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Mathlib.Analysis.Calculus.IteratedDeriv.Lemmas

One-dimensional iterated derivatives #

This file contains a number of further results on iteratedDerivWithin that need more imports than are available in Mathlib/Analysis/Calculus/IteratedDeriv/Defs.lean.

theorem Filter.EventuallyEq.iteratedDerivWithin_eq {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {F : Type u_2} [NormedAddCommGroup F] [NormedSpace ๐•œ F] {n : โ„•} {x : ๐•œ} {s : Set ๐•œ} {f g : ๐•œ โ†’ F} (hfg : f =แถ [nhdsWithin x s] g) (hfg' : f x = g x) :
theorem Filter.EventuallyEq.iteratedDerivWithin_eq_of_nhds_insert {๐•œ : Type u_7} {F : Type u_8} [NontriviallyNormedField ๐•œ] [NormedAddCommGroup F] [NormedSpace ๐•œ F] (n : โ„•) {f g : ๐•œ โ†’ F} {x : ๐•œ} {s : Set ๐•œ} (hfg : f =แถ [nhdsWithin x (insert x s)] g) :
theorem iteratedDerivWithin_congr {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {F : Type u_2} [NormedAddCommGroup F] [NormedSpace ๐•œ F] {n : โ„•} {s : Set ๐•œ} {f g : ๐•œ โ†’ F} (hfg : Set.EqOn f g s) :
theorem iteratedDerivWithin_add {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {F : Type u_2} [NormedAddCommGroup F] [NormedSpace ๐•œ F] {n : โ„•} {x : ๐•œ} {s : Set ๐•œ} (hx : x โˆˆ s) (h : UniqueDiffOn ๐•œ s) {f g : ๐•œ โ†’ F} (hf : ContDiffWithinAt ๐•œ (โ†‘n) f s x) (hg : ContDiffWithinAt ๐•œ (โ†‘n) g s x) :
theorem iteratedDerivWithin_fun_add {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {F : Type u_2} [NormedAddCommGroup F] [NormedSpace ๐•œ F] {n : โ„•} {x : ๐•œ} {s : Set ๐•œ} (hx : x โˆˆ s) (h : UniqueDiffOn ๐•œ s) {f g : ๐•œ โ†’ F} (hf : ContDiffWithinAt ๐•œ (โ†‘n) f s x) (hg : ContDiffWithinAt ๐•œ (โ†‘n) g s x) :
iteratedDerivWithin n (fun (z : ๐•œ) => f z + g z) s x = iteratedDerivWithin n f s x + iteratedDerivWithin n g s x
theorem iteratedDerivWithin_const_add {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {F : Type u_2} [NormedAddCommGroup F] [NormedSpace ๐•œ F] {n : โ„•} {x : ๐•œ} {s : Set ๐•œ} {f : ๐•œ โ†’ F} (hn : 0 < n) (c : F) :
iteratedDerivWithin n (fun (z : ๐•œ) => c + f z) s x = iteratedDerivWithin n f s x
theorem iteratedDerivWithin_const_sub {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {F : Type u_2} [NormedAddCommGroup F] [NormedSpace ๐•œ F] {n : โ„•} {x : ๐•œ} {s : Set ๐•œ} {f : ๐•œ โ†’ F} (hn : 0 < n) (c : F) :
iteratedDerivWithin n (fun (z : ๐•œ) => c - f z) s x = iteratedDerivWithin n (fun (z : ๐•œ) => -f z) s x
theorem iteratedDerivWithin_const_smul {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {F : Type u_2} [NormedAddCommGroup F] [NormedSpace ๐•œ F] {n : โ„•} {x : ๐•œ} {s : Set ๐•œ} (hx : x โˆˆ s) (h : UniqueDiffOn ๐•œ s) {f : ๐•œ โ†’ F} {R : Type u_3} [DistribSMul R F] [SMulCommClass ๐•œ R F] [ContinuousConstSMul R F] (c : R) (hf : ContDiffWithinAt ๐•œ (โ†‘n) f s x) :
theorem iteratedDerivWithin_fun_const_smul {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {F : Type u_2} [NormedAddCommGroup F] [NormedSpace ๐•œ F] {n : โ„•} {x : ๐•œ} {s : Set ๐•œ} (hx : x โˆˆ s) (h : UniqueDiffOn ๐•œ s) {f : ๐•œ โ†’ F} {R : Type u_3} [DistribSMul R F] [SMulCommClass ๐•œ R F] [ContinuousConstSMul R F] (c : R) (hf : ContDiffWithinAt ๐•œ (โ†‘n) f s x) :
iteratedDerivWithin n (fun (w : ๐•œ) => c โ€ข f w) s x = c โ€ข iteratedDerivWithin n f s x
@[simp]
theorem iteratedDerivWithin_const_smul_field {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {F : Type u_2} [NormedAddCommGroup F] [NormedSpace ๐•œ F] {n : โ„•} {x : ๐•œ} {s : Set ๐•œ} {๐• : Type u_4} [DivisionSemiring ๐•] [Module ๐• F] [SMulCommClass ๐•œ ๐• F] [ContinuousConstSMul ๐• F] (c : ๐•) (f : ๐•œ โ†’ F) :

A variant of iteratedDerivWithin_const_smul without differentiability assumption when the scalar multiplication is by division ring elements.

theorem iteratedDerivWithin_const_mul {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {n : โ„•} {x : ๐•œ} {s : Set ๐•œ} (hx : x โˆˆ s) (h : UniqueDiffOn ๐•œ s) {๐”ธ : Type u_5} [NormedRing ๐”ธ] [NormedAlgebra ๐•œ ๐”ธ] (c : ๐”ธ) {f : ๐•œ โ†’ ๐”ธ} (hf : ContDiffWithinAt ๐•œ (โ†‘n) f s x) :
iteratedDerivWithin n (fun (z : ๐•œ) => c * f z) s x = c * iteratedDerivWithin n f s x
@[simp]
theorem iteratedDerivWithin_fun_const_smul_field {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {F : Type u_2} [NormedAddCommGroup F] [NormedSpace ๐•œ F] {n : โ„•} {x : ๐•œ} {s : Set ๐•œ} {๐• : Type u_4} [DivisionSemiring ๐•] [Module ๐• F] [SMulCommClass ๐•œ ๐• F] [ContinuousConstSMul ๐• F] (c : ๐•) (f : ๐•œ โ†’ F) :
iteratedDerivWithin n (fun (z : ๐•œ) => c โ€ข f z) s x = c โ€ข iteratedDerivWithin n f s x

A variant of iteratedDerivWithin_fun_const_smul without differentiability assumption when the scalar multiplication is by division ring elements.

@[simp]
theorem iteratedDerivWithin_const_mul_field {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {n : โ„•} {x : ๐•œ} {s : Set ๐•œ} {๐•œ' : Type u_6} [NormedDivisionRing ๐•œ'] [NormedAlgebra ๐•œ ๐•œ'] (c : ๐•œ') (f : ๐•œ โ†’ ๐•œ') :
iteratedDerivWithin n (fun (z : ๐•œ) => c * f z) s x = c * iteratedDerivWithin n f s x
theorem iteratedDerivWithin_smul_const {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {F : Type u_2} [NormedAddCommGroup F] [NormedSpace ๐•œ F] {n : โ„•} {x : ๐•œ} {s : Set ๐•œ} (hx : x โˆˆ s) (h : UniqueDiffOn ๐•œ s) {๐”ธ : Type u_5} [NormedRing ๐”ธ] [NormedAlgebra ๐•œ ๐”ธ] [Module ๐”ธ F] [IsBoundedSMul ๐”ธ F] [IsScalarTower ๐•œ ๐”ธ F] {f : ๐•œ โ†’ ๐”ธ} (hf : ContDiffWithinAt ๐•œ (โ†‘n) f s x) (v : F) :
iteratedDerivWithin n (fun (y : ๐•œ) => f y โ€ข v) s x = iteratedDerivWithin n f s x โ€ข v
@[simp]
theorem iteratedDerivWithin_mul_const {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {n : โ„•} {x : ๐•œ} {s : Set ๐•œ} (hx : x โˆˆ s) (h : UniqueDiffOn ๐•œ s) {๐”ธ : Type u_5} [NormedRing ๐”ธ] [NormedAlgebra ๐•œ ๐”ธ] {f : ๐•œ โ†’ ๐”ธ} (hf : ContDiffWithinAt ๐•œ (โ†‘n) f s x) (d : ๐”ธ) :
iteratedDerivWithin n (fun (z : ๐•œ) => f z * d) s x = iteratedDerivWithin n f s x * d
@[simp]
theorem iteratedDerivWithin_mul_const_field {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {n : โ„•} {x : ๐•œ} {s : Set ๐•œ} {๐•œ' : Type u_6} [NormedDivisionRing ๐•œ'] [NormedAlgebra ๐•œ ๐•œ'] (f : ๐•œ โ†’ ๐•œ') (d : ๐•œ') :
iteratedDerivWithin n (fun (z : ๐•œ) => f z * d) s x = iteratedDerivWithin n f s x * d

A variant of iteratedDerivWithin_mul_const without differentiability assumption when the scalar multiplication is by division ring elements.

@[simp]
theorem iteratedDerivWithin_neg {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {F : Type u_2} [NormedAddCommGroup F] [NormedSpace ๐•œ F] {n : โ„•} {x : ๐•œ} {s : Set ๐•œ} (f : ๐•œ โ†’ F) :
theorem iteratedDerivWithin_fun_neg {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {F : Type u_2} [NormedAddCommGroup F] [NormedSpace ๐•œ F] {n : โ„•} {x : ๐•œ} {s : Set ๐•œ} (f : ๐•œ โ†’ F) :
iteratedDerivWithin n (fun (z : ๐•œ) => -f z) s x = -iteratedDerivWithin n f s x
theorem iteratedDerivWithin_sub {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {F : Type u_2} [NormedAddCommGroup F] [NormedSpace ๐•œ F] {n : โ„•} {x : ๐•œ} {s : Set ๐•œ} (hx : x โˆˆ s) (h : UniqueDiffOn ๐•œ s) {f g : ๐•œ โ†’ F} (hf : ContDiffWithinAt ๐•œ (โ†‘n) f s x) (hg : ContDiffWithinAt ๐•œ (โ†‘n) g s x) :
theorem iteratedDerivWithin_comp_const_smul {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {F : Type u_2} [NormedAddCommGroup F] [NormedSpace ๐•œ F] {n : โ„•} {x : ๐•œ} {s : Set ๐•œ} (hx : x โˆˆ s) (h : UniqueDiffOn ๐•œ s) {f : ๐•œ โ†’ F} (hf : ContDiffOn ๐•œ (โ†‘n) f s) (c : ๐•œ) (hs : Set.MapsTo (fun (x : ๐•œ) => c * x) s s) :
iteratedDerivWithin n (fun (x : ๐•œ) => f (c * x)) s x = c ^ n โ€ข iteratedDerivWithin n f s (c * x)
theorem iteratedDerivWithin_id {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {n : โ„•} {x : ๐•œ} {s : Set ๐•œ} (hx : x โˆˆ s) (h : UniqueDiffOn ๐•œ s) :
iteratedDerivWithin n id s x = if n = 0 then x else if n = 1 then 1 else 0
theorem iteratedDerivWithin_fun_id {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {n : โ„•} {x : ๐•œ} {s : Set ๐•œ} (hx : x โˆˆ s) (h : UniqueDiffOn ๐•œ s) :
iteratedDerivWithin n (fun (x : ๐•œ) => x) s x = if n = 0 then x else if n = 1 then 1 else 0
theorem iteratedDerivWithin_smul {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {F : Type u_2} [NormedAddCommGroup F] [NormedSpace ๐•œ F] {n : โ„•} {x : ๐•œ} {s : Set ๐•œ} (hx : x โˆˆ s) (h : UniqueDiffOn ๐•œ s) {๐”ธ : Type u_5} [NormedRing ๐”ธ] [NormedAlgebra ๐•œ ๐”ธ] [Module ๐”ธ F] [IsBoundedSMul ๐”ธ F] [IsScalarTower ๐•œ ๐”ธ F] {f : ๐•œ โ†’ ๐”ธ} {g : ๐•œ โ†’ F} (hf : ContDiffWithinAt ๐•œ (โ†‘n) f s x) (hg : ContDiffWithinAt ๐•œ (โ†‘n) g s x) :
iteratedDerivWithin n (f โ€ข g) s x = โˆ‘ i โˆˆ Finset.range (n + 1), n.choose i โ€ข iteratedDerivWithin i f s x โ€ข iteratedDerivWithin (n - i) g s x
theorem iteratedDerivWithin_mul {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {n : โ„•} {x : ๐•œ} {s : Set ๐•œ} (hx : x โˆˆ s) (h : UniqueDiffOn ๐•œ s) {๐”ธ : Type u_5} [NormedRing ๐”ธ] [NormedAlgebra ๐•œ ๐”ธ] {f g : ๐•œ โ†’ ๐”ธ} (hf : ContDiffWithinAt ๐•œ (โ†‘n) f s x) (hg : ContDiffWithinAt ๐•œ (โ†‘n) g s x) :
iteratedDerivWithin n (f * g) s x = โˆ‘ i โˆˆ Finset.range (n + 1), โ†‘(n.choose i) * iteratedDerivWithin i f s x * iteratedDerivWithin (n - i) g s x
theorem iteratedDerivWithin_pow {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {x : ๐•œ} {s : Set ๐•œ} (hx : x โˆˆ s) (h : UniqueDiffOn ๐•œ s) (m k : โ„•) :
iteratedDerivWithin k (fun (x : ๐•œ) => x ^ m) s x = โ†‘(m.descFactorial k) * x ^ (m - k)
theorem iteratedDeriv_add {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {F : Type u_2} [NormedAddCommGroup F] [NormedSpace ๐•œ F] {n : โ„•} {x : ๐•œ} {f g : ๐•œ โ†’ F} (hf : ContDiffAt ๐•œ (โ†‘n) f x) (hg : ContDiffAt ๐•œ (โ†‘n) g x) :
theorem iteratedDeriv_fun_add {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {F : Type u_2} [NormedAddCommGroup F] [NormedSpace ๐•œ F] {n : โ„•} {x : ๐•œ} {f g : ๐•œ โ†’ F} (hf : ContDiffAt ๐•œ (โ†‘n) f x) (hg : ContDiffAt ๐•œ (โ†‘n) g x) :
iteratedDeriv n (fun (z : ๐•œ) => f z + g z) x = iteratedDeriv n f x + iteratedDeriv n g x
theorem iteratedDeriv_const_add {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {F : Type u_2} [NormedAddCommGroup F] [NormedSpace ๐•œ F] {n : โ„•} {x : ๐•œ} {f : ๐•œ โ†’ F} (hn : 0 < n) (c : F) :
iteratedDeriv n (fun (z : ๐•œ) => c + f z) x = iteratedDeriv n f x
theorem iteratedDeriv_const_sub {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {F : Type u_2} [NormedAddCommGroup F] [NormedSpace ๐•œ F] {n : โ„•} {x : ๐•œ} {f : ๐•œ โ†’ F} (hn : 0 < n) (c : F) :
iteratedDeriv n (fun (z : ๐•œ) => c - f z) x = iteratedDeriv n (-f) x
@[simp]
theorem iteratedDeriv_fun_neg {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {F : Type u_2} [NormedAddCommGroup F] [NormedSpace ๐•œ F] (n : โ„•) (f : ๐•œ โ†’ F) (a : ๐•œ) :
iteratedDeriv n (fun (x : ๐•œ) => -f x) a = -iteratedDeriv n f a
@[simp]
theorem iteratedDeriv_neg {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {F : Type u_2} [NormedAddCommGroup F] [NormedSpace ๐•œ F] (n : โ„•) (f : ๐•œ โ†’ F) (a : ๐•œ) :
theorem iteratedDeriv_sub {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {F : Type u_2} [NormedAddCommGroup F] [NormedSpace ๐•œ F] {n : โ„•} {x : ๐•œ} {f g : ๐•œ โ†’ F} (hf : ContDiffAt ๐•œ (โ†‘n) f x) (hg : ContDiffAt ๐•œ (โ†‘n) g x) :
theorem iteratedDeriv_fun_sub {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {F : Type u_2} [NormedAddCommGroup F] [NormedSpace ๐•œ F] {n : โ„•} {x : ๐•œ} {f g : ๐•œ โ†’ F} (hf : ContDiffAt ๐•œ (โ†‘n) f x) (hg : ContDiffAt ๐•œ (โ†‘n) g x) :
iteratedDeriv n (fun (z : ๐•œ) => f z - g z) x = iteratedDeriv n f x - iteratedDeriv n g x
theorem iteratedDeriv_const_smul {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {F : Type u_2} [NormedAddCommGroup F] [NormedSpace ๐•œ F] {x : ๐•œ} {R : Type u_3} [DistribSMul R F] [SMulCommClass ๐•œ R F] [ContinuousConstSMul R F] {n : โ„•} {f : ๐•œ โ†’ F} (h : ContDiffAt ๐•œ (โ†‘n) f x) (c : R) :
theorem iteratedDeriv_fun_const_smul {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {F : Type u_2} [NormedAddCommGroup F] [NormedSpace ๐•œ F] {x : ๐•œ} {R : Type u_3} [DistribSMul R F] [SMulCommClass ๐•œ R F] [ContinuousConstSMul R F] {n : โ„•} {f : ๐•œ โ†’ F} (h : ContDiffAt ๐•œ (โ†‘n) f x) (c : R) :
iteratedDeriv n (fun (x : ๐•œ) => c โ€ข f x) x = c โ€ข iteratedDeriv n f x
@[simp]
theorem iteratedDeriv_const_smul_field {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {F : Type u_2} [NormedAddCommGroup F] [NormedSpace ๐•œ F] {x : ๐•œ} {๐• : Type u_4} [DivisionSemiring ๐•] [Module ๐• F] [SMulCommClass ๐•œ ๐• F] [ContinuousConstSMul ๐• F] {n : โ„•} (c : ๐•) (f : ๐•œ โ†’ F) :

A variant of iteratedDeriv_const_smul without differentiability assumption when the scalar multiplication is by division ring elements.

@[simp]
theorem iteratedDeriv_fun_const_smul_field {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {F : Type u_2} [NormedAddCommGroup F] [NormedSpace ๐•œ F] {x : ๐•œ} {๐• : Type u_4} [DivisionSemiring ๐•] [Module ๐• F] [SMulCommClass ๐•œ ๐• F] [ContinuousConstSMul ๐• F] {n : โ„•} (c : ๐•) (f : ๐•œ โ†’ F) :
iteratedDeriv n (fun (x : ๐•œ) => c โ€ข f x) x = c โ€ข iteratedDeriv n f x

A variant of iteratedDeriv_fun_const_smul without differentiability assumption when the scalar multiplication is by division ring elements.

theorem iteratedDeriv_smul_const {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {F : Type u_2} [NormedAddCommGroup F] [NormedSpace ๐•œ F] {n : โ„•} {x : ๐•œ} {๐”ธ : Type u_5} [NormedRing ๐”ธ] [NormedAlgebra ๐•œ ๐”ธ] [Module ๐”ธ F] [IsBoundedSMul ๐”ธ F] [IsScalarTower ๐•œ ๐”ธ F] {f : ๐•œ โ†’ ๐”ธ} (hf : ContDiffAt ๐•œ (โ†‘n) f x) (v : F) :
iteratedDeriv n (fun (y : ๐•œ) => f y โ€ข v) x = iteratedDeriv n f x โ€ข v
theorem iteratedDeriv_const_mul {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {x : ๐•œ} {๐”ธ : Type u_5} [NormedRing ๐”ธ] [NormedAlgebra ๐•œ ๐”ธ] {n : โ„•} {f : ๐•œ โ†’ ๐”ธ} (c : ๐”ธ) (hf : ContDiffAt ๐•œ (โ†‘n) f x) :
iteratedDeriv n (fun (x : ๐•œ) => c * f x) x = c * iteratedDeriv n f x
@[simp]
theorem iteratedDeriv_const_mul_field {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {x : ๐•œ} {๐•œ' : Type u_6} [NormedDivisionRing ๐•œ'] [NormedAlgebra ๐•œ ๐•œ'] {n : โ„•} (c : ๐•œ') (f : ๐•œ โ†’ ๐•œ') :
iteratedDeriv n (fun (x : ๐•œ) => c * f x) x = c * iteratedDeriv n f x

A variant of iteratedDeriv_const_mul without differentiability assumption when the multiplication is in a division ring.

@[simp]
theorem iteratedDeriv_mul_const_field {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {x : ๐•œ} {๐•œ' : Type u_6} [NormedDivisionRing ๐•œ'] [NormedAlgebra ๐•œ ๐•œ'] {n : โ„•} (f : ๐•œ โ†’ ๐•œ') (c : ๐•œ') :
iteratedDeriv n (fun (x : ๐•œ) => f x * c) x = iteratedDeriv n f x * c

A variant of iteratedDeriv_mul_const without differentiability assumption when the multiplication is in a division ring.

@[simp]
theorem iteratedDeriv_div_const {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {x : ๐•œ} {๐•œ' : Type u_6} [NormedDivisionRing ๐•œ'] [NormedAlgebra ๐•œ ๐•œ'] {n : โ„•} (f : ๐•œ โ†’ ๐•œ') (c : ๐•œ') :
iteratedDeriv n (fun (x : ๐•œ) => f x / c) x = iteratedDeriv n f x / c
theorem iteratedDeriv_comp_const_smul {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {F : Type u_2} [NormedAddCommGroup F] [NormedSpace ๐•œ F] {n : โ„•} {f : ๐•œ โ†’ F} (h : ContDiff ๐•œ (โ†‘n) f) (c : ๐•œ) :
(iteratedDeriv n fun (x : ๐•œ) => f (c * x)) = fun (x : ๐•œ) => c ^ n โ€ข iteratedDeriv n f (c * x)
theorem iteratedDeriv_comp_const_mul {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {n : โ„•} {f : ๐•œ โ†’ ๐•œ} (h : ContDiff ๐•œ (โ†‘n) f) (c : ๐•œ) :
(iteratedDeriv n fun (x : ๐•œ) => f (c * x)) = fun (x : ๐•œ) => c ^ n * iteratedDeriv n f (c * x)
theorem iteratedDeriv_comp_neg {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {F : Type u_2} [NormedAddCommGroup F] [NormedSpace ๐•œ F] (n : โ„•) (f : ๐•œ โ†’ F) (a : ๐•œ) :
iteratedDeriv n (fun (x : ๐•œ) => f (-x)) a = (-1) ^ n โ€ข iteratedDeriv n f (-a)
theorem iteratedDeriv_id {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {n : โ„•} {x : ๐•œ} :
iteratedDeriv n id x = if n = 0 then x else if n = 1 then 1 else 0
theorem iteratedDeriv_fun_id {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {n : โ„•} {x : ๐•œ} :
iteratedDeriv n (fun (a : ๐•œ) => a) x = if n = 0 then x else if n = 1 then 1 else 0
theorem iteratedDeriv_fun_id_zero {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {n : โ„•} :
iteratedDeriv n (fun (a : ๐•œ) => a) 0 = if n = 1 then 1 else 0
theorem iteratedDeriv_mul {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {n : โ„•} {x : ๐•œ} {๐”ธ : Type u_5} [NormedRing ๐”ธ] [NormedAlgebra ๐•œ ๐”ธ] {f g : ๐•œ โ†’ ๐”ธ} (hf : ContDiffAt ๐•œ (โ†‘n) f x) (hg : ContDiffAt ๐•œ (โ†‘n) g x) :
iteratedDeriv n (f * g) x = โˆ‘ i โˆˆ Finset.range (n + 1), โ†‘(n.choose i) * iteratedDeriv i f x * iteratedDeriv (n - i) g x
@[simp]
theorem iteratedDeriv_pow {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {x : ๐•œ} (m k : โ„•) :
iteratedDeriv k (fun (x : ๐•œ) => x ^ m) x = โ†‘(m.descFactorial k) * x ^ (m - k)
theorem iteratedDeriv_fun_mul {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {n : โ„•} {x : ๐•œ} {๐”ธ : Type u_5} [NormedRing ๐”ธ] [NormedAlgebra ๐•œ ๐”ธ] {f g : ๐•œ โ†’ ๐”ธ} (hf : ContDiffAt ๐•œ (โ†‘n) f x) (hg : ContDiffAt ๐•œ (โ†‘n) g x) :
iteratedDeriv n (fun (x : ๐•œ) => f x * g x) x = โˆ‘ i โˆˆ Finset.range (n + 1), โ†‘(n.choose i) * iteratedDeriv i f x * iteratedDeriv (n - i) g x
theorem iteratedDeriv_fun_pow_zero {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {n m : โ„•} :
iteratedDeriv n (fun (x : ๐•œ) => x ^ m) 0 = โ†‘(if n = m then m.factorial else 0)
theorem Filter.EventuallyEq.iteratedDeriv_eq {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {F : Type u_2} [NormedAddCommGroup F] [NormedSpace ๐•œ F] (n : โ„•) {f g : ๐•œ โ†’ F} {x : ๐•œ} (hfg : f =แถ [nhds x] g) :
theorem Set.EqOn.iteratedDeriv_of_isOpen {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {F : Type u_2} [NormedAddCommGroup F] [NormedSpace ๐•œ F] {s : Set ๐•œ} {f g : ๐•œ โ†’ F} (hfg : EqOn f g s) (hs : IsOpen s) (n : โ„•) :

Invariance of iterated derivatives under translation #

theorem iteratedDeriv_comp_const_add {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {F : Type u_2} [NormedAddCommGroup F] [NormedSpace ๐•œ F] (n : โ„•) (f : ๐•œ โ†’ F) (s : ๐•œ) :
(iteratedDeriv n fun (z : ๐•œ) => f (s + z)) = fun (t : ๐•œ) => iteratedDeriv n f (s + t)

The iterated derivative commutes with shifting the function by a constant on the left.

theorem iteratedDeriv_comp_add_const {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {F : Type u_2} [NormedAddCommGroup F] [NormedSpace ๐•œ F] (n : โ„•) (f : ๐•œ โ†’ F) (s : ๐•œ) :
(iteratedDeriv n fun (z : ๐•œ) => f (z + s)) = fun (t : ๐•œ) => iteratedDeriv n f (t + s)

The iterated derivative commutes with shifting the function by a constant on the right.

theorem iteratedDeriv_comp_sub_const {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {F : Type u_2} [NormedAddCommGroup F] [NormedSpace ๐•œ F] (n : โ„•) (f : ๐•œ โ†’ F) (s : ๐•œ) :
(iteratedDeriv n fun (z : ๐•œ) => f (z - s)) = fun (t : ๐•œ) => iteratedDeriv n f (t - s)
theorem iteratedDeriv_comp_const_sub {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {F : Type u_2} [NormedAddCommGroup F] [NormedSpace ๐•œ F] (n : โ„•) (f : ๐•œ โ†’ F) (s : ๐•œ) :
(iteratedDeriv n fun (z : ๐•œ) => f (s - z)) = fun (t : ๐•œ) => (-1) ^ n โ€ข iteratedDeriv n f (s - t)

Iterated derivatives of sums #

theorem iteratedDerivWithin_sum {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {F : Type u_2} [NormedAddCommGroup F] [NormedSpace ๐•œ F] {ฮน : Type u_7} {n : โ„•} {x : ๐•œ} {f : ฮน โ†’ ๐•œ โ†’ F} {I : Finset ฮน} {s : Set ๐•œ} (hx : x โˆˆ s) (hs : UniqueDiffOn ๐•œ s) (hf : โˆ€ i โˆˆ I, ContDiffWithinAt ๐•œ (โ†‘n) (f i) s x) :
iteratedDerivWithin n (โˆ‘ i โˆˆ I, f i) s x = โˆ‘ i โˆˆ I, iteratedDerivWithin n (f i) s x
theorem iteratedDerivWithin_fun_sum {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {F : Type u_2} [NormedAddCommGroup F] [NormedSpace ๐•œ F] {ฮน : Type u_7} {n : โ„•} {x : ๐•œ} {f : ฮน โ†’ ๐•œ โ†’ F} {I : Finset ฮน} {s : Set ๐•œ} (hx : x โˆˆ s) (hs : UniqueDiffOn ๐•œ s) (hf : โˆ€ i โˆˆ I, ContDiffWithinAt ๐•œ (โ†‘n) (f i) s x) :
iteratedDerivWithin n (fun (x : ๐•œ) => โˆ‘ i โˆˆ I, f i x) s x = โˆ‘ i โˆˆ I, iteratedDerivWithin n (f i) s x
theorem iteratedDeriv_sum {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {F : Type u_2} [NormedAddCommGroup F] [NormedSpace ๐•œ F] {ฮน : Type u_7} {n : โ„•} {x : ๐•œ} {f : ฮน โ†’ ๐•œ โ†’ F} {I : Finset ฮน} (hf : โˆ€ i โˆˆ I, ContDiffAt ๐•œ (โ†‘n) (f i) x) :
iteratedDeriv n (โˆ‘ i โˆˆ I, f i) x = โˆ‘ i โˆˆ I, iteratedDeriv n (f i) x
theorem iteratedDeriv_fun_sum {๐•œ : Type u_1} [NontriviallyNormedField ๐•œ] {F : Type u_2} [NormedAddCommGroup F] [NormedSpace ๐•œ F] {ฮน : Type u_7} {n : โ„•} {x : ๐•œ} {f : ฮน โ†’ ๐•œ โ†’ F} {I : Finset ฮน} (hf : โˆ€ i โˆˆ I, ContDiffAt ๐•œ (โ†‘n) (f i) x) :
iteratedDeriv n (fun (z : ๐•œ) => โˆ‘ i โˆˆ I, f i z) x = โˆ‘ i โˆˆ I, iteratedDeriv n (f i) x