Theory MacLaurin

Up to index of Isabelle/HOL/HOL-Complex

theory MacLaurin
imports Log
begin

(*  ID          : $Id: MacLaurin.thy,v 1.17 2005/07/27 09:28:19 paulson Exp $
    Author      : Jacques D. Fleuriot
    Copyright   : 2001 University of Edinburgh
    Conversion to Isar and new proofs by Lawrence C Paulson, 2004
*)

header{*MacLaurin Series*}

theory MacLaurin
imports Log
begin

subsection{*Maclaurin's Theorem with Lagrange Form of Remainder*}

text{*This is a very long, messy proof even now that it's been broken down
into lemmas.*}

lemma Maclaurin_lemma:
    "0 < h ==>
     ∃B. f h = (∑m=0..<n. (j m / real (fact m)) * (h^m)) +
               (B * ((h^n) / real(fact n)))"
apply (rule_tac x = "(f h - (∑m=0..<n. (j m / real (fact m)) * h^m)) *
                 real(fact n) / (h^n)"
       in exI)
apply (simp) 
done

lemma eq_diff_eq': "(x = y - z) = (y = x + (z::real))"
by arith

text{*A crude tactic to differentiate by proof.*}
ML
{*
exception DERIV_name;
fun get_fun_name (_ $ (Const ("Lim.deriv",_) $ Abs(_,_, Const (f,_) $ _) $ _ $ _)) = f
|   get_fun_name (_ $ (_ $ (Const ("Lim.deriv",_) $ Abs(_,_, Const (f,_) $ _) $ _ $ _))) = f
|   get_fun_name _ = raise DERIV_name;

val deriv_rulesI = [DERIV_Id,DERIV_const,DERIV_cos,DERIV_cmult,
                    DERIV_sin, DERIV_exp, DERIV_inverse,DERIV_pow,
                    DERIV_add, DERIV_diff, DERIV_mult, DERIV_minus,
                    DERIV_inverse_fun,DERIV_quotient,DERIV_fun_pow,
                    DERIV_fun_exp,DERIV_fun_sin,DERIV_fun_cos,
                    DERIV_Id,DERIV_const,DERIV_cos];

val deriv_tac =
  SUBGOAL (fn (prem,i) =>
   (resolve_tac deriv_rulesI i) ORELSE
    ((rtac (read_instantiate [("f",get_fun_name prem)]
                     DERIV_chain2) i) handle DERIV_name => no_tac));;

val DERIV_tac = ALLGOALS(fn i => REPEAT(deriv_tac i));
*}

lemma Maclaurin_lemma2:
      "[| ∀m t. m < n ∧ 0≤t ∧ t≤h --> DERIV (diff m) t :> diff (Suc m) t;
          n = Suc k;
        difg =
        (λm t. diff m t -
               ((∑p = 0..<n - m. diff (m + p) 0 / real (fact p) * t ^ p) +
                B * (t ^ (n - m) / real (fact (n - m)))))|] ==>
        ∀m t. m < n & 0 ≤ t & t ≤ h -->
                    DERIV (difg m) t :> difg (Suc m) t"
apply clarify
apply (rule DERIV_diff)
apply (simp (no_asm_simp))
apply (tactic DERIV_tac)
apply (tactic DERIV_tac)
apply (rule_tac [2] lemma_DERIV_subst)
apply (rule_tac [2] DERIV_quotient)
apply (rule_tac [3] DERIV_const)
apply (rule_tac [2] DERIV_pow)
  prefer 3 apply (simp add: fact_diff_Suc)
 prefer 2 apply simp
apply (frule_tac m = m in less_add_one, clarify)
apply (simp del: setsum_op_ivl_Suc)
apply (insert sumr_offset4 [of 1])
apply (simp del: setsum_op_ivl_Suc fact_Suc realpow_Suc)
apply (rule lemma_DERIV_subst)
apply (rule DERIV_add)
apply (rule_tac [2] DERIV_const)
apply (rule DERIV_sumr, clarify)
 prefer 2 apply simp
apply (simp (no_asm) add: divide_inverse mult_assoc del: fact_Suc realpow_Suc)
apply (rule DERIV_cmult)
apply (rule lemma_DERIV_subst)
apply (best intro: DERIV_chain2 intro!: DERIV_intros)
apply (subst fact_Suc)
apply (subst real_of_nat_mult)
apply (simp add: mult_ac)
done


lemma Maclaurin_lemma3:
     "[|∀k t. k < Suc m ∧ 0≤t & t≤h --> DERIV (difg k) t :> difg (Suc k) t;
        ∀k<Suc m. difg k 0 = 0; DERIV (difg n) t :> 0;  n < m; 0 < t;
        t < h|]
     ==> ∃ta. 0 < ta & ta < t & DERIV (difg (Suc n)) ta :> 0"
apply (rule Rolle, assumption, simp)
apply (drule_tac x = n and P="%k. k<Suc m --> difg k 0 = 0" in spec)
apply (rule DERIV_unique)
prefer 2 apply assumption
apply force
apply (subgoal_tac "∀ta. 0 ≤ ta & ta ≤ t --> (difg (Suc n)) differentiable ta")
apply (simp add: differentiable_def)
apply (blast dest!: DERIV_isCont)
apply (simp add: differentiable_def, clarify)
apply (rule_tac x = "difg (Suc (Suc n)) ta" in exI)
apply force
apply (simp add: differentiable_def, clarify)
apply (rule_tac x = "difg (Suc (Suc n)) x" in exI)
apply force
done

lemma Maclaurin:
   "[| 0 < h; 0 < n; diff 0 = f;
       ∀m t. m < n & 0 ≤ t & t ≤ h --> DERIV (diff m) t :> diff (Suc m) t |]
    ==> ∃t. 0 < t &
              t < h &
              f h =
              setsum (%m. (diff m 0 / real (fact m)) * h ^ m) {0..<n} +
              (diff n t / real (fact n)) * h ^ n"
apply (case_tac "n = 0", force)
apply (drule not0_implies_Suc)
apply (erule exE)
apply (frule_tac f=f and n=n and j="%m. diff m 0" in Maclaurin_lemma)
apply (erule exE)
apply (subgoal_tac "∃g.
     g = (%t. f t - (setsum (%m. (diff m 0 / real(fact m)) * t^m) {0..<n} + (B * (t^n / real(fact n)))))")
 prefer 2 apply blast
apply (erule exE)
apply (subgoal_tac "g 0 = 0 & g h =0")
 prefer 2
 apply (simp del: setsum_op_ivl_Suc)
 apply (cut_tac n = m and k = 1 in sumr_offset2)
 apply (simp add: eq_diff_eq' del: setsum_op_ivl_Suc)
apply (subgoal_tac "∃difg. difg = (%m t. diff m t - (setsum (%p. (diff (m + p) 0 / real (fact p)) * (t ^ p)) {0..<n-m} + (B * ((t ^ (n - m)) / real (fact (n - m))))))")
 prefer 2 apply blast
apply (erule exE)
apply (subgoal_tac "difg 0 = g")
 prefer 2 apply simp
apply (frule Maclaurin_lemma2, assumption+)
apply (subgoal_tac "∀ma. ma < n --> (∃t. 0 < t & t < h & difg (Suc ma) t = 0) ")
 apply (drule_tac x = m and P="%m. m<n --> (∃t. ?QQ m t)" in spec)
 apply (erule impE)
  apply (simp (no_asm_simp))
 apply (erule exE)
 apply (rule_tac x = t in exI)
 apply (simp del: realpow_Suc fact_Suc)
apply (subgoal_tac "∀m. m < n --> difg m 0 = 0")
 prefer 2
 apply clarify
 apply simp
 apply (frule_tac m = ma in less_add_one, clarify)
 apply (simp del: setsum_op_ivl_Suc)
apply (insert sumr_offset4 [of 1])
apply (simp del: setsum_op_ivl_Suc fact_Suc realpow_Suc)
apply (subgoal_tac "∀m. m < n --> (∃t. 0 < t & t < h & DERIV (difg m) t :> 0) ")
apply (rule allI, rule impI)
apply (drule_tac x = ma and P="%m. m<n --> (∃t. ?QQ m t)" in spec)
apply (erule impE, assumption)
apply (erule exE)
apply (rule_tac x = t in exI)
(* do some tidying up *)
apply (erule_tac [!] V= "difg = (%m t. diff m t - (setsum (%p. diff (m + p) 0 / real (fact p) * t ^ p) {0..<n-m} + B * (t ^ (n - m) / real (fact (n - m)))))"
       in thin_rl)
apply (erule_tac [!] V="g = (%t. f t - (setsum (%m. diff m 0 / real (fact m) * t ^ m) {0..<n} + B * (t ^ n / real (fact n))))"
       in thin_rl)
apply (erule_tac [!] V="f h = setsum (%m. diff m 0 / real (fact m) * h ^ m) {0..<n} + B * (h ^ n / real (fact n))"
       in thin_rl)
(* back to business *)
apply (simp (no_asm_simp))
apply (rule DERIV_unique)
prefer 2 apply blast
apply force
apply (rule allI, induct_tac "ma")
apply (rule impI, rule Rolle, assumption, simp, simp)
apply (subgoal_tac "∀t. 0 ≤ t & t ≤ h --> g differentiable t")
apply (simp add: differentiable_def)
apply (blast dest: DERIV_isCont)
apply (simp add: differentiable_def, clarify)
apply (rule_tac x = "difg (Suc 0) t" in exI)
apply force
apply (simp add: differentiable_def, clarify)
apply (rule_tac x = "difg (Suc 0) x" in exI)
apply force
apply safe
apply force
apply (frule Maclaurin_lemma3, assumption+, safe)
apply (rule_tac x = ta in exI, force)
done

lemma Maclaurin_objl:
     "0 < h & 0 < n & diff 0 = f &
       (∀m t. m < n & 0 ≤ t & t ≤ h --> DERIV (diff m) t :> diff (Suc m) t)
    --> (∃t. 0 < t &
              t < h &
              f h =
              (∑m=0..<n. diff m 0 / real (fact m) * h ^ m) +
              diff n t / real (fact n) * h ^ n)"
by (blast intro: Maclaurin)


lemma Maclaurin2:
   "[| 0 < h; diff 0 = f;
       ∀m t.
          m < n & 0 ≤ t & t ≤ h --> DERIV (diff m) t :> diff (Suc m) t |]
    ==> ∃t. 0 < t &
              t ≤ h &
              f h =
              (∑m=0..<n. diff m 0 / real (fact m) * h ^ m) +
              diff n t / real (fact n) * h ^ n"
apply (case_tac "n", auto)
apply (drule Maclaurin, auto)
done

lemma Maclaurin2_objl:
     "0 < h & diff 0 = f &
       (∀m t.
          m < n & 0 ≤ t & t ≤ h --> DERIV (diff m) t :> diff (Suc m) t)
    --> (∃t. 0 < t &
              t ≤ h &
              f h =
              (∑m=0..<n. diff m 0 / real (fact m) * h ^ m) +
              diff n t / real (fact n) * h ^ n)"
by (blast intro: Maclaurin2)

lemma Maclaurin_minus:
   "[| h < 0; 0 < n; diff 0 = f;
       ∀m t. m < n & h ≤ t & t ≤ 0 --> DERIV (diff m) t :> diff (Suc m) t |]
    ==> ∃t. h < t &
              t < 0 &
              f h =
              (∑m=0..<n. diff m 0 / real (fact m) * h ^ m) +
              diff n t / real (fact n) * h ^ n"
apply (cut_tac f = "%x. f (-x)"
        and diff = "%n x. ((- 1) ^ n) * diff n (-x)"
        and h = "-h" and n = n in Maclaurin_objl)
apply (simp)
apply safe
apply (subst minus_mult_right)
apply (rule DERIV_cmult)
apply (rule lemma_DERIV_subst)
apply (rule DERIV_chain2 [where g=uminus])
apply (rule_tac [2] DERIV_minus, rule_tac [2] DERIV_Id)
prefer 2 apply force
apply force
apply (rule_tac x = "-t" in exI, auto)
apply (subgoal_tac "(∑m = 0..<n. -1 ^ m * diff m 0 * (-h)^m / real(fact m)) =
                    (∑m = 0..<n. diff m 0 * h ^ m / real(fact m))")
apply (rule_tac [2] setsum_cong[OF refl])
apply (auto simp add: divide_inverse power_mult_distrib [symmetric])
done

lemma Maclaurin_minus_objl:
     "(h < 0 & 0 < n & diff 0 = f &
       (∀m t.
          m < n & h ≤ t & t ≤ 0 --> DERIV (diff m) t :> diff (Suc m) t))
    --> (∃t. h < t &
              t < 0 &
              f h =
              (∑m=0..<n. diff m 0 / real (fact m) * h ^ m) +
              diff n t / real (fact n) * h ^ n)"
by (blast intro: Maclaurin_minus)


subsection{*More Convenient "Bidirectional" Version.*}

(* not good for PVS sin_approx, cos_approx *)

lemma Maclaurin_bi_le_lemma [rule_format]:
     "0 < n -->
       diff 0 0 =
       (∑m = 0..<n. diff m 0 * 0 ^ m / real (fact m)) +
       diff n 0 * 0 ^ n / real (fact n)"
by (induct "n", auto)

lemma Maclaurin_bi_le:
   "[| diff 0 = f;
       ∀m t. m < n & abs t ≤ abs x --> DERIV (diff m) t :> diff (Suc m) t |]
    ==> ∃t. abs t ≤ abs x &
              f x =
              (∑m=0..<n. diff m 0 / real (fact m) * x ^ m) +
              diff n t / real (fact n) * x ^ n"
apply (case_tac "n = 0", force)
apply (case_tac "x = 0")
apply (rule_tac x = 0 in exI)
apply (force simp add: Maclaurin_bi_le_lemma)
apply (cut_tac x = x and y = 0 in linorder_less_linear, auto)
txt{*Case 1, where @{term "x < 0"}*}
apply (cut_tac f = "diff 0" and diff = diff and h = x and n = n in Maclaurin_minus_objl, safe)
apply (simp add: abs_if)
apply (rule_tac x = t in exI)
apply (simp add: abs_if)
txt{*Case 2, where @{term "0 < x"}*}
apply (cut_tac f = "diff 0" and diff = diff and h = x and n = n in Maclaurin_objl, safe)
apply (simp add: abs_if)
apply (rule_tac x = t in exI)
apply (simp add: abs_if)
done

lemma Maclaurin_all_lt:
     "[| diff 0 = f;
         ∀m x. DERIV (diff m) x :> diff(Suc m) x;
        x ~= 0; 0 < n
      |] ==> ∃t. 0 < abs t & abs t < abs x &
               f x = (∑m=0..<n. (diff m 0 / real (fact m)) * x ^ m) +
                     (diff n t / real (fact n)) * x ^ n"
apply (rule_tac x = x and y = 0 in linorder_cases)
prefer 2 apply blast
apply (drule_tac [2] diff=diff in Maclaurin)
apply (drule_tac diff=diff in Maclaurin_minus, simp_all, safe)
apply (rule_tac [!] x = t in exI, auto)
done

lemma Maclaurin_all_lt_objl:
     "diff 0 = f &
      (∀m x. DERIV (diff m) x :> diff(Suc m) x) &
      x ~= 0 & 0 < n
      --> (∃t. 0 < abs t & abs t < abs x &
               f x = (∑m=0..<n. (diff m 0 / real (fact m)) * x ^ m) +
                     (diff n t / real (fact n)) * x ^ n)"
by (blast intro: Maclaurin_all_lt)

lemma Maclaurin_zero [rule_format]:
     "x = (0::real)
      ==> 0 < n -->
          (∑m=0..<n. (diff m (0::real) / real (fact m)) * x ^ m) =
          diff 0 0"
by (induct n, auto)

lemma Maclaurin_all_le: "[| diff 0 = f;
        ∀m x. DERIV (diff m) x :> diff (Suc m) x
      |] ==> ∃t. abs t ≤ abs x &
              f x = (∑m=0..<n. (diff m 0 / real (fact m)) * x ^ m) +
                    (diff n t / real (fact n)) * x ^ n"
apply (insert linorder_le_less_linear [of n 0])
apply (erule disjE, force)
apply (case_tac "x = 0")
apply (frule_tac diff = diff and n = n in Maclaurin_zero, assumption)
apply (drule gr_implies_not0 [THEN not0_implies_Suc])
apply (rule_tac x = 0 in exI, force)
apply (frule_tac diff = diff and n = n in Maclaurin_all_lt, auto)
apply (rule_tac x = t in exI, auto)
done

lemma Maclaurin_all_le_objl: "diff 0 = f &
      (∀m x. DERIV (diff m) x :> diff (Suc m) x)
      --> (∃t. abs t ≤ abs x &
              f x = (∑m=0..<n. (diff m 0 / real (fact m)) * x ^ m) +
                    (diff n t / real (fact n)) * x ^ n)"
by (blast intro: Maclaurin_all_le)


subsection{*Version for Exponential Function*}

lemma Maclaurin_exp_lt: "[| x ~= 0; 0 < n |]
      ==> (∃t. 0 < abs t &
                abs t < abs x &
                exp x = (∑m=0..<n. (x ^ m) / real (fact m)) +
                        (exp t / real (fact n)) * x ^ n)"
by (cut_tac diff = "%n. exp" and f = exp and x = x and n = n in Maclaurin_all_lt_objl, auto)


lemma Maclaurin_exp_le:
     "∃t. abs t ≤ abs x &
            exp x = (∑m=0..<n. (x ^ m) / real (fact m)) +
                       (exp t / real (fact n)) * x ^ n"
by (cut_tac diff = "%n. exp" and f = exp and x = x and n = n in Maclaurin_all_le_objl, auto)


subsection{*Version for Sine Function*}

lemma MVT2:
     "[| a < b; ∀x. a ≤ x & x ≤ b --> DERIV f x :> f'(x) |]
      ==> ∃z. a < z & z < b & (f b - f a = (b - a) * f'(z))"
apply (drule MVT)
apply (blast intro: DERIV_isCont)
apply (force dest: order_less_imp_le simp add: differentiable_def)
apply (blast dest: DERIV_unique order_less_imp_le)
done

lemma mod_exhaust_less_4:
     "m mod 4 = 0 | m mod 4 = 1 | m mod 4 = 2 | m mod 4 = (3::nat)"
by (case_tac "m mod 4", auto, arith)

lemma Suc_Suc_mult_two_diff_two [rule_format, simp]:
     "0 < n --> Suc (Suc (2 * n - 2)) = 2*n"
by (induct "n", auto)

lemma lemma_Suc_Suc_4n_diff_2 [rule_format, simp]:
     "0 < n --> Suc (Suc (4*n - 2)) = 4*n"
by (induct "n", auto)

lemma Suc_mult_two_diff_one [rule_format, simp]:
      "0 < n --> Suc (2 * n - 1) = 2*n"
by (induct "n", auto)


text{*It is unclear why so many variant results are needed.*}

lemma Maclaurin_sin_expansion2:
     "∃t. abs t ≤ abs x &
       sin x =
       (∑m=0..<n. (if even m then 0
                       else ((- 1) ^ ((m - (Suc 0)) div 2)) / real (fact m)) *
                       x ^ m)
      + ((sin(t + 1/2 * real (n) *pi) / real (fact n)) * x ^ n)"
apply (cut_tac f = sin and n = n and x = x
        and diff = "%n x. sin (x + 1/2*real n * pi)" in Maclaurin_all_lt_objl)
apply safe
apply (simp (no_asm))
apply (simp (no_asm))
apply (case_tac "n", clarify, simp, simp)
apply (rule ccontr, simp)
apply (drule_tac x = x in spec, simp)
apply (erule ssubst)
apply (rule_tac x = t in exI, simp)
apply (rule setsum_cong[OF refl])
apply (auto simp add: sin_zero_iff odd_Suc_mult_two_ex)
done

lemma Maclaurin_sin_expansion:
     "∃t. sin x =
       (∑m=0..<n. (if even m then 0
                       else ((- 1) ^ ((m - (Suc 0)) div 2)) / real (fact m)) *
                       x ^ m)
      + ((sin(t + 1/2 * real (n) *pi) / real (fact n)) * x ^ n)"
apply (insert Maclaurin_sin_expansion2 [of x n]) 
apply (blast intro: elim:); 
done



lemma Maclaurin_sin_expansion3:
     "[| 0 < n; 0 < x |] ==>
       ∃t. 0 < t & t < x &
       sin x =
       (∑m=0..<n. (if even m then 0
                       else ((- 1) ^ ((m - (Suc 0)) div 2)) / real (fact m)) *
                       x ^ m)
      + ((sin(t + 1/2 * real(n) *pi) / real (fact n)) * x ^ n)"
apply (cut_tac f = sin and n = n and h = x and diff = "%n x. sin (x + 1/2*real (n) *pi)" in Maclaurin_objl)
apply safe
apply simp
apply (simp (no_asm))
apply (erule ssubst)
apply (rule_tac x = t in exI, simp)
apply (rule setsum_cong[OF refl])
apply (auto simp add: sin_zero_iff odd_Suc_mult_two_ex)
done

lemma Maclaurin_sin_expansion4:
     "0 < x ==>
       ∃t. 0 < t & t ≤ x &
       sin x =
       (∑m=0..<n. (if even m then 0
                       else ((- 1) ^ ((m - (Suc 0)) div 2)) / real (fact m)) *
                       x ^ m)
      + ((sin(t + 1/2 * real (n) *pi) / real (fact n)) * x ^ n)"
apply (cut_tac f = sin and n = n and h = x and diff = "%n x. sin (x + 1/2*real (n) *pi)" in Maclaurin2_objl)
apply safe
apply simp
apply (simp (no_asm))
apply (erule ssubst)
apply (rule_tac x = t in exI, simp)
apply (rule setsum_cong[OF refl])
apply (auto simp add: sin_zero_iff odd_Suc_mult_two_ex)
done


subsection{*Maclaurin Expansion for Cosine Function*}

lemma sumr_cos_zero_one [simp]:
 "(∑m=0..<(Suc n).
     (if even m then (- 1) ^ (m div 2)/(real  (fact m)) else 0) * 0 ^ m) = 1"
by (induct "n", auto)

lemma Maclaurin_cos_expansion:
     "∃t. abs t ≤ abs x &
       cos x =
       (∑m=0..<n. (if even m
                       then (- 1) ^ (m div 2)/(real (fact m))
                       else 0) *
                       x ^ m)
      + ((cos(t + 1/2 * real (n) *pi) / real (fact n)) * x ^ n)"
apply (cut_tac f = cos and n = n and x = x and diff = "%n x. cos (x + 1/2*real (n) *pi)" in Maclaurin_all_lt_objl)
apply safe
apply (simp (no_asm))
apply (simp (no_asm))
apply (case_tac "n", simp)
apply (simp del: setsum_op_ivl_Suc)
apply (rule ccontr, simp)
apply (drule_tac x = x in spec, simp)
apply (erule ssubst)
apply (rule_tac x = t in exI, simp)
apply (rule setsum_cong[OF refl])
apply (auto simp add: cos_zero_iff even_mult_two_ex)
done

lemma Maclaurin_cos_expansion2:
     "[| 0 < x; 0 < n |] ==>
       ∃t. 0 < t & t < x &
       cos x =
       (∑m=0..<n. (if even m
                       then (- 1) ^ (m div 2)/(real (fact m))
                       else 0) *
                       x ^ m)
      + ((cos(t + 1/2 * real (n) *pi) / real (fact n)) * x ^ n)"
apply (cut_tac f = cos and n = n and h = x and diff = "%n x. cos (x + 1/2*real (n) *pi)" in Maclaurin_objl)
apply safe
apply simp
apply (simp (no_asm))
apply (erule ssubst)
apply (rule_tac x = t in exI, simp)
apply (rule setsum_cong[OF refl])
apply (auto simp add: cos_zero_iff even_mult_two_ex)
done

lemma Maclaurin_minus_cos_expansion:
     "[| x < 0; 0 < n |] ==>
       ∃t. x < t & t < 0 &
       cos x =
       (∑m=0..<n. (if even m
                       then (- 1) ^ (m div 2)/(real (fact m))
                       else 0) *
                       x ^ m)
      + ((cos(t + 1/2 * real (n) *pi) / real (fact n)) * x ^ n)"
apply (cut_tac f = cos and n = n and h = x and diff = "%n x. cos (x + 1/2*real (n) *pi)" in Maclaurin_minus_objl)
apply safe
apply simp
apply (simp (no_asm))
apply (erule ssubst)
apply (rule_tac x = t in exI, simp)
apply (rule setsum_cong[OF refl])
apply (auto simp add: cos_zero_iff even_mult_two_ex)
done

(* ------------------------------------------------------------------------- *)
(* Version for ln(1 +/- x). Where is it??                                    *)
(* ------------------------------------------------------------------------- *)

lemma sin_bound_lemma:
    "[|x = y; abs u ≤ (v::real) |] ==> ¦(x + u) - y¦ ≤ v"
by auto

lemma Maclaurin_sin_bound:
  "abs(sin x - (∑m=0..<n. (if even m then 0 else ((- 1) ^ ((m - (Suc 0)) div 2)) / real (fact m)) *
  x ^ m))  ≤ inverse(real (fact n)) * ¦x¦ ^ n"
proof -
  have "!! x (y::real). x ≤ 1 ==> 0 ≤ y ==> x * y ≤ 1 * y"
    by (rule_tac mult_right_mono,simp_all)
  note est = this[simplified]
  show ?thesis
    apply (cut_tac f=sin and n=n and x=x and
      diff = "%n x. if n mod 4 = 0 then sin(x) else if n mod 4 = 1 then cos(x) else if n mod 4 = 2 then -sin(x) else -cos(x)"
      in Maclaurin_all_le_objl)
    apply safe
    apply simp
    apply (subst (1 2 3) mod_Suc_eq_Suc_mod)
    apply (cut_tac m=m in mod_exhaust_less_4, safe, simp+)
    apply (rule DERIV_minus, simp+)
    apply (rule lemma_DERIV_subst, rule DERIV_minus, rule DERIV_cos, simp)
    apply (erule ssubst)
    apply (rule sin_bound_lemma)
    apply (rule setsum_cong[OF refl])
    apply (rule_tac f = "%u. u * (x^xa)" in arg_cong)
    apply (subst even_even_mod_4_iff)
    apply (cut_tac m=xa in mod_exhaust_less_4, simp, safe)
    apply (simp_all add:even_num_iff)
    apply (drule lemma_even_mod_4_div_2[simplified])
    apply(simp add: numeral_2_eq_2 divide_inverse)
    apply (drule lemma_odd_mod_4_div_2)
    apply (simp add: numeral_2_eq_2 divide_inverse)
    apply (auto intro: mult_right_mono [where b=1, simplified] mult_right_mono
                   simp add: est mult_nonneg_nonneg mult_ac divide_inverse
                          power_abs [symmetric] abs_mult)
    done
qed

end

Maclaurin's Theorem with Lagrange Form of Remainder

lemma Maclaurin_lemma:

  0 < h
  ==> ∃B. f h =
          (∑m = 0..<n. j m / real (fact m) * h ^ m) + B * (h ^ n / real (fact n))

lemma eq_diff_eq':

  (x = y - z) = (y = x + z)

lemma Maclaurin_lemma2:

  [| ∀m t. m < n ∧ 0 ≤ tth --> DERIV (diff m) t :> diff (Suc m) t;
     n = Suc k;
     difg =
     (%m t. diff m t -
            ((∑p = 0..<n - m. diff (m + p) 0 / real (fact p) * t ^ p) +
             B * (t ^ (n - m) / real (fact (n - m))))) |]
  ==> ∀m t. m < n ∧ 0 ≤ tth --> DERIV (difg m) t :> difg (Suc m) t

lemma Maclaurin_lemma3:

  [| ∀k t. k < Suc m ∧ 0 ≤ tth --> DERIV (difg k) t :> difg (Suc k) t;
     ∀k<Suc m. difg k 0 = 0; DERIV (difg n) t :> 0; n < m; 0 < t; t < h |]
  ==> ∃ta>0. ta < t ∧ DERIV (difg (Suc n)) ta :> 0

lemma Maclaurin:

  [| 0 < h; 0 < n; diff 0 = f;
     ∀m t. m < n ∧ 0 ≤ tth --> DERIV (diff m) t :> diff (Suc m) t |]
  ==> ∃t>0. t < hf h =
            (∑m = 0..<n. diff m 0 / real (fact m) * h ^ m) +
            diff n t / real (fact n) * h ^ n

lemma Maclaurin_objl:

  0 < h ∧
  0 < ndiff 0 = f ∧
  (∀m t. m < n ∧ 0 ≤ tth --> DERIV (diff m) t :> diff (Suc m) t) -->
  (∃t>0. t < hf h =
         (∑m = 0..<n. diff m 0 / real (fact m) * h ^ m) +
         diff n t / real (fact n) * h ^ n)

lemma Maclaurin2:

  [| 0 < h; diff 0 = f;
     ∀m t. m < n ∧ 0 ≤ tth --> DERIV (diff m) t :> diff (Suc m) t |]
  ==> ∃t>0. thf h =
            (∑m = 0..<n. diff m 0 / real (fact m) * h ^ m) +
            diff n t / real (fact n) * h ^ n

lemma Maclaurin2_objl:

  0 < hdiff 0 = f ∧
  (∀m t. m < n ∧ 0 ≤ tth --> DERIV (diff m) t :> diff (Suc m) t) -->
  (∃t>0. thf h =
         (∑m = 0..<n. diff m 0 / real (fact m) * h ^ m) +
         diff n t / real (fact n) * h ^ n)

lemma Maclaurin_minus:

  [| h < 0; 0 < n; diff 0 = f;
     ∀m t. m < nhtt ≤ 0 --> DERIV (diff m) t :> diff (Suc m) t |]
  ==> ∃t>h. t < 0 ∧
            f h =
            (∑m = 0..<n. diff m 0 / real (fact m) * h ^ m) +
            diff n t / real (fact n) * h ^ n

lemma Maclaurin_minus_objl:

  h < 0 ∧
  0 < ndiff 0 = f ∧
  (∀m t. m < nhtt ≤ 0 --> DERIV (diff m) t :> diff (Suc m) t) -->
  (∃t>h. t < 0 ∧
         f h =
         (∑m = 0..<n. diff m 0 / real (fact m) * h ^ m) +
         diff n t / real (fact n) * h ^ n)

More Convenient "Bidirectional" Version.

lemma Maclaurin_bi_le_lemma:

  0 < n
  ==> diff 0 (0::'a) =
      (∑m = 0..<n. diff m (0::'a) * 0 ^ m / real (fact m)) +
      diff n (0::'a) * 0 ^ n / real (fact n)

lemma Maclaurin_bi_le:

  [| diff 0 = f; ∀m t. m < n ∧ ¦t¦ ≤ ¦x¦ --> DERIV (diff m) t :> diff (Suc m) t |]
  ==> ∃t. ¦t¦ ≤ ¦x¦ ∧
          f x =
          (∑m = 0..<n. diff m 0 / real (fact m) * x ^ m) +
          diff n t / real (fact n) * x ^ n

lemma Maclaurin_all_lt:

  [| diff 0 = f; ∀m x. DERIV (diff m) x :> diff (Suc m) x; x ≠ 0; 0 < n |]
  ==> ∃t. 0 < ¦t¦ ∧
          ¦t¦ < ¦x¦ ∧
          f x =
          (∑m = 0..<n. diff m 0 / real (fact m) * x ^ m) +
          diff n t / real (fact n) * x ^ n

lemma Maclaurin_all_lt_objl:

  diff 0 = f ∧ (∀m x. DERIV (diff m) x :> diff (Suc m) x) ∧ x ≠ 0 ∧ 0 < n -->
  (∃t. 0 < ¦t¦ ∧
       ¦t¦ < ¦x¦ ∧
       f x =
       (∑m = 0..<n. diff m 0 / real (fact m) * x ^ m) +
       diff n t / real (fact n) * x ^ n)

lemma Maclaurin_zero:

  [| x = 0; 0 < n |] ==> (∑m = 0..<n. diff m 0 / real (fact m) * x ^ m) = diff 0 0

lemma Maclaurin_all_le:

  [| diff 0 = f; ∀m x. DERIV (diff m) x :> diff (Suc m) x |]
  ==> ∃t. ¦t¦ ≤ ¦x¦ ∧
          f x =
          (∑m = 0..<n. diff m 0 / real (fact m) * x ^ m) +
          diff n t / real (fact n) * x ^ n

lemma Maclaurin_all_le_objl:

  diff 0 = f ∧ (∀m x. DERIV (diff m) x :> diff (Suc m) x) -->
  (∃t. ¦t¦ ≤ ¦x¦ ∧
       f x =
       (∑m = 0..<n. diff m 0 / real (fact m) * x ^ m) +
       diff n t / real (fact n) * x ^ n)

Version for Exponential Function

lemma Maclaurin_exp_lt:

  [| x ≠ 0; 0 < n |]
  ==> ∃t. 0 < ¦t¦ ∧
          ¦t¦ < ¦x¦ ∧
          exp x =
          (∑m = 0..<n. x ^ m / real (fact m)) + exp t / real (fact n) * x ^ n

lemma Maclaurin_exp_le:

t. ¦t¦ ≤ ¦x¦ ∧
      exp x = (∑m = 0..<n. x ^ m / real (fact m)) + exp t / real (fact n) * x ^ n

Version for Sine Function

lemma MVT2:

  [| a < b; ∀x. axxb --> DERIV f x :> f' x |]
  ==> ∃z>a. z < bf b - f a = (b - a) * f' z

lemma mod_exhaust_less_4:

  m mod 4 = 0 ∨ m mod 4 = 1 ∨ m mod 4 = 2 ∨ m mod 4 = 3

lemma Suc_Suc_mult_two_diff_two:

  0 < n ==> Suc (Suc (2 * n - 2)) = 2 * n

lemma lemma_Suc_Suc_4n_diff_2:

  0 < n ==> Suc (Suc (4 * n - 2)) = 4 * n

lemma Suc_mult_two_diff_one:

  0 < n ==> Suc (2 * n - 1) = 2 * n

lemma Maclaurin_sin_expansion2:

t. ¦t¦ ≤ ¦x¦ ∧
      sin x =
      (∑m = 0..<n.
          (if even m then 0 else (- 1) ^ ((m - Suc 0) div 2) / real (fact m)) *
          x ^ m) +
      sin (t + 1 / 2 * real n * pi) / real (fact n) * x ^ n

lemma Maclaurin_sin_expansion:

t. sin x =
      (∑m = 0..<n.
          (if even m then 0 else (- 1) ^ ((m - Suc 0) div 2) / real (fact m)) *
          x ^ m) +
      sin (t + 1 / 2 * real n * pi) / real (fact n) * x ^ n

lemma Maclaurin_sin_expansion3:

  [| 0 < n; 0 < x |]
  ==> ∃t>0. t < x ∧
            sin x =
            (∑m = 0..<n.
                (if even m then 0
                 else (- 1) ^ ((m - Suc 0) div 2) / real (fact m)) *
                x ^ m) +
            sin (t + 1 / 2 * real n * pi) / real (fact n) * x ^ n

lemma Maclaurin_sin_expansion4:

  0 < x
  ==> ∃t>0. tx ∧
            sin x =
            (∑m = 0..<n.
                (if even m then 0
                 else (- 1) ^ ((m - Suc 0) div 2) / real (fact m)) *
                x ^ m) +
            sin (t + 1 / 2 * real n * pi) / real (fact n) * x ^ n

Maclaurin Expansion for Cosine Function

lemma sumr_cos_zero_one:

  (∑m = 0..<Suc n.
      (if even m then (- 1) ^ (m div 2) / real (fact m) else 0) * 0 ^ m) =
  1

lemma Maclaurin_cos_expansion:

t. ¦t¦ ≤ ¦x¦ ∧
      cos x =
      (∑m = 0..<n.
          (if even m then (- 1) ^ (m div 2) / real (fact m) else 0) * x ^ m) +
      cos (t + 1 / 2 * real n * pi) / real (fact n) * x ^ n

lemma Maclaurin_cos_expansion2:

  [| 0 < x; 0 < n |]
  ==> ∃t>0. t < x ∧
            cos x =
            (∑m = 0..<n.
                (if even m then (- 1) ^ (m div 2) / real (fact m) else 0) *
                x ^ m) +
            cos (t + 1 / 2 * real n * pi) / real (fact n) * x ^ n

lemma Maclaurin_minus_cos_expansion:

  [| x < 0; 0 < n |]
  ==> ∃t>x. t < 0 ∧
            cos x =
            (∑m = 0..<n.
                (if even m then (- 1) ^ (m div 2) / real (fact m) else 0) *
                x ^ m) +
            cos (t + 1 / 2 * real n * pi) / real (fact n) * x ^ n

lemma sin_bound_lemma:

  [| x = y; ¦u¦ ≤ v |] ==> ¦x + u - y¦ ≤ v

lemma Maclaurin_sin_bound:

  ¦sin x -
   (∑m = 0..<n.
       (if even m then 0 else (- 1) ^ ((m - Suc 0) div 2) / real (fact m)) *
       x ^ m)¦
  ≤ inverse (real (fact n)) * ¦x¦ ^ n