`.
* `HasFPowerSeriesOnBall f p x r`: on the ball of center `x` with radius `r`,
`f (x + y) = ∑'_n pₙ yⁿ`.
* `HasFPowerSeriesAt f p x`: on some ball of center `x` with positive radius, holds
`HasFPowerSeriesOnBall f p x r`.
* `AnalyticAt 𝕜 f x`: there exists a power series `p` such that holds `HasFPowerSeriesAt f p x`.
* `AnalyticOnNhd 𝕜 f s`: the function `f` is analytic at every point of `s`.
We also define versions of `HasFPowerSeriesOnBall`, `AnalyticAt`, and `AnalyticOnNhd` restricted to
a set, similar to `ContinuousWithinAt`.
See `Mathlib/Analysis/Analytic/Within.lean` for basic properties.
* `AnalyticWithinAt 𝕜 f s x` means a power series at `x` converges to `f` on `𝓝[s ∪ {x}] x`.
* `AnalyticOn 𝕜 f s t` means `∀ x ∈ t, AnalyticWithinAt 𝕜 f s x`.
We develop the basic properties of these notions, notably:
* If a function admits a power series, it is continuous (see
`HasFPowerSeriesOnBall.continuousOn` and `HasFPowerSeriesAt.continuousAt` and
`AnalyticAt.continuousAt`).
* In a complete space, the sum of a formal power series with positive radius is well defined on the
disk of convergence, see `FormalMultilinearSeries.hasFPowerSeriesOnBall`.
-/
@[expose] public section
variable {𝕜 E F G : Type*}
variable [NontriviallyNormedField 𝕜] [NormedAddCommGroup E] [NormedSpace 𝕜 E]
[NormedAddCommGroup F] [NormedSpace 𝕜 F] [NormedAddCommGroup G] [NormedSpace 𝕜 G]
open Topology NNReal Filter ENNReal Set Asymptotics
open scoped Pointwise
/-! ### Expanding a function as a power series -/
section
variable {f g : E → F} {p pf : FormalMultilinearSeries 𝕜 E F} {s t : Set E} {x : E} {r r' : ℝ≥0∞}
/-- Given a function `f : E → F` and a formal multilinear series `p`, we say that `f` has `p` as
a power series on the ball of radius `r > 0` around `x` if `f (x + y) = ∑' pₙ yⁿ` for all `‖y‖ < r`.
-/
structure HasFPowerSeriesOnBall (f : E → F) (p : FormalMultilinearSeries 𝕜 E F) (x : E) (r : ℝ≥0∞) :
Prop where
r_le : r ≤ p.radius
r_pos : 0 < r
hasSum :
∀ {y}, y ∈ Metric.eball (0 : E) r → HasSum (fun n : ℕ => p n fun _ : Fin n => y) (f (x + y))
/-- Analogue of `HasFPowerSeriesOnBall` where convergence is required only on a set `s`. We also
require convergence at `x` as the behavior of this notion is very bad otherwise. -/
structure HasFPowerSeriesWithinOnBall (f : E → F) (p : FormalMultilinearSeries 𝕜 E F) (s : Set E)
(x : E) (r : ℝ≥0∞) : Prop where
/-- `p` converges on `ball 0 r` -/
r_le : r ≤ p.radius
/-- The radius of convergence is positive -/
r_pos : 0 < r
/-- `p converges to f` within `s` -/
hasSum : ∀ {y}, x + y ∈ insert x s → y ∈ Metric.eball (0 : E) r →
HasSum (fun n : ℕ => p n fun _ : Fin n => y) (f (x + y))
/-- Given a function `f : E → F` and a formal multilinear series `p`, we say that `f` has `p` as
a power series around `x` if `f (x + y) = ∑' pₙ yⁿ` for all `y` in a neighborhood of `0`. -/
def HasFPowerSeriesAt (f : E → F) (p : FormalMultilinearSeries 𝕜 E F) (x : E) :=
∃ r, HasFPowerSeriesOnBall f p x r
/-- Analogue of `HasFPowerSeriesAt` where convergence is required only on a set `s`. -/
def HasFPowerSeriesWithinAt (f : E → F) (p : FormalMultilinearSeries 𝕜 E F) (s : Set E) (x : E) :=
∃ r, HasFPowerSeriesWithinOnBall f p s x r
-- Teach the `bound` tactic that power series have positive radius
attribute [bound_forward] HasFPowerSeriesOnBall.r_pos HasFPowerSeriesWithinOnBall.r_pos
variable (𝕜)
/-- Given a function `f : E → F`, we say that `f` is analytic at `x` if it admits a convergent power
series expansion around `x`. -/
@[fun_prop]
def AnalyticAt (f : E → F) (x : E) :=
∃ p : FormalMultilinearSeries 𝕜 E F, HasFPowerSeriesAt f p x
/-- `f` is analytic within `s` at `x` if it has a power series at `x` that converges on `𝓝[s] x` -/
def AnalyticWithinAt (f : E → F) (s : Set E) (x : E) : Prop :=
∃ p : FormalMultilinearSeries 𝕜 E F, HasFPowerSeriesWithinAt f p s x
/-- Given a function `f : E → F`, we say that `f` is analytic on a set `s` if it is analytic around
every point of `s`. -/
def AnalyticOnNhd (f : E → F) (s : Set E) :=
∀ x, x ∈ s → AnalyticAt 𝕜 f x
/-- `f` is analytic within `s` if it is analytic within `s` at each point of `s`. Note that
this is weaker than `AnalyticOnNhd 𝕜 f s`, as `f` is allowed to be arbitrary outside `s`. -/
def AnalyticOn (f : E → F) (s : Set E) : Prop :=
∀ x ∈ s, AnalyticWithinAt 𝕜 f s x
/-!
### `HasFPowerSeriesOnBall` and `HasFPowerSeriesWithinOnBall`
-/
variable {𝕜}
theorem HasFPowerSeriesOnBall.hasFPowerSeriesAt (hf : HasFPowerSeriesOnBall f p x r) :
HasFPowerSeriesAt f p x :=
⟨r, hf⟩
theorem HasFPowerSeriesAt.analyticAt (hf : HasFPowerSeriesAt f p x) : AnalyticAt 𝕜 f x :=
⟨p, hf⟩
theorem HasFPowerSeriesOnBall.analyticAt (hf : HasFPowerSeriesOnBall f p x r) : AnalyticAt 𝕜 f x :=
hf.hasFPowerSeriesAt.analyticAt
theorem HasFPowerSeriesWithinOnBall.hasFPowerSeriesWithinAt
(hf : HasFPowerSeriesWithinOnBall f p s x r) : HasFPowerSeriesWithinAt f p s x :=
⟨r, hf⟩
theorem HasFPowerSeriesWithinAt.analyticWithinAt (hf : HasFPowerSeriesWithinAt f p s x) :
AnalyticWithinAt 𝕜 f s x := ⟨p, hf⟩
theorem HasFPowerSeriesWithinOnBall.analyticWithinAt (hf : HasFPowerSeriesWithinOnBall f p s x r) :
AnalyticWithinAt 𝕜 f s x :=
hf.hasFPowerSeriesWithinAt.analyticWithinAt
/-- If a function `f` has a power series `p` around `x`, then the function `z ↦ f (z - y)` has the
same power series around `x + y`. -/
theorem HasFPowerSeriesOnBall.comp_sub (hf : HasFPowerSeriesOnBall f p x r) (y : E) :
HasFPowerSeriesOnBall (fun z => f (z - y)) p (x + y) r :=
{ r_le := hf.r_le
r_pos := hf.r_pos
hasSum := fun {z} hz => by
convert hf.hasSum hz using 2
abel }
theorem HasFPowerSeriesWithinOnBall.comp_sub (hf : HasFPowerSeriesWithinOnBall f p s x r) (y : E) :
HasFPowerSeriesWithinOnBall (fun z ↦ f (z - y)) p (s + {y}) (x + y) r where
r_le := hf.r_le
r_pos := hf.r_pos
hasSum {z} hz1 hz2 := by
have : x + z ∈ insert x s := by
simp only [add_singleton, image_add_right, mem_insert_iff, add_eq_left, mem_preimage] at hz1 ⊢
abel_nf at hz1
assumption
convert hf.hasSum this hz2 using 2
abel
theorem HasFPowerSeriesAt.comp_sub (hf : HasFPowerSeriesAt f p x) (y : E) :
HasFPowerSeriesAt (fun z ↦ f (z - y)) p (x + y) := by
obtain ⟨r, hf⟩ := hf
exact ⟨r, hf.comp_sub _⟩
theorem HasFPowerSeriesWithinAt.comp_sub (hf : HasFPowerSeriesWithinAt f p s x) (y : E) :
HasFPowerSeriesWithinAt (fun z ↦ f (z - y)) p (s + {y}) (x + y) := by
obtain ⟨r, hf⟩ := hf
exact ⟨r, hf.comp_sub _⟩
theorem AnalyticAt.comp_sub (hf : AnalyticAt 𝕜 f x) (y : E) :
AnalyticAt 𝕜 (fun z ↦ f (z - y)) (x + y) := by
obtain ⟨p, hf⟩ := hf
exact ⟨p, hf.comp_sub _⟩
theorem AnalyticOnNhd.comp_sub (hf : AnalyticOnNhd 𝕜 f s) (y : E) :
AnalyticOnNhd 𝕜 (fun z ↦ f (z - y)) (s + {y}) := by
intro x hx
simp only [add_singleton, image_add_right, mem_preimage] at hx
rw [show x = (x - y) + y by abel]
apply (hf (x - y) (by convert hx using 1; abel)).comp_sub
theorem AnalyticWithinAt.comp_sub (hf : AnalyticWithinAt 𝕜 f s x) (y : E) :
AnalyticWithinAt 𝕜 (fun z ↦ f (z - y)) (s + {y}) (x + y) := by
obtain ⟨p, hf⟩ := hf
exact ⟨p, hf.comp_sub _⟩
theorem AnalyticOn.comp_sub (hf : AnalyticOn 𝕜 f s) (y : E) :
AnalyticOn 𝕜 (fun z ↦ f (z - y)) (s + {y}) := by
intro x hx
simp only [add_singleton, image_add_right, mem_preimage] at hx
rw [show x = (x - y) + y by abel]
apply (hf (x - y) (by convert hx using 1; abel)).comp_sub
theorem HasFPowerSeriesWithinOnBall.hasSum_sub (hf : HasFPowerSeriesWithinOnBall f p s x r) {y : E}
(hy : y ∈ (insert x s) ∩ Metric.eball x r) :
HasSum (fun n : ℕ => p n fun _ => y - x) (f y) := by
have : y - x ∈ Metric.eball 0 r := by simpa [edist_eq_enorm_sub] using hy.2
simpa only [add_sub_cancel] using hf.hasSum (by simpa only [add_sub_cancel] using hy.1) this
theorem HasFPowerSeriesOnBall.hasSum_sub (hf : HasFPowerSeriesOnBall f p x r) {y : E}
(hy : y ∈ Metric.eball x r) : HasSum (fun n : ℕ => p n fun _ => y - x) (f y) := by
have : y - x ∈ Metric.eball 0 r := by simpa [edist_eq_enorm_sub] using hy
simpa only [add_sub_cancel] using hf.hasSum this
theorem HasFPowerSeriesOnBall.radius_pos (hf : HasFPowerSeriesOnBall f p x r) : 0 < p.radius :=
lt_of_lt_of_le hf.r_pos hf.r_le
theorem HasFPowerSeriesWithinOnBall.radius_pos (hf : HasFPowerSeriesWithinOnBall f p s x r) :
0 < p.radius :=
lt_of_lt_of_le hf.r_pos hf.r_le
theorem HasFPowerSeriesAt.radius_pos (hf : HasFPowerSeriesAt f p x) : 0 < p.radius :=
let ⟨_, hr⟩ := hf
hr.radius_pos
theorem HasFPowerSeriesWithinOnBall.of_le
(hf : HasFPowerSeriesWithinOnBall f p s x r) (r'_pos : 0 < r') (hr : r' ≤ r) :
HasFPowerSeriesWithinOnBall f p s x r' :=
⟨le_trans hr hf.1, r'_pos, fun hy h'y => hf.hasSum hy (Metric.eball_subset_eball hr h'y)⟩
theorem HasFPowerSeriesOnBall.mono (hf : HasFPowerSeriesOnBall f p x r) (r'_pos : 0 < r')
(hr : r' ≤ r) : HasFPowerSeriesOnBall f p x r' :=
⟨le_trans hr hf.1, r'_pos, fun hy => hf.hasSum (Metric.eball_subset_eball hr hy)⟩
/-- Variant of `HasFPowerSeriesWithinOnBall.congr` in which one requests equality on `insert x s`
instead of separating `x` and `s`. -/
lemma HasFPowerSeriesWithinOnBall.congr' {f g : E → F} {p : FormalMultilinearSeries 𝕜 E F}
{s : Set E} {x : E} {r : ℝ≥0∞} (h : HasFPowerSeriesWithinOnBall f p s x r)
(h' : EqOn g f (insert x s ∩ Metric.eball x r)) :
HasFPowerSeriesWithinOnBall g p s x r := by
refine ⟨h.r_le, h.r_pos, fun {y} hy h'y ↦ ?_⟩
convert h.hasSum hy h'y using 1
exact h' ⟨hy, by simpa [edist_eq_enorm_sub] using h'y⟩
lemma HasFPowerSeriesWithinOnBall.congr {f g : E → F} {p : FormalMultilinearSeries 𝕜 E F}
{s : Set E} {x : E} {r : ℝ≥0∞} (h : HasFPowerSeriesWithinOnBall f p s x r)
(h' : EqOn g f (s ∩ Metric.eball x r)) (h'' : g x = f x) :
HasFPowerSeriesWithinOnBall g p s x r := by
refine h.congr' ?_
rintro y ⟨hy, h'y⟩
rcases hy with rfl | hy
· simpa using h''
· exact h' ⟨hy, by simpa [edist_eq_enorm_sub] using h'y⟩
lemma HasFPowerSeriesWithinAt.congr {f g : E → F} {p : FormalMultilinearSeries 𝕜 E F} {s : Set E}
{x : E} (h : HasFPowerSeriesWithinAt f p s x) (h' : g =ᶠ[𝓝[s] x] f) (h'' : g x = f x) :
HasFPowerSeriesWithinAt g p s x := by
rcases h with ⟨r, hr⟩
obtain ⟨ε, εpos, hε⟩ : ∃ ε > 0, Metric.eball x ε ∩ s ⊆ {y | g y = f y} :=
EMetric.mem_nhdsWithin_iff.1 h'
let r' := min r ε
refine ⟨r', ?_⟩
have := hr.of_le (r' := r') (by simp [r', εpos, hr.r_pos]) (min_le_left _ _)
apply this.congr _ h''
intro z hz
exact hε ⟨Metric.eball_subset_eball (min_le_right _ _) hz.2, hz.1⟩
theorem HasFPowerSeriesOnBall.congr (hf : HasFPowerSeriesOnBall f p x r)
(hg : EqOn f g (Metric.eball x r)) : HasFPowerSeriesOnBall g p x r :=
{ r_le := hf.r_le
r_pos := hf.r_pos
hasSum := fun {y} hy => by
convert hf.hasSum hy using 1
apply hg.symm
simpa [edist_eq_enorm_sub] using hy }
theorem HasFPowerSeriesAt.congr (hf : HasFPowerSeriesAt f p x) (hg : f =ᶠ[𝓝 x] g) :
HasFPowerSeriesAt g p x := by
rcases hf with ⟨r₁, h₁⟩
rcases EMetric.mem_nhds_iff.mp hg with ⟨r₂, h₂pos, h₂⟩
exact ⟨min r₁ r₂,
(h₁.mono (lt_min h₁.r_pos h₂pos) inf_le_left).congr
fun y hy => h₂ (Metric.eball_subset_eball inf_le_right hy)⟩
theorem HasFPowerSeriesWithinOnBall.unique (hf : HasFPowerSeriesWithinOnBall f p s x r)
(hg : HasFPowerSeriesWithinOnBall g p s x r) :
(insert x s ∩ Metric.eball x r).EqOn f g := fun _ hy ↦
(hf.hasSum_sub hy).unique (hg.hasSum_sub hy)
theorem HasFPowerSeriesOnBall.unique (hf : HasFPowerSeriesOnBall f p x r)
(hg : HasFPowerSeriesOnBall g p x r) : (Metric.eball x r).EqOn f g := fun _ hy ↦
(hf.hasSum_sub hy).unique (hg.hasSum_sub hy)
protected theorem HasFPowerSeriesWithinAt.eventually (hf : HasFPowerSeriesWithinAt f p s x) :
∀ᶠ r : ℝ≥0∞ in 𝓝[>] 0, HasFPowerSeriesWithinOnBall f p s x r :=
let ⟨_, hr⟩ := hf
mem_of_superset (Ioo_mem_nhdsGT hr.r_pos) fun _ hr' => hr.of_le hr'.1 hr'.2.le
protected theorem HasFPowerSeriesAt.eventually (hf : HasFPowerSeriesAt f p x) :
∀ᶠ r : ℝ≥0∞ in 𝓝[>] 0, HasFPowerSeriesOnBall f p x r :=
let ⟨_, hr⟩ := hf
mem_of_superset (Ioo_mem_nhdsGT hr.r_pos) fun _ hr' => hr.mono hr'.1 hr'.2.le
theorem HasFPowerSeriesOnBall.eventually_hasSum (hf : HasFPowerSeriesOnBall f p x r) :
∀ᶠ y in 𝓝 0, HasSum (fun n : ℕ => p n fun _ : Fin n => y) (f (x + y)) := by
filter_upwards [Metric.eball_mem_nhds (0 : E) hf.r_pos] using fun _ => hf.hasSum
theorem HasFPowerSeriesAt.eventually_hasSum (hf : HasFPowerSeriesAt f p x) :
∀ᶠ y in 𝓝 0, HasSum (fun n : ℕ => p n fun _ : Fin n => y) (f (x + y)) :=
let ⟨_, hr⟩ := hf
hr.eventually_hasSum
theorem HasFPowerSeriesOnBall.eventually_hasSum_sub (hf : HasFPowerSeriesOnBall f p x r) :
∀ᶠ y in 𝓝 x, HasSum (fun n : ℕ => p n fun _ : Fin n => y - x) (f y) := by
filter_upwards [Metric.eball_mem_nhds x hf.r_pos] with y using hf.hasSum_sub
theorem HasFPowerSeriesAt.eventually_hasSum_sub (hf : HasFPowerSeriesAt f p x) :
∀ᶠ y in 𝓝 x, HasSum (fun n : ℕ => p n fun _ : Fin n => y - x) (f y) :=
let ⟨_, hr⟩ := hf
hr.eventually_hasSum_sub
theorem HasFPowerSeriesOnBall.eventually_eq_zero
(hf : HasFPowerSeriesOnBall f (0 : FormalMultilinearSeries 𝕜 E F) x r) :
∀ᶠ z in 𝓝 x, f z = 0 := by
filter_upwards [hf.eventually_hasSum_sub] with z hz using hz.unique hasSum_zero
theorem HasFPowerSeriesAt.eventually_eq_zero
(hf : HasFPowerSeriesAt f (0 : FormalMultilinearSeries 𝕜 E F) x) : ∀ᶠ z in 𝓝 x, f z = 0 :=
let ⟨_, hr⟩ := hf
hr.eventually_eq_zero
@[simp] lemma hasFPowerSeriesWithinOnBall_univ :
HasFPowerSeriesWithinOnBall f p univ x r ↔ HasFPowerSeriesOnBall f p x r := by
constructor
· intro h
refine ⟨h.r_le, h.r_pos, fun {y} m ↦ h.hasSum (by simp) m⟩
· intro h
exact ⟨h.r_le, h.r_pos, fun {y} _ m => h.hasSum m⟩
@[simp] lemma hasFPowerSeriesWithinAt_univ :
HasFPowerSeriesWithinAt f p univ x ↔ HasFPowerSeriesAt f p x := by
simp only [HasFPowerSeriesWithinAt, hasFPowerSeriesWithinOnBall_univ, HasFPowerSeriesAt]
lemma HasFPowerSeriesWithinOnBall.mono (hf : HasFPowerSeriesWithinOnBall f p s x r) (h : t ⊆ s) :
HasFPowerSeriesWithinOnBall f p t x r where
r_le := hf.r_le
r_pos := hf.r_pos
hasSum hy h'y := hf.hasSum (insert_subset_insert h hy) h'y
lemma HasFPowerSeriesOnBall.hasFPowerSeriesWithinOnBall (hf : HasFPowerSeriesOnBall f p x r) :
HasFPowerSeriesWithinOnBall f p s x r := by
rw [← hasFPowerSeriesWithinOnBall_univ] at hf
exact hf.mono (subset_univ _)
lemma HasFPowerSeriesWithinAt.mono (hf : HasFPowerSeriesWithinAt f p s x) (h : t ⊆ s) :
HasFPowerSeriesWithinAt f p t x := by
obtain ⟨r, hp⟩ := hf
exact ⟨r, hp.mono h⟩
lemma HasFPowerSeriesAt.hasFPowerSeriesWithinAt (hf : HasFPowerSeriesAt f p x) :
HasFPowerSeriesWithinAt f p s x := by
rw [← hasFPowerSeriesWithinAt_univ] at hf
apply hf.mono (subset_univ _)
theorem HasFPowerSeriesWithinAt.mono_of_mem_nhdsWithin
(h : HasFPowerSeriesWithinAt f p s x) (hst : s ∈ 𝓝[t] x) :
HasFPowerSeriesWithinAt f p t x := by
rcases h with ⟨r, hr⟩
rcases EMetric.mem_nhdsWithin_iff.1 hst with ⟨r', r'_pos, hr'⟩
refine ⟨min r r', ?_⟩
have Z := hr.of_le (by simp [r'_pos, hr.r_pos]) (min_le_left r r')
refine ⟨Z.r_le, Z.r_pos, fun {y} hy h'y ↦ ?_⟩
apply Z.hasSum ?_ h'y
simp only [mem_insert_iff, add_eq_left] at hy
rcases hy with rfl | hy
· simp
apply mem_insert_of_mem _ (hr' ?_)
simp only [Metric.mem_eball, edist_eq_enorm_sub, sub_zero, lt_min_iff, mem_inter_iff,
add_sub_cancel_left, hy, and_true] at h'y ⊢
exact h'y.2
lemma hasFPowerSeriesWithinAt_iff_of_nhds (f : E → F) (p : FormalMultilinearSeries 𝕜 E F)
{U : Set E} (hU : U ∈ 𝓝 x) :
HasFPowerSeriesWithinAt f p U x ↔ HasFPowerSeriesAt f p x := by
rw [← hasFPowerSeriesWithinAt_univ]
exact ⟨fun h ↦ h.mono_of_mem_nhdsWithin (mem_nhdsWithin_of_mem_nhds hU),
fun h ↦ h.mono (subset_univ _)⟩
@[simp] lemma hasFPowerSeriesWithinOnBall_insert_self :
HasFPowerSeriesWithinOnBall f p (insert x s) x r ↔ HasFPowerSeriesWithinOnBall f p s x r := by
refine ⟨fun h ↦ ?_, fun h ↦ ?_⟩ <;>
exact ⟨h.r_le, h.r_pos, fun {y} ↦ by simpa only [insert_idem] using h.hasSum (y := y)⟩
@[simp] theorem hasFPowerSeriesWithinAt_insert {y : E} :
HasFPowerSeriesWithinAt f p (insert y s) x ↔ HasFPowerSeriesWithinAt f p s x := by
rcases eq_or_ne x y with rfl | hy
· simp [HasFPowerSeriesWithinAt]
· refine ⟨fun h ↦ h.mono (subset_insert _ _), fun h ↦ ?_⟩
apply HasFPowerSeriesWithinAt.mono_of_mem_nhdsWithin h
rw [nhdsWithin_insert_of_ne hy]
exact self_mem_nhdsWithin
theorem HasFPowerSeriesWithinOnBall.coeff_zero (hf : HasFPowerSeriesWithinOnBall f pf s x r)
(v : Fin 0 → E) : pf 0 v = f x := by
have v_eq : v = fun i => 0 := Subsingleton.elim _ _
have zero_mem : (0 : E) ∈ Metric.eball (0 : E) r := by simp [hf.r_pos]
have : ∀ i, i ≠ 0 → (pf i fun _ => 0) = 0 := by
intro i hi
have : 0 < i := pos_iff_ne_zero.2 hi
exact ContinuousMultilinearMap.map_coord_zero _ (⟨0, this⟩ : Fin i) rfl
have A := (hf.hasSum (by simp) zero_mem).unique (hasSum_single _ this)
simpa [v_eq] using A.symm
theorem HasFPowerSeriesOnBall.coeff_zero (hf : HasFPowerSeriesOnBall f pf x r)
(v : Fin 0 → E) : pf 0 v = f x := by
rw [← hasFPowerSeriesWithinOnBall_univ] at hf
exact hf.coeff_zero v
theorem HasFPowerSeriesWithinAt.coeff_zero (hf : HasFPowerSeriesWithinAt f pf s x) (v : Fin 0 → E) :
pf 0 v = f x :=
let ⟨_, hrf⟩ := hf
hrf.coeff_zero v
theorem HasFPowerSeriesAt.coeff_zero (hf : HasFPowerSeriesAt f pf x) (v : Fin 0 → E) :
pf 0 v = f x :=
let ⟨_, hrf⟩ := hf
hrf.coeff_zero v
/-!
### Analytic functions
-/
@[simp] theorem analyticOn_empty : AnalyticOn 𝕜 f ∅ := by intro; simp
@[simp] theorem analyticOnNhd_empty : AnalyticOnNhd 𝕜 f ∅ := by intro; simp
@[simp] lemma analyticWithinAt_univ :
AnalyticWithinAt 𝕜 f univ x ↔ AnalyticAt 𝕜 f x := by
simp [AnalyticWithinAt, AnalyticAt]
@[simp] lemma analyticOn_univ {f : E → F} :
AnalyticOn 𝕜 f univ ↔ AnalyticOnNhd 𝕜 f univ := by
simp only [AnalyticOn, analyticWithinAt_univ, AnalyticOnNhd]
lemma AnalyticWithinAt.mono (hf : AnalyticWithinAt 𝕜 f s x) (h : t ⊆ s) :
AnalyticWithinAt 𝕜 f t x := by
obtain ⟨p, hp⟩ := hf
exact ⟨p, hp.mono h⟩
lemma AnalyticAt.analyticWithinAt (hf : AnalyticAt 𝕜 f x) : AnalyticWithinAt 𝕜 f s x := by
rw [← analyticWithinAt_univ] at hf
apply hf.mono (subset_univ _)
lemma AnalyticOnNhd.analyticOn (hf : AnalyticOnNhd 𝕜 f s) : AnalyticOn 𝕜 f s :=
fun x hx ↦ (hf x hx).analyticWithinAt
lemma AnalyticWithinAt.congr_of_eventuallyEq {f g : E → F} {s : Set E} {x : E}
(hf : AnalyticWithinAt 𝕜 f s x) (hs : g =ᶠ[𝓝[s] x] f) (hx : g x = f x) :
AnalyticWithinAt 𝕜 g s x := by
rcases hf with ⟨p, hp⟩
exact ⟨p, hp.congr hs hx⟩
lemma AnalyticWithinAt.congr_of_eventuallyEq_insert {f g : E → F} {s : Set E} {x : E}
(hf : AnalyticWithinAt 𝕜 f s x) (hs : g =ᶠ[𝓝[insert x s] x] f) :
AnalyticWithinAt 𝕜 g s x := by
apply hf.congr_of_eventuallyEq (nhdsWithin_mono x (subset_insert x s) hs)
apply mem_of_mem_nhdsWithin (mem_insert x s) hs
lemma AnalyticWithinAt.congr {f g : E → F} {s : Set E} {x : E}
(hf : AnalyticWithinAt 𝕜 f s x) (hs : EqOn g f s) (hx : g x = f x) :
AnalyticWithinAt 𝕜 g s x :=
hf.congr_of_eventuallyEq hs.eventuallyEq_nhdsWithin hx
lemma AnalyticOn.congr {f g : E → F} {s : Set E}
(hf : AnalyticOn 𝕜 f s) (hs : EqOn g f s) :
AnalyticOn 𝕜 g s :=
fun x m ↦ (hf x m).congr hs (hs m)
lemma analyticOn_congr (hs : EqOn f g s) : AnalyticOn 𝕜 f s ↔ AnalyticOn 𝕜 g s :=
⟨fun h ↦ h.congr hs.symm, fun h ↦ h.congr hs⟩
theorem AnalyticAt.congr (hf : AnalyticAt 𝕜 f x) (hg : f =ᶠ[𝓝 x] g) : AnalyticAt 𝕜 g x :=
let ⟨_, hpf⟩ := hf
(hpf.congr hg).analyticAt
theorem analyticAt_congr (h : f =ᶠ[𝓝 x] g) : AnalyticAt 𝕜 f x ↔ AnalyticAt 𝕜 g x :=
⟨fun hf ↦ hf.congr h, fun hg ↦ hg.congr h.symm⟩
theorem AnalyticOnNhd.mono {s t : Set E} (hf : AnalyticOnNhd 𝕜 f t) (hst : s ⊆ t) :
AnalyticOnNhd 𝕜 f s :=
fun z hz => hf z (hst hz)
theorem AnalyticOnNhd.congr' (hf : AnalyticOnNhd 𝕜 f s) (hg : f =ᶠ[𝓝ˢ s] g) :
AnalyticOnNhd 𝕜 g s :=
fun z hz => (hf z hz).congr (mem_nhdsSet_iff_forall.mp hg z hz)
theorem analyticOnNhd_congr' (h : f =ᶠ[𝓝ˢ s] g) : AnalyticOnNhd 𝕜 f s ↔ AnalyticOnNhd 𝕜 g s :=
⟨fun hf => hf.congr' h, fun hg => hg.congr' h.symm⟩
theorem AnalyticOnNhd.congr (hs : IsOpen s) (hf : AnalyticOnNhd 𝕜 f s) (hg : s.EqOn f g) :
AnalyticOnNhd 𝕜 g s :=
hf.congr' <| mem_nhdsSet_iff_forall.mpr
(fun _ hz => eventuallyEq_iff_exists_mem.mpr ⟨s, hs.mem_nhds hz, hg⟩)
theorem analyticOnNhd_congr (hs : IsOpen s) (h : s.EqOn f g) : AnalyticOnNhd 𝕜 f s ↔
AnalyticOnNhd 𝕜 g s := ⟨fun hf => hf.congr hs h, fun hg => hg.congr hs h.symm⟩
theorem AnalyticWithinAt.mono_of_mem_nhdsWithin
(h : AnalyticWithinAt 𝕜 f s x) (hst : s ∈ 𝓝[t] x) : AnalyticWithinAt 𝕜 f t x := by
rcases h with ⟨p, hp⟩
exact ⟨p, hp.mono_of_mem_nhdsWithin hst⟩
theorem AnalyticWithinAt.congr_set (h : AnalyticWithinAt 𝕜 f s x) (hst : s =ᶠ[𝓝 x] t) :
AnalyticWithinAt 𝕜 f t x := by
refine h.mono_of_mem_nhdsWithin ?_
simp [← nhdsWithin_eq_iff_eventuallyEq.mpr hst, self_mem_nhdsWithin]
lemma AnalyticOn.mono {f : E → F} {s t : Set E} (h : AnalyticOn 𝕜 f t)
(hs : s ⊆ t) : AnalyticOn 𝕜 f s :=
fun _ m ↦ (h _ (hs m)).mono hs
@[simp] theorem analyticWithinAt_insert {f : E → F} {s : Set E} {x y : E} :
AnalyticWithinAt 𝕜 f (insert y s) x ↔ AnalyticWithinAt 𝕜 f s x := by
simp [AnalyticWithinAt]
lemma AnalyticOn.analyticAt {f : E → F} {z : E} {s : Set E} (hU : s ∈ 𝓝 z)
(h : AnalyticOn 𝕜 f s) : AnalyticAt 𝕜 f z := by
obtain ⟨p, hp⟩ := h z (mem_of_mem_nhds hU)
exact ⟨p, hasFPowerSeriesWithinAt_iff_of_nhds f p hU |>.mp hp⟩
/-!
### Composition with linear maps
-/
/-- If a function `f` has a power series `p` on a ball within a set and `g` is linear,
then `g ∘ f` has the power series `g ∘ p` on the same ball. -/
theorem ContinuousLinearMap.comp_hasFPowerSeriesWithinOnBall (g : F →L[𝕜] G)
(h : HasFPowerSeriesWithinOnBall f p s x r) :
HasFPowerSeriesWithinOnBall (g ∘ f) (g.compFormalMultilinearSeries p) s x r where
r_le := h.r_le.trans (p.radius_le_radius_continuousLinearMap_comp _)
r_pos := h.r_pos
hasSum hy h'y := by
simpa only [ContinuousLinearMap.compFormalMultilinearSeries_apply,
ContinuousLinearMap.compContinuousMultilinearMap_coe, Function.comp_apply] using
g.hasSum (h.hasSum hy h'y)
/-- If a function `f` has a power series `p` on a ball and `g` is linear, then `g ∘ f` has the
power series `g ∘ p` on the same ball. -/
theorem ContinuousLinearMap.comp_hasFPowerSeriesOnBall (g : F →L[𝕜] G)
(h : HasFPowerSeriesOnBall f p x r) :
HasFPowerSeriesOnBall (g ∘ f) (g.compFormalMultilinearSeries p) x r := by
rw [← hasFPowerSeriesWithinOnBall_univ] at h ⊢
exact g.comp_hasFPowerSeriesWithinOnBall h
/-- If a function `f` is analytic on a set `s` and `g` is linear, then `g ∘ f` is analytic
on `s`. -/
theorem ContinuousLinearMap.comp_analyticOn (g : F →L[𝕜] G) (h : AnalyticOn 𝕜 f s) :
AnalyticOn 𝕜 (g ∘ f) s := by
rintro x hx
rcases h x hx with ⟨p, r, hp⟩
exact ⟨g.compFormalMultilinearSeries p, r, g.comp_hasFPowerSeriesWithinOnBall hp⟩
/-- If a function `f` is analytic on a set `s` and `g` is linear, then `g ∘ f` is analytic
on `s`. -/
theorem ContinuousLinearMap.comp_analyticOnNhd
{s : Set E} (g : F →L[𝕜] G) (h : AnalyticOnNhd 𝕜 f s) :
AnalyticOnNhd 𝕜 (g ∘ f) s := by
rintro x hx
rcases h x hx with ⟨p, r, hp⟩
exact ⟨g.compFormalMultilinearSeries p, r, g.comp_hasFPowerSeriesOnBall hp⟩
/-!
### Relation between analytic function and the partial sums of its power series
-/
theorem HasFPowerSeriesWithinOnBall.tendsto_partialSum
(hf : HasFPowerSeriesWithinOnBall f p s x r) {y : E} (hy : y ∈ Metric.eball (0 : E) r)
(h'y : x + y ∈ insert x s) :
Tendsto (fun n => p.partialSum n y) atTop (𝓝 (f (x + y))) :=
(hf.hasSum h'y hy).tendsto_sum_nat
theorem HasFPowerSeriesOnBall.tendsto_partialSum
(hf : HasFPowerSeriesOnBall f p x r) {y : E} (hy : y ∈ Metric.eball (0 : E) r) :
Tendsto (fun n => p.partialSum n y) atTop (𝓝 (f (x + y))) :=
(hf.hasSum hy).tendsto_sum_nat
theorem HasFPowerSeriesAt.tendsto_partialSum
(hf : HasFPowerSeriesAt f p x) :
∀ᶠ y in 𝓝 0, Tendsto (fun n => p.partialSum n y) atTop (𝓝 (f (x + y))) := by
rcases hf with ⟨r, hr⟩
filter_upwards [Metric.eball_mem_nhds (0 : E) hr.r_pos] with y hy
exact hr.tendsto_partialSum hy
open Finset in
/-- If a function admits a power series expansion within a ball, then the partial sums
`p.partialSum n z` converge to `f (x + y)` as `n → ∞` and `z → y`. Note that `x + z` doesn't need
to belong to the set where the power series expansion holds. -/
theorem HasFPowerSeriesWithinOnBall.tendsto_partialSum_prod {y : E}
(hf : HasFPowerSeriesWithinOnBall f p s x r) (hy : y ∈ Metric.eball (0 : E) r)
(h'y : x + y ∈ insert x s) :
Tendsto (fun (z : ℕ × E) ↦ p.partialSum z.1 z.2) (atTop ×ˢ 𝓝 y) (𝓝 (f (x + y))) := by
have A : Tendsto (fun (z : ℕ × E) ↦ p.partialSum z.1 y) (atTop ×ˢ 𝓝 y) (𝓝 (f (x + y))) := by
apply (hf.tendsto_partialSum hy h'y).comp tendsto_fst
suffices Tendsto (fun (z : ℕ × E) ↦ p.partialSum z.1 z.2 - p.partialSum z.1 y)
(atTop ×ˢ 𝓝 y) (𝓝 0) by simpa using A.add this
apply Metric.tendsto_nhds.2 (fun ε εpos ↦ ?_)
obtain ⟨r', yr', r'r⟩ : ∃ (r' : ℝ≥0), ‖y‖₊ < r' ∧ r' < r := by
simp at hy
simpa using ENNReal.lt_iff_exists_nnreal_btwn.1 hy
have yr'_2 : ‖y‖ < r' := by simpa [← coe_nnnorm] using yr'
have S : Summable fun n ↦ ‖p n‖ * ↑r' ^ n := p.summable_norm_mul_pow (r'r.trans_le hf.r_le)
obtain ⟨k, hk⟩ : ∃ k, ∑' (n : ℕ), ‖p (n + k)‖ * ↑r' ^ (n + k) < ε / 4 := by
have : Tendsto (fun k ↦ ∑' n, ‖p (n + k)‖ * ↑r' ^ (n + k)) atTop (𝓝 0) := by
apply _root_.tendsto_sum_nat_add (f := fun n ↦ ‖p n‖ * ↑r' ^ n)
exact ((tendsto_order.1 this).2 _ (by linarith)).exists
have A : ∀ᶠ (z : ℕ × E) in atTop ×ˢ 𝓝 y,
dist (p.partialSum k z.2) (p.partialSum k y) < ε / 4 := by
have : ContinuousAt (fun z ↦ p.partialSum k z) y := (p.partialSum_continuous k).continuousAt
exact tendsto_snd (Metric.tendsto_nhds.1 this.tendsto (ε / 4) (by linarith))
have B : ∀ᶠ (z : ℕ × E) in atTop ×ˢ 𝓝 y, ‖z.2‖₊ < r' := by
suffices ∀ᶠ (z : E) in 𝓝 y, ‖z‖₊ < r' from tendsto_snd this
have : Metric.ball 0 r' ∈ 𝓝 y := Metric.isOpen_ball.mem_nhds (by simpa using yr'_2)
filter_upwards [this] with a ha using by simpa [← coe_nnnorm] using ha
have C : ∀ᶠ (z : ℕ × E) in atTop ×ˢ 𝓝 y, k ≤ z.1 := tendsto_fst (Ici_mem_atTop _)
filter_upwards [A, B, C]
rintro ⟨n, z⟩ hz h'z hkn
simp only [dist_eq_norm, sub_zero] at hz ⊢
have I (w : E) (hw : ‖w‖₊ < r') : ‖∑ i ∈ Ico k n, p i (fun _ ↦ w)‖ ≤ ε / 4 := calc
‖∑ i ∈ Ico k n, p i (fun _ ↦ w)‖
_ = ‖∑ i ∈ range (n - k), p (i + k) (fun _ ↦ w)‖ := by
rw [sum_Ico_eq_sum_range]
congr with i
rw [add_comm k]
_ ≤ ∑ i ∈ range (n - k), ‖p (i + k) (fun _ ↦ w)‖ := norm_sum_le _ _
_ ≤ ∑ i ∈ range (n - k), ‖p (i + k)‖ * ‖w‖ ^ (i + k) := by
gcongr with i _hi; exact ((p (i + k)).le_opNorm _).trans_eq (by simp)
_ ≤ ∑ i ∈ range (n - k), ‖p (i + k)‖ * ↑r' ^ (i + k) := by
gcongr with i _hi; simpa [← coe_nnnorm] using hw.le
_ ≤ ∑' i, ‖p (i + k)‖ * ↑r' ^ (i + k) := by
apply Summable.sum_le_tsum _ (fun i _hi ↦ by positivity)
apply ((_root_.summable_nat_add_iff k).2 S)
_ ≤ ε / 4 := hk.le
calc
‖p.partialSum n z - p.partialSum n y‖
_ = ‖∑ i ∈ range n, p i (fun _ ↦ z) - ∑ i ∈ range n, p i (fun _ ↦ y)‖ := rfl
_ = ‖(∑ i ∈ range k, p i (fun _ ↦ z) + ∑ i ∈ Ico k n, p i (fun _ ↦ z))
- (∑ i ∈ range k, p i (fun _ ↦ y) + ∑ i ∈ Ico k n, p i (fun _ ↦ y))‖ := by
simp [sum_range_add_sum_Ico _ hkn]
_ = ‖(p.partialSum k z - p.partialSum k y) + (∑ i ∈ Ico k n, p i (fun _ ↦ z))
+ (- ∑ i ∈ Ico k n, p i (fun _ ↦ y))‖ := by
congr 1
simp only [FormalMultilinearSeries.partialSum]
abel
_ ≤ ‖p.partialSum k z - p.partialSum k y‖ + ‖∑ i ∈ Ico k n, p i (fun _ ↦ z)‖
+ ‖- ∑ i ∈ Ico k n, p i (fun _ ↦ y)‖ := norm_add₃_le
_ ≤ ε / 4 + ε / 4 + ε / 4 := by
gcongr
· exact I _ h'z
· simp only [norm_neg]; exact I _ yr'
_ < ε := by linarith
/-- If a function admits a power series on a ball, then the partial sums
`p.partialSum n z` converges to `f (x + y)` as `n → ∞` and `z → y`. -/
theorem HasFPowerSeriesOnBall.tendsto_partialSum_prod {y : E}
(hf : HasFPowerSeriesOnBall f p x r) (hy : y ∈ Metric.eball (0 : E) r) :
Tendsto (fun (z : ℕ × E) ↦ p.partialSum z.1 z.2) (atTop ×ˢ 𝓝 y) (𝓝 (f (x + y))) :=
(hf.hasFPowerSeriesWithinOnBall (s := univ)).tendsto_partialSum_prod hy (by simp)
/-- If a function admits a power series expansion, then it is exponentially close to the partial
sums of this power series on strict subdisks of the disk of convergence.
This version provides an upper estimate that decreases both in `‖y‖` and `n`. See also
`HasFPowerSeriesWithinOnBall.uniform_geometric_approx` for a weaker version. -/
theorem HasFPowerSeriesWithinOnBall.uniform_geometric_approx' {r' : ℝ≥0}
(hf : HasFPowerSeriesWithinOnBall f p s x r) (h : (r' : ℝ≥0∞) < r) :
∃ a ∈ Ioo (0 : ℝ) 1, ∃ C > 0, ∀ y ∈ Metric.ball (0 : E) r', ∀ n, x + y ∈ insert x s →
‖f (x + y) - p.partialSum n y‖ ≤ C * (a * (‖y‖ / r')) ^ n := by
obtain ⟨a, ha, C, hC, hp⟩ : ∃ a ∈ Ioo (0 : ℝ) 1, ∃ C > 0, ∀ n, ‖p n‖ * (r' : ℝ) ^ n ≤ C * a ^ n :=
p.norm_mul_pow_le_mul_pow_of_lt_radius (h.trans_le hf.r_le)
refine ⟨a, ha, C / (1 - a), div_pos hC (sub_pos.2 ha.2), fun y hy n ys => ?_⟩
have yr' : ‖y‖ < r' := by
rw [ball_zero_eq] at hy
exact hy
have hr'0 : 0 < (r' : ℝ) := (norm_nonneg _).trans_lt yr'
have : y ∈ Metric.eball (0 : E) r := by
refine mem_eball_zero_iff.2 (lt_trans ?_ h)
simpa [enorm] using yr'
rw [norm_sub_rev, ← mul_div_right_comm]
have ya : a * (‖y‖ / ↑r') ≤ a :=
mul_le_of_le_one_right ha.1.le (div_le_one_of_le₀ yr'.le r'.coe_nonneg)
suffices ‖p.partialSum n y - f (x + y)‖ ≤ C * (a * (‖y‖ / r')) ^ n / (1 - a * (‖y‖ / r')) by
refine this.trans ?_
have : 0 < a := ha.1
gcongr
apply_rules [sub_pos.2, ha.2]
apply norm_sub_le_of_geometric_bound_of_hasSum (ya.trans_lt ha.2) _ (hf.hasSum ys this)
intro n
calc
‖(p n) fun _ : Fin n => y‖
_ ≤ ‖p n‖ * ∏ _i : Fin n, ‖y‖ := ContinuousMultilinearMap.le_opNorm _ _
_ = ‖p n‖ * (r' : ℝ) ^ n * (‖y‖ / r') ^ n := by simp [field, div_pow]
_ ≤ C * a ^ n * (‖y‖ / r') ^ n := by gcongr ?_ * _; apply hp
_ ≤ C * (a * (‖y‖ / r')) ^ n := by rw [mul_pow, mul_assoc]
/-- If a function admits a power series expansion, then it is exponentially close to the partial
sums of this power series on strict subdisks of the disk of convergence.
This version provides an upper estimate that decreases both in `‖y‖` and `n`. See also
`HasFPowerSeriesOnBall.uniform_geometric_approx` for a weaker version. -/
theorem HasFPowerSeriesOnBall.uniform_geometric_approx' {r' : ℝ≥0}
(hf : HasFPowerSeriesOnBall f p x r) (h : (r' : ℝ≥0∞) < r) :
∃ a ∈ Ioo (0 : ℝ) 1, ∃ C > 0, ∀ y ∈ Metric.ball (0 : E) r', ∀ n,
‖f (x + y) - p.partialSum n y‖ ≤ C * (a * (‖y‖ / r')) ^ n := by
rw [← hasFPowerSeriesWithinOnBall_univ] at hf
simpa using hf.uniform_geometric_approx' h
/-- If a function admits a power series expansion within a set in a ball, then it is exponentially
close to the partial sums of this power series on strict subdisks of the disk of convergence. -/
theorem HasFPowerSeriesWithinOnBall.uniform_geometric_approx {r' : ℝ≥0}
(hf : HasFPowerSeriesWithinOnBall f p s x r) (h : (r' : ℝ≥0∞) < r) :
∃ a ∈ Ioo (0 : ℝ) 1,
∃ C > 0, ∀ y ∈ Metric.ball (0 : E) r', ∀ n, x + y ∈ insert x s →
‖f (x + y) - p.partialSum n y‖ ≤ C * a ^ n := by
obtain ⟨a, ha, C, hC, hp⟩ : ∃ a ∈ Ioo (0 : ℝ) 1, ∃ C > 0, ∀ y ∈ Metric.ball (0 : E) r', ∀ n,
x + y ∈ insert x s → ‖f (x + y) - p.partialSum n y‖ ≤ C * (a * (‖y‖ / r')) ^ n :=
hf.uniform_geometric_approx' h
refine ⟨a, ha, C, hC, fun y hy n ys => (hp y hy n ys).trans ?_⟩
have yr' : ‖y‖ < r' := by rwa [ball_zero_eq] at hy
have := ha.1.le -- needed to discharge a side goal on the next line
gcongr
exact mul_le_of_le_one_right ha.1.le (div_le_one_of_le₀ yr'.le r'.coe_nonneg)
/-- If a function admits a power series expansion, then it is exponentially close to the partial
sums of this power series on strict subdisks of the disk of convergence. -/
theorem HasFPowerSeriesOnBall.uniform_geometric_approx {r' : ℝ≥0}
(hf : HasFPowerSeriesOnBall f p x r) (h : (r' : ℝ≥0∞) < r) :
∃ a ∈ Ioo (0 : ℝ) 1,
∃ C > 0, ∀ y ∈ Metric.ball (0 : E) r', ∀ n,
‖f (x + y) - p.partialSum n y‖ ≤ C * a ^ n := by
rw [← hasFPowerSeriesWithinOnBall_univ] at hf
simpa using hf.uniform_geometric_approx h
/-- Taylor formula for an analytic function within a set, `IsBigO` version. -/
theorem HasFPowerSeriesWithinAt.isBigO_sub_partialSum_pow
(hf : HasFPowerSeriesWithinAt f p s x) (n : ℕ) :
(fun y : E => f (x + y) - p.partialSum n y)
=O[𝓝[(x + ·) ⁻¹' insert x s] 0] fun y => ‖y‖ ^ n := by
rcases hf with ⟨r, hf⟩
rcases ENNReal.lt_iff_exists_nnreal_btwn.1 hf.r_pos with ⟨r', r'0, h⟩
obtain ⟨a, -, C, -, hp⟩ : ∃ a ∈ Ioo (0 : ℝ) 1, ∃ C > 0, ∀ y ∈ Metric.ball (0 : E) r', ∀ n,
x + y ∈ insert x s → ‖f (x + y) - p.partialSum n y‖ ≤ C * (a * (‖y‖ / r')) ^ n :=
hf.uniform_geometric_approx' h
refine isBigO_iff.2 ⟨C * (a / r') ^ n, ?_⟩
replace r'0 : 0 < (r' : ℝ) := mod_cast r'0
filter_upwards [inter_mem_nhdsWithin _ (Metric.ball_mem_nhds (0 : E) r'0)] with y hy
simpa [mul_pow, mul_div_assoc, mul_assoc, div_mul_eq_mul_div, div_pow]
using hp y hy.2 n (by simpa using hy.1)
/-- Taylor formula for an analytic function, `IsBigO` version. -/
theorem HasFPowerSeriesAt.isBigO_sub_partialSum_pow
(hf : HasFPowerSeriesAt f p x) (n : ℕ) :
(fun y : E => f (x + y) - p.partialSum n y) =O[𝓝 0] fun y => ‖y‖ ^ n := by
rw [← hasFPowerSeriesWithinAt_univ] at hf
simpa using hf.isBigO_sub_partialSum_pow n
/-- If `f` has formal power series `∑ n, pₙ` in a set, within a ball of radius `r`, then
for `y, z` in any smaller ball, the norm of the difference `f y - f z - p 1 (fun _ ↦ y - z)` is
bounded above by `C * (max ‖y - x‖ ‖z - x‖) * ‖y - z‖`. This lemma formulates this property
using `IsBigO` and `Filter.principal` on `E × E`. -/
theorem HasFPowerSeriesWithinOnBall.isBigO_image_sub_image_sub_deriv_principal
(hf : HasFPowerSeriesWithinOnBall f p s x r) (hr : r' < r) :
(fun y : E × E => f y.1 - f y.2 - p 1 fun _ => y.1 - y.2)
=O[𝓟 (Metric.eball (x, x) r' ∩ ((insert x s) ×ˢ (insert x s)))]
fun y => ‖y - (x, x)‖ * ‖y.1 - y.2‖ := by
lift r' to ℝ≥0 using ne_top_of_lt hr
rcases (zero_le r').eq_or_lt with (rfl | hr'0)
· simp only [ENNReal.coe_zero, Metric.eball_zero, empty_inter, principal_empty, isBigO_bot]
obtain ⟨a, ha, C, hC : 0 < C, hp⟩ :
∃ a ∈ Ioo (0 : ℝ) 1, ∃ C > 0, ∀ n : ℕ, ‖p n‖ * (r' : ℝ) ^ n ≤ C * a ^ n :=
p.norm_mul_pow_le_mul_pow_of_lt_radius (hr.trans_le hf.r_le)
simp only [← le_div_iff₀ (pow_pos (NNReal.coe_pos.2 hr'0) _)] at hp
set L : E × E → ℝ := fun y =>
C * (a / r') ^ 2 * (‖y - (x, x)‖ * ‖y.1 - y.2‖) * (a / (1 - a) ^ 2 + 2 / (1 - a))
have hL : ∀ y ∈ Metric.eball (x, x) r' ∩ ((insert x s) ×ˢ (insert x s)),
‖f y.1 - f y.2 - p 1 fun _ => y.1 - y.2‖ ≤ L y := by
intro y ⟨hy', ys⟩
have hy : y ∈ Metric.eball x r ×ˢ Metric.eball x r := by
rw [Metric.eball_prod_same]
exact Metric.eball_subset_eball hr.le hy'
set A : ℕ → F := fun n => (p n fun _ => y.1 - x) - p n fun _ => y.2 - x
have hA : HasSum (fun n => A (n + 2)) (f y.1 - f y.2 - p 1 fun _ => y.1 - y.2) := by
convert (hasSum_nat_add_iff' 2).2
((hf.hasSum_sub ⟨ys.1, hy.1⟩).sub (hf.hasSum_sub ⟨ys.2, hy.2⟩)) using 1
rw [Finset.sum_range_succ, Finset.sum_range_one, hf.coeff_zero, hf.coeff_zero, sub_self,
zero_add, ← Subsingleton.pi_single_eq (0 : Fin 1) (y.1 - x), Pi.single,
← Subsingleton.pi_single_eq (0 : Fin 1) (y.2 - x), Pi.single, ← (p 1).map_update_sub,
← Pi.single, Subsingleton.pi_single_eq, sub_sub_sub_cancel_right]
rw [Metric.mem_eball, edist_eq_enorm_sub, enorm_lt_coe] at hy'
set B : ℕ → ℝ := fun n => C * (a / r') ^ 2 * (‖y - (x, x)‖ * ‖y.1 - y.2‖) * ((n + 2) * a ^ n)
have hAB : ∀ n, ‖A (n + 2)‖ ≤ B n := fun n =>
calc
‖A (n + 2)‖ ≤ ‖p (n + 2)‖ * ↑(n + 2) * ‖y - (x, x)‖ ^ (n + 1) * ‖y.1 - y.2‖ := by
simpa only [Fintype.card_fin, pi_norm_const, Prod.norm_def, Pi.sub_def,
Prod.fst_sub, Prod.snd_sub, sub_sub_sub_cancel_right] using
(p <| n + 2).norm_image_sub_le (fun _ => y.1 - x) fun _ => y.2 - x
_ = ‖p (n + 2)‖ * ‖y - (x, x)‖ ^ n * (↑(n + 2) * ‖y - (x, x)‖ * ‖y.1 - y.2‖) := by
rw [pow_succ ‖y - (x, x)‖]
ring
_ ≤ C * a ^ (n + 2) / r' ^ (n + 2)
* r' ^ n * (↑(n + 2) * ‖y - (x, x)‖ * ‖y.1 - y.2‖) := by
have : 0 < a := ha.1
gcongr
· apply hp
· apply hy'.le
_ = B n := by
simp [field, B, pow_succ]
have hBL : HasSum B (L y) := by
apply HasSum.mul_left
simp only [add_mul]
have : ‖a‖ < 1 := by simp only [Real.norm_eq_abs, abs_of_pos ha.1, ha.2]
rw [div_eq_mul_inv, div_eq_mul_inv]
exact (hasSum_coe_mul_geometric_of_norm_lt_one this).add
((hasSum_geometric_of_norm_lt_one this).mul_left 2)
exact hA.norm_le_of_bounded hBL hAB
suffices L =O[𝓟 (Metric.eball (x, x) r' ∩ ((insert x s) ×ˢ (insert x s)))]
fun y => ‖y - (x, x)‖ * ‖y.1 - y.2‖ from
.trans (.of_norm_eventuallyLE (eventually_principal.2 hL)) this
simp_rw [L, mul_right_comm _ (_ * _)]
exact (isBigO_refl _ _).const_mul_left _
/-- If `f` has formal power series `∑ n, pₙ` on a ball of radius `r`, then for `y, z` in any smaller
ball, the norm of the difference `f y - f z - p 1 (fun _ ↦ y - z)` is bounded above by
`C * (max ‖y - x‖ ‖z - x‖) * ‖y - z‖`. This lemma formulates this property using `IsBigO` and
`Filter.principal` on `E × E`. -/
theorem HasFPowerSeriesOnBall.isBigO_image_sub_image_sub_deriv_principal
(hf : HasFPowerSeriesOnBall f p x r) (hr : r' < r) :
(fun y : E × E => f y.1 - f y.2 - p 1 fun _ => y.1 - y.2)
=O[𝓟 (Metric.eball (x, x) r')] fun y => ‖y - (x, x)‖ * ‖y.1 - y.2‖ := by
rw [← hasFPowerSeriesWithinOnBall_univ] at hf
simpa using hf.isBigO_image_sub_image_sub_deriv_principal hr
/-- If `f` has formal power series `∑ n, pₙ` within a set, on a ball of radius `r`, then for `y, z`
in any smaller ball, the norm of the difference `f y - f z - p 1 (fun _ ↦ y - z)` is bounded above
by `C * (max ‖y - x‖ ‖z - x‖) * ‖y - z‖`. -/
theorem HasFPowerSeriesWithinOnBall.image_sub_sub_deriv_le
(hf : HasFPowerSeriesWithinOnBall f p s x r) (hr : r' < r) :
∃ C, ∀ᵉ (y ∈ insert x s ∩ Metric.eball x r') (z ∈ insert x s ∩ Metric.eball x r'),
‖f y - f z - p 1 fun _ => y - z‖ ≤ C * max ‖y - x‖ ‖z - x‖ * ‖y - z‖ := by
have := hf.isBigO_image_sub_image_sub_deriv_principal hr
simp only [isBigO_principal, mem_inter_iff, Metric.mem_eball, Prod.edist_eq, max_lt_iff, mem_prod,
norm_mul, Real.norm_eq_abs, abs_norm, and_imp, Prod.forall, mul_assoc] at this ⊢
rcases this with ⟨C, hC⟩
exact ⟨C, fun y ys hy z zs hz ↦ hC y z hy hz ys zs⟩
/-- If `f` has formal power series `∑ n, pₙ` on a ball of radius `r`, then for `y, z` in any smaller
ball, the norm of the difference `f y - f z - p 1 (fun _ ↦ y - z)` is bounded above by
`C * (max ‖y - x‖ ‖z - x‖) * ‖y - z‖`. -/
theorem HasFPowerSeriesOnBall.image_sub_sub_deriv_le
(hf : HasFPowerSeriesOnBall f p x r) (hr : r' < r) :
∃ C, ∀ᵉ (y ∈ Metric.eball x r') (z ∈ Metric.eball x r'),
‖f y - f z - p 1 fun _ => y - z‖ ≤ C * max ‖y - x‖ ‖z - x‖ * ‖y - z‖ := by
rw [← hasFPowerSeriesWithinOnBall_univ] at hf
simpa only [mem_univ, insert_eq_of_mem, univ_inter] using hf.image_sub_sub_deriv_le hr
/-- If `f` has formal power series `∑ n, pₙ` at `x` within a set `s`, then
`f y - f z - p 1 (fun _ ↦ y - z) = O(‖(y, z) - (x, x)‖ * ‖y - z‖)` as `(y, z) → (x, x)`
within `s × s`. -/
theorem HasFPowerSeriesWithinAt.isBigO_image_sub_norm_mul_norm_sub
(hf : HasFPowerSeriesWithinAt f p s x) :
(fun y : E × E => f y.1 - f y.2 - p 1 fun _ => y.1 - y.2)
=O[𝓝[(insert x s) ×ˢ (insert x s)] (x, x)] fun y => ‖y - (x, x)‖ * ‖y.1 - y.2‖ := by
rcases hf with ⟨r, hf⟩
rcases ENNReal.lt_iff_exists_nnreal_btwn.1 hf.r_pos with ⟨r', r'0, h⟩
refine (hf.isBigO_image_sub_image_sub_deriv_principal h).mono ?_
rw [inter_comm]
exact le_principal_iff.2 (inter_mem_nhdsWithin _ (Metric.eball_mem_nhds _ r'0))
/-- If `f` has formal power series `∑ n, pₙ` at `x`, then
`f y - f z - p 1 (fun _ ↦ y - z) = O(‖(y, z) - (x, x)‖ * ‖y - z‖)` as `(y, z) → (x, x)`.
In particular, `f` is strictly differentiable at `x`. -/
theorem HasFPowerSeriesAt.isBigO_image_sub_norm_mul_norm_sub (hf : HasFPowerSeriesAt f p x) :
(fun y : E × E => f y.1 - f y.2 - p 1 fun _ => y.1 - y.2) =O[𝓝 (x, x)] fun y =>
‖y - (x, x)‖ * ‖y.1 - y.2‖ := by
rw [← hasFPowerSeriesWithinAt_univ] at hf
simpa using hf.isBigO_image_sub_norm_mul_norm_sub
/-- If a function admits a power series expansion within a set at `x`, then it is the uniform limit
of the partial sums of this power series on strict subdisks of the disk of convergence, i.e.,
`f (x + y)` is the uniform limit of `p.partialSum n y` there. -/
theorem HasFPowerSeriesWithinOnBall.tendstoUniformlyOn {r' : ℝ≥0}
(hf : HasFPowerSeriesWithinOnBall f p s x r) (h : (r' : ℝ≥0∞) < r) :
TendstoUniformlyOn (fun n y => p.partialSum n y) (fun y => f (x + y)) atTop
((x + ·) ⁻¹' (insert x s) ∩ Metric.ball (0 : E) r') := by
obtain ⟨a, ha, C, -, hp⟩ : ∃ a ∈ Ioo (0 : ℝ) 1, ∃ C > 0, ∀ y ∈ Metric.ball (0 : E) r', ∀ n,
x + y ∈ insert x s → ‖f (x + y) - p.partialSum n y‖ ≤ C * a ^ n := hf.uniform_geometric_approx h
refine Metric.tendstoUniformlyOn_iff.2 fun ε εpos => ?_
have L : Tendsto (fun n => (C : ℝ) * a ^ n) atTop (𝓝 ((C : ℝ) * 0)) :=
tendsto_const_nhds.mul (tendsto_pow_atTop_nhds_zero_of_lt_one ha.1.le ha.2)
rw [mul_zero] at L
refine (L.eventually (gt_mem_nhds εpos)).mono fun n hn y hy => ?_
rw [dist_eq_norm]
exact (hp y hy.2 n hy.1).trans_lt hn
/-- If a function admits a power series expansion at `x`, then it is the uniform limit of the
partial sums of this power series on strict subdisks of the disk of convergence, i.e., `f (x + y)`
is the uniform limit of `p.partialSum n y` there. -/
theorem HasFPowerSeriesOnBall.tendstoUniformlyOn {r' : ℝ≥0} (hf : HasFPowerSeriesOnBall f p x r)
(h : (r' : ℝ≥0∞) < r) :
TendstoUniformlyOn (fun n y => p.partialSum n y) (fun y => f (x + y)) atTop
(Metric.ball (0 : E) r') := by
rw [← hasFPowerSeriesWithinOnBall_univ] at hf
simpa using hf.tendstoUniformlyOn h
/-- If a function admits a power series expansion within a set at `x`, then it is the locally
uniform limit of the partial sums of this power series on the disk of convergence, i.e., `f (x + y)`
is the locally uniform limit of `p.partialSum n y` there. -/
theorem HasFPowerSeriesWithinOnBall.tendstoLocallyUniformlyOn
(hf : HasFPowerSeriesWithinOnBall f p s x r) :
TendstoLocallyUniformlyOn (fun n y => p.partialSum n y) (fun y => f (x + y)) atTop
((x + ·) ⁻¹' (insert x s) ∩ Metric.eball (0 : E) r) := by
intro u hu y hy
rcases ENNReal.lt_iff_exists_nnreal_btwn.1 hy.2 with ⟨r', yr', hr'⟩
have : Metric.eball (0 : E) r' ∈ 𝓝 y := IsOpen.mem_nhds Metric.isOpen_eball yr'
refine ⟨(x + ·)⁻¹' (insert x s) ∩ Metric.eball (0 : E) r', ?_, ?_⟩
· rw [nhdsWithin_inter_of_mem']
· exact inter_mem_nhdsWithin _ this
· apply mem_nhdsWithin_of_mem_nhds
apply Filter.mem_of_superset this (Metric.eball_subset_eball hr'.le)
· simpa [Metric.eball_coe] using hf.tendstoUniformlyOn hr' u hu
/-- If a function admits a power series expansion at `x`, then it is the locally uniform limit of
the partial sums of this power series on the disk of convergence, i.e., `f (x + y)`
is the locally uniform limit of `p.partialSum n y` there. -/
theorem HasFPowerSeriesOnBall.tendstoLocallyUniformlyOn (hf : HasFPowerSeriesOnBall f p x r) :
TendstoLocallyUniformlyOn (fun n y => p.partialSum n y) (fun y => f (x + y)) atTop
(Metric.eball (0 : E) r) := by
rw [← hasFPowerSeriesWithinOnBall_univ] at hf
simpa using hf.tendstoLocallyUniformlyOn
/-- If a function admits a power series expansion within a set at `x`, then it is the uniform limit
of the partial sums of this power series on strict subdisks of the disk of convergence, i.e., `f y`
is the uniform limit of `p.partialSum n (y - x)` there. -/
theorem HasFPowerSeriesWithinOnBall.tendstoUniformlyOn' {r' : ℝ≥0}
(hf : HasFPowerSeriesWithinOnBall f p s x r) (h : (r' : ℝ≥0∞) < r) :
TendstoUniformlyOn (fun n y => p.partialSum n (y - x)) f atTop
(insert x s ∩ Metric.ball (x : E) r') := by
convert (hf.tendstoUniformlyOn h).comp fun y => y - x using 1
· simp [Function.comp_def]
· ext z
simp [dist_eq_norm]
/-- If a function admits a power series expansion at `x`, then it is the uniform limit of the
partial sums of this power series on strict subdisks of the disk of convergence, i.e., `f y`
is the uniform limit of `p.partialSum n (y - x)` there. -/
theorem HasFPowerSeriesOnBall.tendstoUniformlyOn' {r' : ℝ≥0} (hf : HasFPowerSeriesOnBall f p x r)
(h : (r' : ℝ≥0∞) < r) :
TendstoUniformlyOn (fun n y => p.partialSum n (y - x)) f atTop (Metric.ball (x : E) r') := by
rw [← hasFPowerSeriesWithinOnBall_univ] at hf
simpa using hf.tendstoUniformlyOn' h
/-- If a function admits a power series expansion within a set at `x`, then it is the locally
uniform limit of the partial sums of this power series on the disk of convergence, i.e., `f y`
is the locally uniform limit of `p.partialSum n (y - x)` there. -/
theorem HasFPowerSeriesWithinOnBall.tendstoLocallyUniformlyOn'
(hf : HasFPowerSeriesWithinOnBall f p s x r) :
TendstoLocallyUniformlyOn (fun n y => p.partialSum n (y - x)) f atTop
(insert x s ∩ Metric.eball (x : E) r) := by
have A : ContinuousOn (fun y : E => y - x) (insert x s ∩ Metric.eball (x : E) r) := by fun_prop
convert hf.tendstoLocallyUniformlyOn.comp (fun y : E => y - x) _ A using 1
· ext z
simp
· intro z
simp [edist_eq_enorm_sub]
/-- If a function admits a power series expansion at `x`, then it is the locally uniform limit of
the partial sums of this power series on the disk of convergence, i.e., `f y`
is the locally uniform limit of `p.partialSum n (y - x)` there. -/
theorem HasFPowerSeriesOnBall.tendstoLocallyUniformlyOn' (hf : HasFPowerSeriesOnBall f p x r) :
TendstoLocallyUniformlyOn (fun n y => p.partialSum n (y - x)) f atTop
(Metric.eball (x : E) r) := by
rw [← hasFPowerSeriesWithinOnBall_univ] at hf
simpa using hf.tendstoLocallyUniformlyOn'
/-- If a function admits a power series expansion within a set on a ball, then it is
continuous there. -/
protected theorem HasFPowerSeriesWithinOnBall.continuousOn
(hf : HasFPowerSeriesWithinOnBall f p s x r) :
ContinuousOn f (insert x s ∩ Metric.eball x r) :=
hf.tendstoLocallyUniformlyOn'.continuousOn <|
Frequently.of_forall fun n =>
((p.partialSum_continuous n).comp (continuous_id.sub continuous_const)).continuousOn
/-- If a function admits a power series expansion on a ball, then it is continuous there. -/
protected theorem HasFPowerSeriesOnBall.continuousOn (hf : HasFPowerSeriesOnBall f p x r) :
ContinuousOn f (Metric.eball x r) := by