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Mathlib.Analysis.SpecialFunctions.Exponential

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Calculus results on exponential in a Banach algebra #

In this file, we prove basic properties about the derivative of the exponential map exp in a Banach algebra 𝔸 over a field 𝕂. We keep them separate from the main file Analysis.Normed.Algebra.Exponential in order to minimize dependencies.

Main results #

We prove most results for an arbitrary field 𝕂, and then specialize to 𝕂 = ℝ or 𝕂 = ℂ.

General case #

𝕂 = ℝ or 𝕂 = ℂ #

Compatibility with Real.exp and Complex.exp #

The exponential in a Banach algebra 𝔸 over a normed field 𝕂 has strict Fréchet derivative 1 : 𝔸 →L[𝕂] 𝔸 at zero, as long as it converges on a neighborhood of zero.

theorem hasFDerivAt_exp_zero_of_radius_pos {𝕂 : Type u_1} {𝔸 : Type u_2} [NontriviallyNormedField 𝕂] [NormedRing 𝔸] [CharZero 𝕂] [NormedAlgebra 𝕂 𝔸] [CompleteSpace 𝔸] (h : 0 < (NormedSpace.expSeries 𝕂 𝔸).radius) :

The exponential in a Banach algebra 𝔸 over a normed field 𝕂 has Fréchet derivative 1 : 𝔸 →L[𝕂] 𝔸 at zero, as long as it converges on a neighborhood of zero.

theorem hasFDerivAt_exp_of_mem_ball {𝕂 : Type u_1} {𝔸 : Type u_2} [NontriviallyNormedField 𝕂] [NormedCommRing 𝔸] [NormedAlgebra 𝕂 𝔸] [CompleteSpace 𝔸] [CharZero 𝕂] {x : 𝔸} (hx : x ∈ Metric.eball 0 (NormedSpace.expSeries 𝕂 𝔸).radius) :

The exponential map in a commutative Banach algebra 𝔸 over a normed field 𝕂 of characteristic zero has Fréchet derivative NormedSpace.exp x • 1 : 𝔸 →L[𝕂] 𝔸 at any point x in the disk of convergence.

The exponential map in a commutative Banach algebra 𝔸 over a normed field 𝕂 of characteristic zero has strict Fréchet derivative NormedSpace.exp x • 1 : 𝔸 →L[𝕂] 𝔸 at any point x in the disk of convergence.

The exponential map in a complete normed field 𝕂 of characteristic zero has strict derivative NormedSpace.exp x at any point x in the disk of convergence.

The exponential map in a complete normed field 𝕂 of characteristic zero has derivative NormedSpace.exp x at any point x in the disk of convergence.

The exponential map in a complete normed field 𝕂 of characteristic zero has strict derivative 1 at zero, as long as it converges on a neighborhood of zero.

The exponential map in a complete normed field 𝕂 of characteristic zero has derivative 1 at zero, as long as it converges on a neighborhood of zero.

theorem hasStrictFDerivAt_exp_zero {𝕂 : Type u_1} {𝔸 : Type u_2} [RCLike 𝕂] [NormedRing 𝔸] [NormedAlgebra 𝕂 𝔸] [CompleteSpace 𝔸] :

The exponential in a Banach algebra 𝔸 over 𝕂 = ℝ or 𝕂 = ℂ has strict Fréchet derivative 1 : 𝔸 →L[𝕂] 𝔸 at zero.

theorem hasFDerivAt_exp_zero {𝕂 : Type u_1} {𝔸 : Type u_2} [RCLike 𝕂] [NormedRing 𝔸] [NormedAlgebra 𝕂 𝔸] [CompleteSpace 𝔸] :

The exponential in a Banach algebra 𝔸 over 𝕂 = ℝ or 𝕂 = ℂ has Fréchet derivative 1 : 𝔸 →L[𝕂] 𝔸 at zero.

theorem hasStrictFDerivAt_exp {𝕂 : Type u_1} {𝔸 : Type u_2} [RCLike 𝕂] [NormedCommRing 𝔸] [NormedAlgebra 𝕂 𝔸] [CompleteSpace 𝔸] {x : 𝔸} :

The exponential map in a commutative Banach algebra 𝔸 over 𝕂 = ℝ or 𝕂 = ℂ has strict Fréchet derivative NormedSpace.exp x • 1 : 𝔸 →L[𝕂] 𝔸 at any point x.

theorem hasFDerivAt_exp {𝕂 : Type u_1} {𝔸 : Type u_2} [RCLike 𝕂] [NormedCommRing 𝔸] [NormedAlgebra 𝕂 𝔸] [CompleteSpace 𝔸] {x : 𝔸} :

The exponential map in a commutative Banach algebra 𝔸 over 𝕂 = ℝ or 𝕂 = ℂ has Fréchet derivative NormedSpace.exp x • 1 : 𝔸 →L[𝕂] 𝔸 at any point x.

theorem hasStrictDerivAt_exp {𝕂 : Type u_1} [RCLike 𝕂] {x : 𝕂} :

The exponential map in 𝕂 = ℝ or 𝕂 = ℂ has strict derivative NormedSpace.exp x at any point x.

theorem hasDerivAt_exp {𝕂 : Type u_1} [RCLike 𝕂] {x : 𝕂} :

The exponential map in 𝕂 = ℝ or 𝕂 = ℂ has derivative NormedSpace.exp x at any point x.

The exponential map in 𝕂 = ℝ or 𝕂 = ℂ has strict derivative 1 at zero.

theorem hasDerivAt_exp_zero {𝕂 : Type u_1} [RCLike 𝕂] :

The exponential map in 𝕂 = ℝ or 𝕂 = ℂ has derivative 1 at zero.

Derivative of $\exp (ux)$ by $u$ #

Note that since for x : 𝔸 we have NormedRing 𝔸 not NormedCommRing 𝔸, we cannot deduce these results from hasFDerivAt_exp_of_mem_ball applied to the algebra 𝔸.

One possible solution for that would be to apply hasFDerivAt_exp_of_mem_ball to the commutative algebra Algebra.elementalAlgebra 𝕊 x. Unfortunately we don't have all the required API, so we leave that to a future refactor (see https://github.com/leanprover-community/mathlib3/pull/19062 for discussion).

We could also go the other way around and deduce hasFDerivAt_exp_of_mem_ball from hasFDerivAt_exp_smul_const_of_mem_ball applied to 𝕊 := 𝔸, x := (1 : 𝔸), and t := x. However, doing so would make the aforementioned elementalAlgebra refactor harder, so for now we just prove these two lemmas independently.

A last strategy would be to deduce everything from the more general non-commutative case, $$\frac{d}{dt}e^{x(t)} = \int_0^1 e^{sx(t)} \left(\frac{d}{dt}e^{x(t)}\right) e^{(1-s)x(t)} ds$$ but this is harder to prove, and typically is shown by going via these results first.

TODO: prove this result too!

theorem hasFDerivAt_exp_smul_const_of_mem_ball (𝕂 : Type u_1) {𝕊 : Type u_2} {𝔸 : Type u_3} [NontriviallyNormedField 𝕂] [CharZero 𝕂] [NormedCommRing 𝕊] [NormedRing 𝔸] [NormedSpace 𝕂 𝕊] [NormedAlgebra 𝕂 𝔸] [Algebra 𝕊 𝔸] [ContinuousSMul 𝕊 𝔸] [IsScalarTower 𝕂 𝕊 𝔸] [CompleteSpace 𝔸] (x : 𝔸) (t : 𝕊) (htx : t • x ∈ Metric.eball 0 (NormedSpace.expSeries 𝕂 𝔸).radius) :
theorem hasFDerivAt_exp_smul_const_of_mem_ball' (𝕂 : Type u_1) {𝕊 : Type u_2} {𝔸 : Type u_3} [NontriviallyNormedField 𝕂] [CharZero 𝕂] [NormedCommRing 𝕊] [NormedRing 𝔸] [NormedSpace 𝕂 𝕊] [NormedAlgebra 𝕂 𝔸] [Algebra 𝕊 𝔸] [ContinuousSMul 𝕊 𝔸] [IsScalarTower 𝕂 𝕊 𝔸] [CompleteSpace 𝔸] (x : 𝔸) (t : 𝕊) (htx : t • x ∈ Metric.eball 0 (NormedSpace.expSeries 𝕂 𝔸).radius) :
theorem hasStrictFDerivAt_exp_smul_const_of_mem_ball (𝕂 : Type u_1) {𝕊 : Type u_2} {𝔸 : Type u_3} [NontriviallyNormedField 𝕂] [CharZero 𝕂] [NormedCommRing 𝕊] [NormedRing 𝔸] [NormedSpace 𝕂 𝕊] [NormedAlgebra 𝕂 𝔸] [Algebra 𝕊 𝔸] [ContinuousSMul 𝕊 𝔸] [IsScalarTower 𝕂 𝕊 𝔸] [CompleteSpace 𝔸] (x : 𝔸) (t : 𝕊) (htx : t • x ∈ Metric.eball 0 (NormedSpace.expSeries 𝕂 𝔸).radius) :
theorem hasStrictFDerivAt_exp_smul_const_of_mem_ball' (𝕂 : Type u_1) {𝕊 : Type u_2} {𝔸 : Type u_3} [NontriviallyNormedField 𝕂] [CharZero 𝕂] [NormedCommRing 𝕊] [NormedRing 𝔸] [NormedSpace 𝕂 𝕊] [NormedAlgebra 𝕂 𝔸] [Algebra 𝕊 𝔸] [ContinuousSMul 𝕊 𝔸] [IsScalarTower 𝕂 𝕊 𝔸] [CompleteSpace 𝔸] (x : 𝔸) (t : 𝕊) (htx : t • x ∈ Metric.eball 0 (NormedSpace.expSeries 𝕂 𝔸).radius) :
theorem hasStrictDerivAt_exp_smul_const_of_mem_ball {𝕂 : Type u_1} {𝔸 : Type u_3} [NontriviallyNormedField 𝕂] [CharZero 𝕂] [NormedRing 𝔸] [NormedAlgebra 𝕂 𝔸] [CompleteSpace 𝔸] (x : 𝔸) (t : 𝕂) (htx : t • x ∈ Metric.eball 0 (NormedSpace.expSeries 𝕂 𝔸).radius) :
HasStrictDerivAt (fun (u : 𝕂) => NormedSpace.exp (u • x)) (NormedSpace.exp (t • x) * x) t
theorem hasStrictDerivAt_exp_smul_const_of_mem_ball' {𝕂 : Type u_1} {𝔸 : Type u_3} [NontriviallyNormedField 𝕂] [CharZero 𝕂] [NormedRing 𝔸] [NormedAlgebra 𝕂 𝔸] [CompleteSpace 𝔸] (x : 𝔸) (t : 𝕂) (htx : t • x ∈ Metric.eball 0 (NormedSpace.expSeries 𝕂 𝔸).radius) :
HasStrictDerivAt (fun (u : 𝕂) => NormedSpace.exp (u • x)) (x * NormedSpace.exp (t • x)) t
theorem hasDerivAt_exp_smul_const_of_mem_ball {𝕂 : Type u_1} {𝔸 : Type u_3} [NontriviallyNormedField 𝕂] [CharZero 𝕂] [NormedRing 𝔸] [NormedAlgebra 𝕂 𝔸] [CompleteSpace 𝔸] (x : 𝔸) (t : 𝕂) (htx : t • x ∈ Metric.eball 0 (NormedSpace.expSeries 𝕂 𝔸).radius) :
HasDerivAt (fun (u : 𝕂) => NormedSpace.exp (u • x)) (NormedSpace.exp (t • x) * x) t
theorem hasDerivAt_exp_smul_const_of_mem_ball' {𝕂 : Type u_1} {𝔸 : Type u_3} [NontriviallyNormedField 𝕂] [CharZero 𝕂] [NormedRing 𝔸] [NormedAlgebra 𝕂 𝔸] [CompleteSpace 𝔸] (x : 𝔸) (t : 𝕂) (htx : t • x ∈ Metric.eball 0 (NormedSpace.expSeries 𝕂 𝔸).radius) :
HasDerivAt (fun (u : 𝕂) => NormedSpace.exp (u • x)) (x * NormedSpace.exp (t • x)) t
theorem hasFDerivAt_exp_smul_const (𝕂 : Type u_1) {𝕊 : Type u_2} {𝔸 : Type u_3} [RCLike 𝕂] [NormedCommRing 𝕊] [NormedRing 𝔸] [NormedAlgebra 𝕂 𝕊] [NormedAlgebra 𝕂 𝔸] [Algebra 𝕊 𝔸] [ContinuousSMul 𝕊 𝔸] [IsScalarTower 𝕂 𝕊 𝔸] [CompleteSpace 𝔸] (x : 𝔸) (t : 𝕊) :
theorem hasFDerivAt_exp_smul_const' (𝕂 : Type u_1) {𝕊 : Type u_2} {𝔸 : Type u_3} [RCLike 𝕂] [NormedCommRing 𝕊] [NormedRing 𝔸] [NormedAlgebra 𝕂 𝕊] [NormedAlgebra 𝕂 𝔸] [Algebra 𝕊 𝔸] [ContinuousSMul 𝕊 𝔸] [IsScalarTower 𝕂 𝕊 𝔸] [CompleteSpace 𝔸] (x : 𝔸) (t : 𝕊) :
theorem hasStrictFDerivAt_exp_smul_const (𝕂 : Type u_1) {𝕊 : Type u_2} {𝔸 : Type u_3} [RCLike 𝕂] [NormedCommRing 𝕊] [NormedRing 𝔸] [NormedAlgebra 𝕂 𝕊] [NormedAlgebra 𝕂 𝔸] [Algebra 𝕊 𝔸] [ContinuousSMul 𝕊 𝔸] [IsScalarTower 𝕂 𝕊 𝔸] [CompleteSpace 𝔸] (x : 𝔸) (t : 𝕊) :
theorem hasStrictFDerivAt_exp_smul_const' (𝕂 : Type u_1) {𝕊 : Type u_2} {𝔸 : Type u_3} [RCLike 𝕂] [NormedCommRing 𝕊] [NormedRing 𝔸] [NormedAlgebra 𝕂 𝕊] [NormedAlgebra 𝕂 𝔸] [Algebra 𝕊 𝔸] [ContinuousSMul 𝕊 𝔸] [IsScalarTower 𝕂 𝕊 𝔸] [CompleteSpace 𝔸] (x : 𝔸) (t : 𝕊) :
theorem hasStrictDerivAt_exp_smul_const {𝕂 : Type u_1} {𝔸 : Type u_3} [RCLike 𝕂] [NormedRing 𝔸] [NormedAlgebra 𝕂 𝔸] [CompleteSpace 𝔸] (x : 𝔸) (t : 𝕂) :
HasStrictDerivAt (fun (u : 𝕂) => NormedSpace.exp (u • x)) (NormedSpace.exp (t • x) * x) t
theorem hasStrictDerivAt_exp_smul_const' {𝕂 : Type u_1} {𝔸 : Type u_3} [RCLike 𝕂] [NormedRing 𝔸] [NormedAlgebra 𝕂 𝔸] [CompleteSpace 𝔸] (x : 𝔸) (t : 𝕂) :
HasStrictDerivAt (fun (u : 𝕂) => NormedSpace.exp (u • x)) (x * NormedSpace.exp (t • x)) t
theorem hasDerivAt_exp_smul_const {𝕂 : Type u_1} {𝔸 : Type u_3} [RCLike 𝕂] [NormedRing 𝔸] [NormedAlgebra 𝕂 𝔸] [CompleteSpace 𝔸] (x : 𝔸) (t : 𝕂) :
HasDerivAt (fun (u : 𝕂) => NormedSpace.exp (u • x)) (NormedSpace.exp (t • x) * x) t
theorem hasDerivAt_exp_smul_const' {𝕂 : Type u_1} {𝔸 : Type u_3} [RCLike 𝕂] [NormedRing 𝔸] [NormedAlgebra 𝕂 𝔸] [CompleteSpace 𝔸] (x : 𝔸) (t : 𝕂) :
HasDerivAt (fun (u : 𝕂) => NormedSpace.exp (u • x)) (x * NormedSpace.exp (t • x)) t
theorem differentiable_exp_smul_const (𝕂 : Type u_1) {𝔸 : Type u_3} [RCLike 𝕂] [NormedRing 𝔸] [NormedAlgebra 𝕂 𝔸] [CompleteSpace 𝔸] (x : 𝔸) :
Differentiable 𝕂 fun (t : 𝕂) => NormedSpace.exp (t • x)
theorem differentiableAt_exp_smul_const {𝕂 : Type u_1} {𝔸 : Type u_3} [RCLike 𝕂] [NormedRing 𝔸] [NormedAlgebra 𝕂 𝔸] [CompleteSpace 𝔸] (x : 𝔸) (r : 𝕂) :
DifferentiableAt 𝕂 (fun (t : 𝕂) => NormedSpace.exp (t • x)) r
theorem HasSum.exp {𝔸 : Type u_1} [NormedCommRing 𝔸] [NormedAlgebra ℚ 𝔸] [CompleteSpace 𝔸] {ι : Type u_2} {f : ι → 𝔸} {a : 𝔸} (h : HasSum f a) :

If f has sum a, then NormedSpace.exp ∘ f has product NormedSpace.exp a.