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Books.Analysis2_Tao_2022.Chapters.Chap03.section07_part1

noncomputable def sinScaledSeq (n : ) (x : ) :

The sequence of functions f_n(x) = n^{-1/2} sin(n x) on .

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    The constant zero function on .

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      Helper for Proposition 3.19: for any ε>0, eventually 1/√n < ε.

      Helper for Proposition 3.19: uniform bound for the scaled sine sequence.

      theorem helperForProposition_3_19_deriv_sinScaledSeq (n : ) (x : ) :
      deriv (sinScaledSeq n) x = (n)⁻¹ * (Real.cos (n * x) * n)

      Helper for Proposition 3.19: derivative of the scaled sine sequence.

      Helper for Proposition 3.19: the derivatives at 0 do not converge to the derivative of the limit.

      Proposition 3.19: for f_n(x) = n^{-1/2} sin(n x) on [0, 2π] and f(x)=0, (f_n) converges uniformly to f on [0, 2π], but (f_n') does not converge pointwise to f' (hence not uniformly); in particular, d/dx (lim f_n) ≠ lim (d/dx f_n).

      noncomputable def sqrtShiftedSeq (n : ) (x : ) :

      The sequence of functions f_n(x) = sqrt(1/n^2 + x^2) on .

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        def absFun :

        The absolute value function on .

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          Helper for Proposition 3.20: at n = 0, the sequence equals the absolute value.

          Helper for Proposition 3.20: absFun is not differentiable at 0.

          Helper for Proposition 3.20: Set.Icc (-1) 1 is a neighborhood of 0.

          Helper for Proposition 3.20: absFun is not differentiable on [-1,1].

          Helper for Proposition 3.20: the sequence is not differentiable on [-1,1] at n = 0.

          Helper for Proposition 3.20: the full differentiability claim over all n is false.

          theorem helperForProposition_3_20_eventually_inv_lt {ε : } ( : 0 < ε) :
          ∀ᶠ (n : ) in Filter.atTop, (↑n)⁻¹ < ε

          Helper for Proposition 3.20: for any ε>0, eventually 1/n < ε.

          Helper for Proposition 3.20: for any ε>0, eventually (n+1)⁻¹ < ε.

          Helper for Proposition 3.20: uniform bound for the shifted square-root sequence.

          theorem helperForProposition_3_20_inner_ne_zero_of_one_le (n : ) (hn : 1 n) (x : ) :
          1 / n ^ 2 + x ^ 2 0

          Helper for Proposition 3.20: the inner expression is nonzero for n ≥ 1.

          Helper for Proposition 3.20: differentiability of sqrtShiftedSeq for n ≥ 1.

          Helper for Proposition 3.20: differentiability on [-1,1] for n ≥ 1.

          Helper for Proposition 3.20: differentiability on [-1,1] for n + 1.

          Proposition 3.20: define f_n(x) = sqrt(1/n^2 + x^2) and f(x)=|x|. Then f_n converges uniformly to f on [-1,1], each f_n (for n ≥ 1) is differentiable on [-1,1], and f is not differentiable at 0; in particular, a uniform limit of differentiable functions need not be differentiable.

          theorem helperForTheorem_3_9_continuousOn_g_Icc {a b : } (f : ) (g : ) (h_diff_cont : ∀ (n : ), 1 nContinuousOn (fun (x : ) => deriv (f n) x) (Set.Icc a b)) (h_unif : TendstoUniformlyOn (fun (n : ) (x : ) => deriv (f n) x) g Filter.atTop (Set.Icc a b)) :

          Helper for Theorem 3.9: g is continuous on [a,b] as a uniform limit of continuous derivatives on [a,b].

          theorem helperForTheorem_3_9_abs_sub_le_interval_length {a b x x0 : } (ha : a b) (hx : x Set.Icc a b) (hx0 : x0 Set.Icc a b) :
          |x - x0| b - a

          Helper for Theorem 3.9: any two points of [a,b] are at distance at most b - a.

          theorem helperForTheorem_3_9_sub_eq_integral_deriv {a b : } (f : ) (h_diff : ∀ (n : ), 1 nDifferentiableOn (f n) (Set.Icc a b)) (h_diff_cont : ∀ (n : ), 1 nContinuousOn (fun (x : ) => deriv (f n) x) (Set.Icc a b)) {n : } (hn : 1 n) {x0 x : } (hx0 : x0 Set.Icc a b) (hx : x Set.Icc a b) :
          f n x - f n x0 = (t : ) in x0..x, deriv (f n) t

          Helper for Theorem 3.9: for n ≥ 1, f_n x - f_n x0 is the integral of f_n' between x0 and x.

          theorem helperForTheorem_3_9_integral_error_bound_on_uIcc {a b : } (ha : a b) (f : ) (g gExt : ) {n : } {x0 x δ : } (h_gExt_eq : tSet.Icc a b, gExt t = g t) (h_bound : tSet.Icc a b, deriv (f n) t - g t δ) (hδ_nonneg : 0 δ) (hx0 : x0 Set.Icc a b) (hx : x Set.Icc a b) :
          (t : ) in x0..x, deriv (f n) t - gExt t δ * (b - a)

          Helper for Theorem 3.9: uniform derivative bounds on [a,b] control the integral error term uniformly on x ∈ [a,b].

          theorem helperForTheorem_3_9_dist_bound_fn_to_flim {a b : } (f : ) (gExt : ) (h_diff : ∀ (n : ), 1 nDifferentiableOn (f n) (Set.Icc a b)) (h_diff_cont : ∀ (n : ), 1 nContinuousOn (fun (x : ) => deriv (f n) x) (Set.Icc a b)) {n : } (hn : 1 n) {x0 x l : } (hx0 : x0 Set.Icc a b) (hx : x Set.Icc a b) (h_int_gExt : IntervalIntegrable gExt MeasureTheory.volume x0 x) :
          dist (f n x) (l + (t : ) in x0..x, gExt t) dist (f n x0) l + (t : ) in x0..x, deriv (f n) t - gExt t

          Helper for Theorem 3.9: the distance from f_n x to the candidate limit value is bounded by the basepoint error and an integral error term.

          theorem uniformLimit_of_uniformlyConvergentDerivatives {a b : } (ha : a b) (f : ) (g : ) (h_diff : ∀ (n : ), 1 nDifferentiableOn (f n) (Set.Icc a b)) (h_diff_cont : ∀ (n : ), 1 nContinuousOn (fun (x : ) => deriv (f n) x) (Set.Icc a b)) (h_unif : TendstoUniformlyOn (fun (n : ) (x : ) => deriv (f n) x) g Filter.atTop (Set.Icc a b)) (hx0 : x0Set.Icc a b, ∃ (l : ), Filter.Tendsto (fun (n : ) => f n x0) Filter.atTop (nhds l)) :
          ∃ (f_lim : ), DifferentiableOn f_lim (Set.Icc a b) TendstoUniformlyOn f f_lim Filter.atTop (Set.Icc a b) xSet.Icc a b, deriv f_lim x = g x

          Theorem 3.9: if f_n : [a,b] → ℝ are differentiable with continuous derivatives, f_n' converges uniformly to g on [a,b], and f_n(x0) converges for some x0 ∈ [a,b], then there is a differentiable f : [a,b] → ℝ with f_n → f uniformly on [a,b] and f' = g on [a,b].

          noncomputable def supNormOn {α : Type u_1} {β : Type u_2} [NormedAddCommGroup β] (s : Set α) (f : αβ) :

          The sup norm of a function on a set, defined as the supremum of ‖f x‖ over the set.

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            theorem helperForTheorem_3_10_norm_deriv_le_supNormOn {a b : } (f : ) (h_diff_cont : ∀ (n : ), ContinuousOn (fun (x : ) => deriv (f (n + 1)) x) (Set.Icc a b)) (n : ) {x : } (hx : x Set.Icc a b) :
            deriv (f (n + 1)) x supNormOn (Set.Icc a b) fun (y : ) => deriv (f (n + 1)) y

            Helper for Theorem 3.10: a pointwise derivative norm on [a,b] is bounded by the corresponding sup norm.

            theorem helperForTheorem_3_10_tendstoUniformlyOn_derivSeries {a b : } (f : ) (h_diff_cont : ∀ (n : ), ContinuousOn (fun (x : ) => deriv (f (n + 1)) x) (Set.Icc a b)) (h_summable : Summable fun (n : ) => supNormOn (Set.Icc a b) fun (x : ) => deriv (f (n + 1)) x) :
            TendstoUniformlyOn (fun (N : ) (x : ) => nFinset.range N, deriv (f (n + 1)) x) (fun (x : ) => ∑' (n : ), deriv (f (n + 1)) x) Filter.atTop (Set.Icc a b)

            Helper for Theorem 3.10: derivative partial sums converge uniformly on [a,b] to the termwise derivative series.

            noncomputable def helperForTheorem_3_10_liftedPartialSum {a b : } (ha : a b) (f : ) (x0 : ) (N : ) :

            Helper for Theorem 3.10: lifted partial sums based at x0, built from an integral of the IccExtend of derivative partial sums.

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              theorem helperForTheorem_3_10_continuous_subtype_derivPartialSum {a b : } (f : ) (h_diff_cont : ∀ (n : ), ContinuousOn (fun (x : ) => deriv (f (n + 1)) x) (Set.Icc a b)) (N : ) :
              Continuous fun (y : (Set.Icc a b)) => nFinset.range N, deriv (f (n + 1)) y

              Helper for Theorem 3.10: continuity of the subtype derivative partial-sum map.

              theorem helperForTheorem_3_10_hasDerivAt_liftedPartialSum {a b : } (ha : a b) (f : ) (h_diff_cont : ∀ (n : ), ContinuousOn (fun (x : ) => deriv (f (n + 1)) x) (Set.Icc a b)) (x0 : ) (N : ) (x : ) :
              HasDerivAt (helperForTheorem_3_10_liftedPartialSum ha f x0 N) (Set.IccExtend ha (fun (y : (Set.Icc a b)) => nFinset.range N, deriv (f (n + 1)) y) x) x

              Helper for Theorem 3.10: the lifted partial sum has derivative equal to the corresponding IccExtend derivative partial sum.

              theorem helperForTheorem_3_10_deriv_liftedPartialSum {a b : } (ha : a b) (f : ) (h_diff_cont : ∀ (n : ), ContinuousOn (fun (x : ) => deriv (f (n + 1)) x) (Set.Icc a b)) (x0 : ) (N : ) (x : ) :
              deriv (helperForTheorem_3_10_liftedPartialSum ha f x0 N) x = Set.IccExtend ha (fun (y : (Set.Icc a b)) => nFinset.range N, deriv (f (n + 1)) y) x

              Helper for Theorem 3.10: explicit formula for the derivative of a lifted partial sum.

              theorem helperForTheorem_3_10_deriv_liftedPartialSum_on_Icc {a b : } (ha : a b) (f : ) (h_diff_cont : ∀ (n : ), ContinuousOn (fun (x : ) => deriv (f (n + 1)) x) (Set.Icc a b)) (x0 : ) (N : ) {x : } (hx : x Set.Icc a b) :
              deriv (helperForTheorem_3_10_liftedPartialSum ha f x0 N) x = nFinset.range N, deriv (f (n + 1)) x

              Helper for Theorem 3.10: on [a,b], the derivative of the lifted partial sum equals the raw derivative partial sum.

              theorem helperForTheorem_3_10_differentiableOn_liftedPartialSum {a b : } (ha : a b) (f : ) (h_diff_cont : ∀ (n : ), ContinuousOn (fun (x : ) => deriv (f (n + 1)) x) (Set.Icc a b)) (x0 : ) (N : ) :

              Helper for Theorem 3.10: each lifted partial sum is differentiable on [a,b].

              theorem helperForTheorem_3_10_continuousOn_deriv_liftedPartialSum {a b : } (ha : a b) (f : ) (h_diff_cont : ∀ (n : ), ContinuousOn (fun (x : ) => deriv (f (n + 1)) x) (Set.Icc a b)) (x0 : ) (N : ) :

              Helper for Theorem 3.10: the derivative of each lifted partial sum is continuous on [a,b].

              theorem helperForTheorem_3_10_lifted_eq_rawPartialSum_on_Icc {a b : } (ha : a b) (f : ) (h_diff : ∀ (n : ), DifferentiableOn (f (n + 1)) (Set.Icc a b)) (h_diff_cont : ∀ (n : ), ContinuousOn (fun (x : ) => deriv (f (n + 1)) x) (Set.Icc a b)) {x0 x : } (hx0 : x0 Set.Icc a b) (hx : x Set.Icc a b) (N : ) :
              helperForTheorem_3_10_liftedPartialSum ha f x0 N x = nFinset.range N, f (n + 1) x

              Helper for Theorem 3.10: on [a,b], each lifted partial sum coincides with the corresponding raw partial sum of f.