Theory Star

theory Star
imports NSA
(*  Title       : Star.thy
Author : Jacques D. Fleuriot
Copyright : 1998 University of Cambridge
Conversion to Isar and new proofs by Lawrence C Paulson, 2003/4
*)


header{*Star-Transforms in Non-Standard Analysis*}

theory Star
imports NSA
begin

definition
(* internal sets *)
starset_n :: "(nat => 'a set) => 'a star set" ("*sn* _" [80] 80) where
"*sn* As = Iset (star_n As)"

definition
InternalSets :: "'a star set set" where
"InternalSets = {X. ∃As. X = *sn* As}"

definition
(* nonstandard extension of function *)
is_starext :: "['a star => 'a star, 'a => 'a] => bool" where
"is_starext F f = (∀x y. ∃X ∈ Rep_star(x). ∃Y ∈ Rep_star(y).
((y = (F x)) = ({n. Y n = f(X n)} : FreeUltrafilterNat)))"


definition
(* internal functions *)
starfun_n :: "(nat => ('a => 'b)) => 'a star => 'b star" ("*fn* _" [80] 80) where
"*fn* F = Ifun (star_n F)"

definition
InternalFuns :: "('a star => 'b star) set" where
"InternalFuns = {X. ∃F. X = *fn* F}"


(*--------------------------------------------------------
Preamble - Pulling "EX" over "ALL"
---------------------------------------------------------*)


(* This proof does not need AC and was suggested by the
referee for the JCM Paper: let f(x) be least y such
that Q(x,y)
*)

lemma no_choice: "∀x. ∃y. Q x y ==> ∃(f :: 'a => nat). ∀x. Q x (f x)"
apply (rule_tac x = "%x. LEAST y. Q x y" in exI)
apply (blast intro: LeastI)
done

subsection{*Properties of the Star-transform Applied to Sets of Reals*}

lemma STAR_star_of_image_subset: "star_of ` A <= *s* A"
by auto

lemma STAR_hypreal_of_real_Int: "*s* X Int Reals = hypreal_of_real ` X"
by (auto simp add: SReal_def)

lemma STAR_star_of_Int: "*s* X Int Standard = star_of ` X"
by (auto simp add: Standard_def)

lemma lemma_not_hyprealA: "x ∉ hypreal_of_real ` A ==> ∀y ∈ A. x ≠ hypreal_of_real y"
by auto

lemma lemma_not_starA: "x ∉ star_of ` A ==> ∀y ∈ A. x ≠ star_of y"
by auto

lemma lemma_Compl_eq: "- {n. X n = xa} = {n. X n ≠ xa}"
by auto

lemma STAR_real_seq_to_hypreal:
"∀n. (X n) ∉ M ==> star_n X ∉ *s* M"
apply (unfold starset_def star_of_def)
apply (simp add: Iset_star_n)
done

lemma STAR_singleton: "*s* {x} = {star_of x}"
by simp

lemma STAR_not_mem: "x ∉ F ==> star_of x ∉ *s* F"
by transfer

lemma STAR_subset_closed: "[| x : *s* A; A <= B |] ==> x : *s* B"
by (erule rev_subsetD, simp)

text{*Nonstandard extension of a set (defined using a constant
sequence) as a special case of an internal set*}


lemma starset_n_starset: "∀n. (As n = A) ==> *sn* As = *s* A"
apply (drule fun_eq_iff [THEN iffD2])
apply (simp add: starset_n_def starset_def star_of_def)
done


(*----------------------------------------------------------------*)
(* Theorems about nonstandard extensions of functions *)
(*----------------------------------------------------------------*)

(*----------------------------------------------------------------*)
(* Nonstandard extension of a function (defined using a *)
(* constant sequence) as a special case of an internal function *)
(*----------------------------------------------------------------*)

lemma starfun_n_starfun: "∀n. (F n = f) ==> *fn* F = *f* f"
apply (drule fun_eq_iff [THEN iffD2])
apply (simp add: starfun_n_def starfun_def star_of_def)
done


(*
Prove that abs for hypreal is a nonstandard extension of abs for real w/o
use of congruence property (proved after this for general
nonstandard extensions of real valued functions).

Proof now Uses the ultrafilter tactic!
*)


lemma hrabs_is_starext_rabs: "is_starext abs abs"
apply (simp add: is_starext_def, safe)
apply (rule_tac x=x in star_cases)
apply (rule_tac x=y in star_cases)
apply (unfold star_n_def, auto)
apply (rule bexI, rule_tac [2] lemma_starrel_refl)
apply (rule bexI, rule_tac [2] lemma_starrel_refl)
apply (fold star_n_def)
apply (unfold star_abs_def starfun_def star_of_def)
apply (simp add: Ifun_star_n star_n_eq_iff)
done

text{*Nonstandard extension of functions*}

lemma starfun:
"( *f* f) (star_n X) = star_n (%n. f (X n))"
by (rule starfun_star_n)

lemma starfun_if_eq:
"!!w. w ≠ star_of x
==> ( *f* (λz. if z = x then a else g z)) w = ( *f* g) w"

by (transfer, simp)

(*-------------------------------------------
multiplication: ( *f) x ( *g) = *(f x g)
------------------------------------------*)

lemma starfun_mult: "!!x. ( *f* f) x * ( *f* g) x = ( *f* (%x. f x * g x)) x"
by (transfer, rule refl)
declare starfun_mult [symmetric, simp]

(*---------------------------------------
addition: ( *f) + ( *g) = *(f + g)
---------------------------------------*)

lemma starfun_add: "!!x. ( *f* f) x + ( *f* g) x = ( *f* (%x. f x + g x)) x"
by (transfer, rule refl)
declare starfun_add [symmetric, simp]

(*--------------------------------------------
subtraction: ( *f) + -( *g) = *(f + -g)
-------------------------------------------*)

lemma starfun_minus: "!!x. - ( *f* f) x = ( *f* (%x. - f x)) x"
by (transfer, rule refl)
declare starfun_minus [symmetric, simp]

(*FIXME: delete*)
lemma starfun_add_minus: "!!x. ( *f* f) x + -( *f* g) x = ( *f* (%x. f x + -g x)) x"
by (transfer, rule refl)
declare starfun_add_minus [symmetric, simp]

lemma starfun_diff: "!!x. ( *f* f) x - ( *f* g) x = ( *f* (%x. f x - g x)) x"
by (transfer, rule refl)
declare starfun_diff [symmetric, simp]

(*--------------------------------------
composition: ( *f) o ( *g) = *(f o g)
---------------------------------------*)


lemma starfun_o2: "(%x. ( *f* f) (( *f* g) x)) = *f* (%x. f (g x))"
by (transfer, rule refl)

lemma starfun_o: "( *f* f) o ( *f* g) = ( *f* (f o g))"
by (transfer o_def, rule refl)

text{*NS extension of constant function*}
lemma starfun_const_fun [simp]: "!!x. ( *f* (%x. k)) x = star_of k"
by (transfer, rule refl)

text{*the NS extension of the identity function*}

lemma starfun_Id [simp]: "!!x. ( *f* (%x. x)) x = x"
by (transfer, rule refl)

(* this is trivial, given starfun_Id *)
lemma starfun_Idfun_approx:
"x @= star_of a ==> ( *f* (%x. x)) x @= star_of a"
by (simp only: starfun_Id)

text{*The Star-function is a (nonstandard) extension of the function*}

lemma is_starext_starfun: "is_starext ( *f* f) f"
apply (simp add: is_starext_def, auto)
apply (rule_tac x = x in star_cases)
apply (rule_tac x = y in star_cases)
apply (auto intro!: bexI [OF _ Rep_star_star_n]
simp add: starfun star_n_eq_iff)
done

text{*Any nonstandard extension is in fact the Star-function*}

lemma is_starfun_starext: "is_starext F f ==> F = *f* f"
apply (simp add: is_starext_def)
apply (rule ext)
apply (rule_tac x = x in star_cases)
apply (drule_tac x = x in spec)
apply (drule_tac x = "( *f* f) x" in spec)
apply (auto simp add: starfun_star_n)
apply (simp add: star_n_eq_iff [symmetric])
apply (simp add: starfun_star_n [of f, symmetric])
done

lemma is_starext_starfun_iff: "(is_starext F f) = (F = *f* f)"
by (blast intro: is_starfun_starext is_starext_starfun)

text{*extented function has same solution as its standard
version for real arguments. i.e they are the same
for all real arguments*}

lemma starfun_eq: "( *f* f) (star_of a) = star_of (f a)"
by (rule starfun_star_of)

lemma starfun_approx: "( *f* f) (star_of a) @= star_of (f a)"
by simp

(* useful for NS definition of derivatives *)
lemma starfun_lambda_cancel:
"!!x'. ( *f* (%h. f (x + h))) x' = ( *f* f) (star_of x + x')"
by (transfer, rule refl)

lemma starfun_lambda_cancel2:
"( *f* (%h. f(g(x + h)))) x' = ( *f* (f o g)) (star_of x + x')"
by (unfold o_def, rule starfun_lambda_cancel)

lemma starfun_mult_HFinite_approx:
fixes l m :: "'a::real_normed_algebra star"
shows "[| ( *f* f) x @= l; ( *f* g) x @= m;
l: HFinite; m: HFinite
|] ==> ( *f* (%x. f x * g x)) x @= l * m"

apply (drule (3) approx_mult_HFinite)
apply (auto intro: approx_HFinite [OF _ approx_sym])
done

lemma starfun_add_approx: "[| ( *f* f) x @= l; ( *f* g) x @= m
|] ==> ( *f* (%x. f x + g x)) x @= l + m"

by (auto intro: approx_add)

text{*Examples: hrabs is nonstandard extension of rabs
inverse is nonstandard extension of inverse*}


(* can be proved easily using theorem "starfun" and *)
(* properties of ultrafilter as for inverse below we *)
(* use the theorem we proved above instead *)

lemma starfun_rabs_hrabs: "*f* abs = abs"
by (simp only: star_abs_def)

lemma starfun_inverse_inverse [simp]: "( *f* inverse) x = inverse(x)"
by (simp only: star_inverse_def)

lemma starfun_inverse: "!!x. inverse (( *f* f) x) = ( *f* (%x. inverse (f x))) x"
by (transfer, rule refl)
declare starfun_inverse [symmetric, simp]

lemma starfun_divide: "!!x. ( *f* f) x / ( *f* g) x = ( *f* (%x. f x / g x)) x"
by (transfer, rule refl)
declare starfun_divide [symmetric, simp]

lemma starfun_inverse2: "!!x. inverse (( *f* f) x) = ( *f* (%x. inverse (f x))) x"
by (transfer, rule refl)

text{*General lemma/theorem needed for proofs in elementary
topology of the reals*}

lemma starfun_mem_starset:
"!!x. ( *f* f) x : *s* A ==> x : *s* {x. f x ∈ A}"
by (transfer, simp)

text{*Alternative definition for hrabs with rabs function
applied entrywise to equivalence class representative.
This is easily proved using starfun and ns extension thm*}

lemma hypreal_hrabs:
"abs (star_n X) = star_n (%n. abs (X n))"
by (simp only: starfun_rabs_hrabs [symmetric] starfun)

text{*nonstandard extension of set through nonstandard extension
of rabs function i.e hrabs. A more general result should be
where we replace rabs by some arbitrary function f and hrabs
by its NS extenson. See second NS set extension below.*}

lemma STAR_rabs_add_minus:
"*s* {x. abs (x + - y) < r} =
{x. abs(x + -star_of y) < star_of r}"

by (transfer, rule refl)

lemma STAR_starfun_rabs_add_minus:
"*s* {x. abs (f x + - y) < r} =
{x. abs(( *f* f) x + -star_of y) < star_of r}"

by (transfer, rule refl)

text{*Another characterization of Infinitesimal and one of @= relation.
In this theory since @{text hypreal_hrabs} proved here. Maybe
move both theorems??*}

lemma Infinitesimal_FreeUltrafilterNat_iff2:
"(star_n X ∈ Infinitesimal) =
(∀m. {n. norm(X n) < inverse(real(Suc m))}
∈ FreeUltrafilterNat)"

by (simp add: Infinitesimal_hypreal_of_nat_iff star_of_def
hnorm_def star_of_nat_def starfun_star_n
star_n_inverse star_n_less real_of_nat_def)

lemma HNatInfinite_inverse_Infinitesimal [simp]:
"n ∈ HNatInfinite ==> inverse (hypreal_of_hypnat n) ∈ Infinitesimal"
apply (cases n)
apply (auto simp add: of_hypnat_def starfun_star_n real_of_nat_def [symmetric] star_n_inverse real_norm_def
HNatInfinite_FreeUltrafilterNat_iff
Infinitesimal_FreeUltrafilterNat_iff2)
apply (drule_tac x="Suc m" in spec)
apply (erule ultra, simp)
done

lemma approx_FreeUltrafilterNat_iff: "star_n X @= star_n Y =
(∀r>0. {n. norm (X n - Y n) < r} : FreeUltrafilterNat)"

apply (subst approx_minus_iff)
apply (rule mem_infmal_iff [THEN subst])
apply (simp add: star_n_diff)
apply (simp add: Infinitesimal_FreeUltrafilterNat_iff)
done

lemma approx_FreeUltrafilterNat_iff2: "star_n X @= star_n Y =
(∀m. {n. norm (X n - Y n) <
inverse(real(Suc m))} : FreeUltrafilterNat)"

apply (subst approx_minus_iff)
apply (rule mem_infmal_iff [THEN subst])
apply (simp add: star_n_diff)
apply (simp add: Infinitesimal_FreeUltrafilterNat_iff2)
done

lemma inj_starfun: "inj starfun"
apply (rule inj_onI)
apply (rule ext, rule ccontr)
apply (drule_tac x = "star_n (%n. xa)" in fun_cong)
apply (auto simp add: starfun star_n_eq_iff)
done

end