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Composition.lean
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Composition.lean
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/-
Copyright (c) 2020 Sébastien Gouëzel. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Sébastien Gouëzel, Johan Commelin
! This file was ported from Lean 3 source module analysis.analytic.composition
! leanprover-community/mathlib commit ce11c3c2a285bbe6937e26d9792fda4e51f3fe1a
! Please do not edit these lines, except to modify the commit id
! if you have ported upstream changes.
-/
import Mathlib.Analysis.Analytic.Basic
import Mathlib.Combinatorics.Composition
/-!
# Composition of analytic functions
In this file we prove that the composition of analytic functions is analytic.
The argument is the following. Assume `g z = ∑' qₙ (z, ..., z)` and `f y = ∑' pₖ (y, ..., y)`. Then
`g (f y) = ∑' qₙ (∑' pₖ (y, ..., y), ..., ∑' pₖ (y, ..., y))
= ∑' qₙ (p_{i₁} (y, ..., y), ..., p_{iₙ} (y, ..., y))`.
For each `n` and `i₁, ..., iₙ`, define a `i₁ + ... + iₙ` multilinear function mapping
`(y₀, ..., y_{i₁ + ... + iₙ - 1})` to
`qₙ (p_{i₁} (y₀, ..., y_{i₁-1}), p_{i₂} (y_{i₁}, ..., y_{i₁ + i₂ - 1}), ..., p_{iₙ} (....)))`.
Then `g ∘ f` is obtained by summing all these multilinear functions.
To formalize this, we use compositions of an integer `N`, i.e., its decompositions into
a sum `i₁ + ... + iₙ` of positive integers. Given such a composition `c` and two formal
multilinear series `q` and `p`, let `q.comp_along_composition p c` be the above multilinear
function. Then the `N`-th coefficient in the power series expansion of `g ∘ f` is the sum of these
terms over all `c : composition N`.
To complete the proof, we need to show that this power series has a positive radius of convergence.
This follows from the fact that `composition N` has cardinality `2^(N-1)` and estimates on
the norm of `qₙ` and `pₖ`, which give summability. We also need to show that it indeed converges to
`g ∘ f`. For this, we note that the composition of partial sums converges to `g ∘ f`, and that it
corresponds to a part of the whole sum, on a subset that increases to the whole space. By
summability of the norms, this implies the overall convergence.
## Main results
* `q.comp p` is the formal composition of the formal multilinear series `q` and `p`.
* `has_fpower_series_at.comp` states that if two functions `g` and `f` admit power series expansions
`q` and `p`, then `g ∘ f` admits a power series expansion given by `q.comp p`.
* `analytic_at.comp` states that the composition of analytic functions is analytic.
* `formal_multilinear_series.comp_assoc` states that composition is associative on formal
multilinear series.
## Implementation details
The main technical difficulty is to write down things. In particular, we need to define precisely
`q.comp_along_composition p c` and to show that it is indeed a continuous multilinear
function. This requires a whole interface built on the class `composition`. Once this is set,
the main difficulty is to reorder the sums, writing the composition of the partial sums as a sum
over some subset of `Σ n, composition n`. We need to check that the reordering is a bijection,
running over difficulties due to the dependent nature of the types under consideration, that are
controlled thanks to the interface for `composition`.
The associativity of composition on formal multilinear series is a nontrivial result: it does not
follow from the associativity of composition of analytic functions, as there is no uniqueness for
the formal multilinear series representing a function (and also, it holds even when the radius of
convergence of the series is `0`). Instead, we give a direct proof, which amounts to reordering
double sums in a careful way. The change of variables is a canonical (combinatorial) bijection
`composition.sigma_equiv_sigma_pi` between `(Σ (a : composition n), composition a.length)` and
`(Σ (c : composition n), Π (i : fin c.length), composition (c.blocks_fun i))`, and is described
in more details below in the paragraph on associativity.
-/
noncomputable section
variable {𝕜 : Type _} {E F G H : Type _}
open Filter List
open scoped Topology BigOperators Classical NNReal ENNReal
section Topological
variable [CommRing 𝕜] [AddCommGroup E] [AddCommGroup F] [AddCommGroup G]
variable [Module 𝕜 E] [Module 𝕜 F] [Module 𝕜 G]
variable [TopologicalSpace E] [TopologicalSpace F] [TopologicalSpace G]
/-! ### Composing formal multilinear series -/
namespace FormalMultilinearSeries
variable [TopologicalAddGroup E] [ContinuousConstSMul 𝕜 E]
variable [TopologicalAddGroup F] [ContinuousConstSMul 𝕜 F]
variable [TopologicalAddGroup G] [ContinuousConstSMul 𝕜 G]
/-!
In this paragraph, we define the composition of formal multilinear series, by summing over all
possible compositions of `n`.
-/
/-- Given a formal multilinear series `p`, a composition `c` of `n` and the index `i` of a
block of `c`, we may define a function on `fin n → E` by picking the variables in the `i`-th block
of `n`, and applying the corresponding coefficient of `p` to these variables. This function is
called `p.apply_composition c v i` for `v : fin n → E` and `i : fin c.length`. -/
def applyComposition (p : FormalMultilinearSeries 𝕜 E F) {n : ℕ} (c : Composition n) :
(Fin n → E) → Fin c.length → F := fun v i => p (c.blocksFun i) (v ∘ c.embedding i)
#align formal_multilinear_series.apply_composition FormalMultilinearSeries.applyComposition
theorem applyComposition_ones (p : FormalMultilinearSeries 𝕜 E F) (n : ℕ) :
p.applyComposition (Composition.ones n) = fun v i =>
p 1 fun _ => v (Fin.castLE (Composition.length_le _) i) := by
funext v i
apply p.congr (Composition.ones_blocksFun _ _)
intro j hjn hj1
obtain rfl : j = 0 := by linarith
refine' congr_arg v _
rw [Fin.ext_iff, Fin.coe_castLE, Composition.ones_embedding, Fin.val_mk]
#align formal_multilinear_series.apply_composition_ones FormalMultilinearSeries.applyComposition_ones
theorem applyComposition_single (p : FormalMultilinearSeries 𝕜 E F) {n : ℕ} (hn : 0 < n)
(v : Fin n → E) : p.applyComposition (Composition.single n hn) v = fun _j => p n v := by
ext j
refine' p.congr (by simp) fun i hi1 hi2 => _
dsimp
congr 1
convert Composition.single_embedding hn ⟨i, hi2⟩ using 1
cases' j with j_val j_property
have : j_val = 0 := le_bot_iff.1 (Nat.lt_succ_iff.1 j_property)
congr!
simp
#align formal_multilinear_series.apply_composition_single FormalMultilinearSeries.applyComposition_single
@[simp]
theorem removeZero_applyComposition (p : FormalMultilinearSeries 𝕜 E F) {n : ℕ}
(c : Composition n) : p.removeZero.applyComposition c = p.applyComposition c := by
ext v i
simp [applyComposition, zero_lt_one.trans_le (c.one_le_blocksFun i), removeZero_of_pos]
#align formal_multilinear_series.remove_zero_apply_composition FormalMultilinearSeries.removeZero_applyComposition
/-- Technical lemma stating how `p.apply_composition` commutes with updating variables. This
will be the key point to show that functions constructed from `apply_composition` retain
multilinearity. -/
theorem applyComposition_update (p : FormalMultilinearSeries 𝕜 E F) {n : ℕ} (c : Composition n)
(j : Fin n) (v : Fin n → E) (z : E) :
p.applyComposition c (Function.update v j z) =
Function.update (p.applyComposition c v) (c.index j)
(p (c.blocksFun (c.index j))
(Function.update (v ∘ c.embedding (c.index j)) (c.invEmbedding j) z)) := by
ext k
by_cases h : k = c.index j
· rw [h]
let r : Fin (c.blocksFun (c.index j)) → Fin n := c.embedding (c.index j)
simp only [Function.update_same]
change p (c.blocksFun (c.index j)) (Function.update v j z ∘ r) = _
let j' := c.invEmbedding j
suffices B : Function.update v j z ∘ r = Function.update (v ∘ r) j' z
· rw [B]
suffices C : Function.update v (r j') z ∘ r = Function.update (v ∘ r) j' z
· convert C; exact (c.embedding_comp_inv j).symm
exact Function.update_comp_eq_of_injective _ (c.embedding _).injective _ _
· simp only [h, Function.update_eq_self, Function.update_noteq, Ne.def, not_false_iff]
let r : Fin (c.blocksFun k) → Fin n := c.embedding k
change p (c.blocksFun k) (Function.update v j z ∘ r) = p (c.blocksFun k) (v ∘ r)
suffices B : Function.update v j z ∘ r = v ∘ r; · rw [B]
apply Function.update_comp_eq_of_not_mem_range
rwa [c.mem_range_embedding_iff']
#align formal_multilinear_series.apply_composition_update FormalMultilinearSeries.applyComposition_update
@[simp]
theorem compContinuousLinearMap_applyComposition {n : ℕ} (p : FormalMultilinearSeries 𝕜 F G)
(f : E →L[𝕜] F) (c : Composition n) (v : Fin n → E) :
(p.compContinuousLinearMap f).applyComposition c v = p.applyComposition c (f ∘ v) := by
simp [applyComposition]; rfl
#align formal_multilinear_series.comp_continuous_linear_map_apply_composition FormalMultilinearSeries.compContinuousLinearMap_applyComposition
end FormalMultilinearSeries
namespace ContinuousMultilinearMap
open FormalMultilinearSeries
variable [TopologicalAddGroup E] [ContinuousConstSMul 𝕜 E]
variable [TopologicalAddGroup F] [ContinuousConstSMul 𝕜 F]
/-- Given a formal multilinear series `p`, a composition `c` of `n` and a continuous multilinear
map `f` in `c.length` variables, one may form a continuous multilinear map in `n` variables by
applying the right coefficient of `p` to each block of the composition, and then applying `f` to
the resulting vector. It is called `f.comp_along_composition p c`. -/
def compAlongComposition {n : ℕ} (p : FormalMultilinearSeries 𝕜 E F) (c : Composition n)
(f : ContinuousMultilinearMap 𝕜 (fun _i : Fin c.length => F) G) :
ContinuousMultilinearMap 𝕜 (fun _i : Fin n => E) G where
toFun v := f (p.applyComposition c v)
map_add' v i x y := by
cases Subsingleton.elim ‹_› (instDecidableEqFin _)
simp only [applyComposition_update, ContinuousMultilinearMap.map_add]
map_smul' v i c x := by
cases Subsingleton.elim ‹_› (instDecidableEqFin _)
simp only [applyComposition_update, ContinuousMultilinearMap.map_smul]
cont :=
f.cont.comp <|
continuous_pi fun i => (coe_continuous _).comp <| continuous_pi fun j => continuous_apply _
#align continuous_multilinear_map.comp_along_composition ContinuousMultilinearMap.compAlongComposition
@[simp]
theorem compAlongComposition_apply {n : ℕ} (p : FormalMultilinearSeries 𝕜 E F) (c : Composition n)
(f : ContinuousMultilinearMap 𝕜 (fun _i : Fin c.length => F) G) (v : Fin n → E) :
(f.compAlongComposition p c) v = f (p.applyComposition c v) :=
rfl
#align continuous_multilinear_map.comp_along_composition_apply ContinuousMultilinearMap.compAlongComposition_apply
end ContinuousMultilinearMap
namespace FormalMultilinearSeries
variable [TopologicalAddGroup E] [ContinuousConstSMul 𝕜 E]
variable [TopologicalAddGroup F] [ContinuousConstSMul 𝕜 F]
variable [TopologicalAddGroup G] [ContinuousConstSMul 𝕜 G]
/-- Given two formal multilinear series `q` and `p` and a composition `c` of `n`, one may
form a continuous multilinear map in `n` variables by applying the right coefficient of `p` to each
block of the composition, and then applying `q c.length` to the resulting vector. It is
called `q.comp_along_composition p c`. -/
def compAlongComposition {n : ℕ} (q : FormalMultilinearSeries 𝕜 F G)
(p : FormalMultilinearSeries 𝕜 E F) (c : Composition n) :
ContinuousMultilinearMap 𝕜 (fun _i : Fin n => E) G :=
(q c.length).compAlongComposition p c
#align formal_multilinear_series.comp_along_composition FormalMultilinearSeries.compAlongComposition
@[simp]
theorem compAlongComposition_apply {n : ℕ} (q : FormalMultilinearSeries 𝕜 F G)
(p : FormalMultilinearSeries 𝕜 E F) (c : Composition n) (v : Fin n → E) :
(q.compAlongComposition p c) v = q c.length (p.applyComposition c v) :=
rfl
#align formal_multilinear_series.comp_along_composition_apply FormalMultilinearSeries.compAlongComposition_apply
/-- Formal composition of two formal multilinear series. The `n`-th coefficient in the composition
is defined to be the sum of `q.comp_along_composition p c` over all compositions of
`n`. In other words, this term (as a multilinear function applied to `v_0, ..., v_{n-1}`) is
`∑'_{k} ∑'_{i₁ + ... + iₖ = n} qₖ (p_{i_1} (...), ..., p_{i_k} (...))`, where one puts all variables
`v_0, ..., v_{n-1}` in increasing order in the dots.
In general, the composition `q ∘ p` only makes sense when the constant coefficient of `p` vanishes.
We give a general formula but which ignores the value of `p 0` instead.
-/
protected def comp (q : FormalMultilinearSeries 𝕜 F G) (p : FormalMultilinearSeries 𝕜 E F) :
FormalMultilinearSeries 𝕜 E G := fun n => ∑ c : Composition n, q.compAlongComposition p c
#align formal_multilinear_series.comp FormalMultilinearSeries.comp
/-- The `0`-th coefficient of `q.comp p` is `q 0`. Since these maps are multilinear maps in zero
variables, but on different spaces, we can not state this directly, so we state it when applied to
arbitrary vectors (which have to be the zero vector). -/
theorem comp_coeff_zero (q : FormalMultilinearSeries 𝕜 F G) (p : FormalMultilinearSeries 𝕜 E F)
(v : Fin 0 → E) (v' : Fin 0 → F) : (q.comp p) 0 v = q 0 v' := by
let c : Composition 0 := Composition.ones 0
dsimp [FormalMultilinearSeries.comp]
have : {c} = (Finset.univ : Finset (Composition 0)) := by
apply Finset.eq_of_subset_of_card_le <;> simp [Finset.card_univ, composition_card 0]
rw [← this, Finset.sum_singleton, compAlongComposition_apply]
symm; congr! -- porting note: needed the stronger version of `congr` here
#align formal_multilinear_series.comp_coeff_zero FormalMultilinearSeries.comp_coeff_zero
@[simp]
theorem comp_coeff_zero' (q : FormalMultilinearSeries 𝕜 F G) (p : FormalMultilinearSeries 𝕜 E F)
(v : Fin 0 → E) : (q.comp p) 0 v = q 0 fun _i => 0 :=
q.comp_coeff_zero p v _
#align formal_multilinear_series.comp_coeff_zero' FormalMultilinearSeries.comp_coeff_zero'
/-- The `0`-th coefficient of `q.comp p` is `q 0`. When `p` goes from `E` to `E`, this can be
expressed as a direct equality -/
theorem comp_coeff_zero'' (q : FormalMultilinearSeries 𝕜 E F) (p : FormalMultilinearSeries 𝕜 E E) :
(q.comp p) 0 = q 0 := by ext v; exact q.comp_coeff_zero p _ _
#align formal_multilinear_series.comp_coeff_zero'' FormalMultilinearSeries.comp_coeff_zero''
/-- The first coefficient of a composition of formal multilinear series is the composition of the
first coefficients seen as continuous linear maps. -/
theorem comp_coeff_one (q : FormalMultilinearSeries 𝕜 F G) (p : FormalMultilinearSeries 𝕜 E F)
(v : Fin 1 → E) : (q.comp p) 1 v = q 1 fun _i => p 1 v := by
have : {Composition.ones 1} = (Finset.univ : Finset (Composition 1)) :=
Finset.eq_univ_of_card _ (by simp [composition_card])
simp only [FormalMultilinearSeries.comp, compAlongComposition_apply, ← this,
Finset.sum_singleton]
refine' q.congr (by simp) fun i hi1 hi2 => _
simp only [applyComposition_ones]
exact p.congr rfl fun j _hj1 hj2 => by congr! -- porting note: needed the stronger `congr!`
#align formal_multilinear_series.comp_coeff_one FormalMultilinearSeries.comp_coeff_one
/-- Only `0`-th coefficient of `q.comp p` depends on `q 0`. -/
theorem removeZero_comp_of_pos (q : FormalMultilinearSeries 𝕜 F G)
(p : FormalMultilinearSeries 𝕜 E F) {n : ℕ} (hn : 0 < n) :
q.removeZero.comp p n = q.comp p n := by
ext v
simp only [FormalMultilinearSeries.comp, compAlongComposition,
ContinuousMultilinearMap.compAlongComposition_apply, ContinuousMultilinearMap.sum_apply]
refine' Finset.sum_congr rfl fun c _hc => _
rw [removeZero_of_pos _ (c.length_pos_of_pos hn)]
#align formal_multilinear_series.remove_zero_comp_of_pos FormalMultilinearSeries.removeZero_comp_of_pos
@[simp]
theorem comp_removeZero (q : FormalMultilinearSeries 𝕜 F G) (p : FormalMultilinearSeries 𝕜 E F) :
q.comp p.removeZero = q.comp p := by ext n; simp [FormalMultilinearSeries.comp]
#align formal_multilinear_series.comp_remove_zero FormalMultilinearSeries.comp_removeZero
end FormalMultilinearSeries
end Topological
variable [NontriviallyNormedField 𝕜] [NormedAddCommGroup E] [NormedSpace 𝕜 E] [NormedAddCommGroup F]
[NormedSpace 𝕜 F] [NormedAddCommGroup G] [NormedSpace 𝕜 G] [NormedAddCommGroup H]
[NormedSpace 𝕜 H]
namespace FormalMultilinearSeries
/-- The norm of `f.comp_along_composition p c` is controlled by the product of
the norms of the relevant bits of `f` and `p`. -/
theorem compAlongComposition_bound {n : ℕ} (p : FormalMultilinearSeries 𝕜 E F) (c : Composition n)
(f : ContinuousMultilinearMap 𝕜 (fun _i : Fin c.length => F) G) (v : Fin n → E) :
‖f.compAlongComposition p c v‖ ≤ (‖f‖ * ∏ i, ‖p (c.blocksFun i)‖) * ∏ i : Fin n, ‖v i‖ :=
calc
‖f.compAlongComposition p c v‖ = ‖f (p.applyComposition c v)‖ := rfl
_ ≤ ‖f‖ * ∏ i, ‖p.applyComposition c v i‖ := (ContinuousMultilinearMap.le_op_norm _ _)
_ ≤ ‖f‖ * ∏ i, ‖p (c.blocksFun i)‖ * ∏ j : Fin (c.blocksFun i), ‖(v ∘ c.embedding i) j‖ := by
apply mul_le_mul_of_nonneg_left _ (norm_nonneg _)
refine' Finset.prod_le_prod (fun i _hi => norm_nonneg _) fun i _hi => _
apply ContinuousMultilinearMap.le_op_norm
_ = (‖f‖ * ∏ i, ‖p (c.blocksFun i)‖) *
∏ i, ∏ j : Fin (c.blocksFun i), ‖(v ∘ c.embedding i) j‖ := by
rw [Finset.prod_mul_distrib, mul_assoc]
_ = (‖f‖ * ∏ i, ‖p (c.blocksFun i)‖) * ∏ i : Fin n, ‖v i‖ := by
rw [← c.blocksFinEquiv.prod_comp, ← Finset.univ_sigma_univ, Finset.prod_sigma]
congr
#align formal_multilinear_series.comp_along_composition_bound FormalMultilinearSeries.compAlongComposition_bound
/-- The norm of `q.comp_along_composition p c` is controlled by the product of
the norms of the relevant bits of `q` and `p`. -/
theorem compAlongComposition_norm {n : ℕ} (q : FormalMultilinearSeries 𝕜 F G)
(p : FormalMultilinearSeries 𝕜 E F) (c : Composition n) :
‖q.compAlongComposition p c‖ ≤ ‖q c.length‖ * ∏ i, ‖p (c.blocksFun i)‖ :=
ContinuousMultilinearMap.op_norm_le_bound _
(mul_nonneg (norm_nonneg _) (Finset.prod_nonneg fun _i _hi => norm_nonneg _))
(compAlongComposition_bound _ _ _)
#align formal_multilinear_series.comp_along_composition_norm FormalMultilinearSeries.compAlongComposition_norm
theorem compAlongComposition_nnnorm {n : ℕ} (q : FormalMultilinearSeries 𝕜 F G)
(p : FormalMultilinearSeries 𝕜 E F) (c : Composition n) :
‖q.compAlongComposition p c‖₊ ≤ ‖q c.length‖₊ * ∏ i, ‖p (c.blocksFun i)‖₊ := by
rw [← NNReal.coe_le_coe]; push_cast ; exact q.compAlongComposition_norm p c
#align formal_multilinear_series.comp_along_composition_nnnorm FormalMultilinearSeries.compAlongComposition_nnnorm
/-!
### The identity formal power series
We will now define the identity power series, and show that it is a neutral element for left and
right composition.
-/
section
variable (𝕜 E)
/-- The identity formal multilinear series, with all coefficients equal to `0` except for `n = 1`
where it is (the continuous multilinear version of) the identity. -/
def id : FormalMultilinearSeries 𝕜 E E
| 0 => 0
| 1 => (continuousMultilinearCurryFin1 𝕜 E E).symm (ContinuousLinearMap.id 𝕜 E)
| _ => 0
#align formal_multilinear_series.id FormalMultilinearSeries.id
/-- The first coefficient of `id 𝕜 E` is the identity. -/
@[simp]
theorem id_apply_one (v : Fin 1 → E) : (FormalMultilinearSeries.id 𝕜 E) 1 v = v 0 :=
rfl
#align formal_multilinear_series.id_apply_one FormalMultilinearSeries.id_apply_one
/-- The `n`th coefficient of `id 𝕜 E` is the identity when `n = 1`. We state this in a dependent
way, as it will often appear in this form. -/
theorem id_apply_one' {n : ℕ} (h : n = 1) (v : Fin n → E) :
(id 𝕜 E) n v = v ⟨0, h.symm ▸ zero_lt_one⟩ := by
subst n
apply id_apply_one
#align formal_multilinear_series.id_apply_one' FormalMultilinearSeries.id_apply_one'
/-- For `n ≠ 1`, the `n`-th coefficient of `id 𝕜 E` is zero, by definition. -/
@[simp]
theorem id_apply_ne_one {n : ℕ} (h : n ≠ 1) : (FormalMultilinearSeries.id 𝕜 E) n = 0 := by
cases' n with n
· rfl
· cases n
· contradiction
· rfl
#align formal_multilinear_series.id_apply_ne_one FormalMultilinearSeries.id_apply_ne_one
end
@[simp]
theorem comp_id (p : FormalMultilinearSeries 𝕜 E F) : p.comp (id 𝕜 E) = p := by
ext1 n
dsimp [FormalMultilinearSeries.comp]
rw [Finset.sum_eq_single (Composition.ones n)]
show compAlongComposition p (id 𝕜 E) (Composition.ones n) = p n
· ext v
rw [compAlongComposition_apply]
apply p.congr (Composition.ones_length n)
intros
rw [applyComposition_ones]
refine' congr_arg v _
rw [Fin.ext_iff, Fin.coe_castLE, Fin.val_mk]
show
∀ b : Composition n,
b ∈ Finset.univ → b ≠ Composition.ones n → compAlongComposition p (id 𝕜 E) b = 0
· intro b _ hb
obtain ⟨k, hk, lt_k⟩ : ∃ (k : ℕ), k ∈ Composition.blocks b ∧ 1 < k :=
Composition.ne_ones_iff.1 hb
obtain ⟨i, hi⟩ : ∃ (i : Fin b.blocks.length), b.blocks.get i = k :=
List.get_of_mem hk
let j : Fin b.length := ⟨i.val, b.blocks_length ▸ i.prop⟩
have A : 1 < b.blocksFun j := by convert lt_k
ext v
rw [compAlongComposition_apply, ContinuousMultilinearMap.zero_apply]
apply ContinuousMultilinearMap.map_coord_zero _ j
dsimp [applyComposition]
rw [id_apply_ne_one _ _ (ne_of_gt A)]
rfl
· simp
#align formal_multilinear_series.comp_id FormalMultilinearSeries.comp_id
@[simp]
theorem id_comp (p : FormalMultilinearSeries 𝕜 E F) (h : p 0 = 0) : (id 𝕜 F).comp p = p := by
ext1 n
by_cases hn : n = 0
· rw [hn, h]
ext v
rw [comp_coeff_zero', id_apply_ne_one _ _ zero_ne_one]
rfl
· dsimp [FormalMultilinearSeries.comp]
have n_pos : 0 < n := bot_lt_iff_ne_bot.mpr hn
rw [Finset.sum_eq_single (Composition.single n n_pos)]
show compAlongComposition (id 𝕜 F) p (Composition.single n n_pos) = p n
· ext v
rw [compAlongComposition_apply, id_apply_one' _ _ (Composition.single_length n_pos)]
dsimp [applyComposition]
refine' p.congr rfl fun i him hin => congr_arg v <| _
ext; simp
show
∀ b : Composition n,
b ∈ Finset.univ → b ≠ Composition.single n n_pos → compAlongComposition (id 𝕜 F) p b = 0
· intro b _ hb
have A : b.length ≠ 1 := by simpa [Composition.eq_single_iff_length] using hb
ext v
rw [compAlongComposition_apply, id_apply_ne_one _ _ A]
rfl
· simp
#align formal_multilinear_series.id_comp FormalMultilinearSeries.id_comp
/-! ### Summability properties of the composition of formal power series-/
section
set_option maxHeartbeats 300000 in
/-- If two formal multilinear series have positive radius of convergence, then the terms appearing
in the definition of their composition are also summable (when multiplied by a suitable positive
geometric term). -/
theorem comp_summable_nnreal (q : FormalMultilinearSeries 𝕜 F G) (p : FormalMultilinearSeries 𝕜 E F)
(hq : 0 < q.radius) (hp : 0 < p.radius) :
∃ r > (0 : ℝ≥0),
Summable fun i : Σ n, Composition n => ‖q.compAlongComposition p i.2‖₊ * r ^ i.1 := by
/- This follows from the fact that the growth rate of `‖qₙ‖` and `‖pₙ‖` is at most geometric,
giving a geometric bound on each `‖q.comp_along_composition p op‖`, together with the
fact that there are `2^(n-1)` compositions of `n`, giving at most a geometric loss. -/
rcases ENNReal.lt_iff_exists_nnreal_btwn.1 (lt_min zero_lt_one hq) with ⟨rq, rq_pos, hrq⟩
rcases ENNReal.lt_iff_exists_nnreal_btwn.1 (lt_min zero_lt_one hp) with ⟨rp, rp_pos, hrp⟩
simp only [lt_min_iff, ENNReal.coe_lt_one_iff, ENNReal.coe_pos] at hrp hrq rp_pos rq_pos
obtain ⟨Cq, _hCq0, hCq⟩ : ∃ Cq > 0, ∀ n, ‖q n‖₊ * rq ^ n ≤ Cq :=
q.nnnorm_mul_pow_le_of_lt_radius hrq.2
obtain ⟨Cp, hCp1, hCp⟩ : ∃ Cp ≥ 1, ∀ n, ‖p n‖₊ * rp ^ n ≤ Cp := by
rcases p.nnnorm_mul_pow_le_of_lt_radius hrp.2 with ⟨Cp, -, hCp⟩
exact ⟨max Cp 1, le_max_right _ _, fun n => (hCp n).trans (le_max_left _ _)⟩
let r0 : ℝ≥0 := (4 * Cp)⁻¹
have r0_pos : 0 < r0 := inv_pos.2 (mul_pos zero_lt_four (zero_lt_one.trans_le hCp1))
set r : ℝ≥0 := rp * rq * r0
have r_pos : 0 < r := mul_pos (mul_pos rp_pos rq_pos) r0_pos
have I :
∀ i : Σ n : ℕ, Composition n, ‖q.compAlongComposition p i.2‖₊ * r ^ i.1 ≤ Cq / 4 ^ i.1 := by
rintro ⟨n, c⟩
have A
calc
‖q c.length‖₊ * rq ^ n ≤ ‖q c.length‖₊ * rq ^ c.length :=
mul_le_mul' le_rfl (pow_le_pow_of_le_one rq.2 hrq.1.le c.length_le)
_ ≤ Cq := hCq _
have B
calc
(∏ i, ‖p (c.blocksFun i)‖₊) * rp ^ n = ∏ i, ‖p (c.blocksFun i)‖₊ * rp ^ c.blocksFun i := by
simp only [Finset.prod_mul_distrib, Finset.prod_pow_eq_pow_sum, c.sum_blocksFun]
_ ≤ ∏ _i : Fin c.length, Cp := (Finset.prod_le_prod' fun i _ => hCp _)
_ = Cp ^ c.length := by simp
_ ≤ Cp ^ n := pow_le_pow hCp1 c.length_le
calc
‖q.compAlongComposition p c‖₊ * r ^ n ≤
(‖q c.length‖₊ * ∏ i, ‖p (c.blocksFun i)‖₊) * r ^ n :=
mul_le_mul' (q.compAlongComposition_nnnorm p c) le_rfl
_ = ‖q c.length‖₊ * rq ^ n * ((∏ i, ‖p (c.blocksFun i)‖₊) * rp ^ n) * r0 ^ n := by
simp only [mul_pow]; ring
_ ≤ Cq * Cp ^ n * r0 ^ n := (mul_le_mul' (mul_le_mul' A B) le_rfl)
_ = Cq / 4 ^ n := by
simp only
field_simp [mul_pow, (zero_lt_one.trans_le hCp1).ne']
ring
refine' ⟨r, r_pos, NNReal.summable_of_le I _⟩
simp_rw [div_eq_mul_inv]
refine' Summable.mul_left _ _
have : ∀ n : ℕ, HasSum (fun c : Composition n => (4 ^ n : ℝ≥0)⁻¹) (2 ^ (n - 1) / 4 ^ n) := by
intro n
convert hasSum_fintype fun c : Composition n => (4 ^ n : ℝ≥0)⁻¹
simp [Finset.card_univ, composition_card, div_eq_mul_inv]
refine' NNReal.summable_sigma.2 ⟨fun n => (this n).summable, (NNReal.summable_nat_add_iff 1).1 _⟩
convert (NNReal.summable_geometric (NNReal.div_lt_one_of_lt one_lt_two)).mul_left (1 / 4) using 1
ext1 n
rw [(this _).tsum_eq, add_tsub_cancel_right]
field_simp [← mul_assoc, pow_succ', mul_pow, show (4 : ℝ≥0) = 2 * 2 by norm_num,
mul_right_comm]
#align formal_multilinear_series.comp_summable_nnreal FormalMultilinearSeries.comp_summable_nnreal
end
/-- Bounding below the radius of the composition of two formal multilinear series assuming
summability over all compositions. -/
theorem le_comp_radius_of_summable (q : FormalMultilinearSeries 𝕜 F G)
(p : FormalMultilinearSeries 𝕜 E F) (r : ℝ≥0)
(hr : Summable fun i : Σ n, Composition n => ‖q.compAlongComposition p i.2‖₊ * r ^ i.1) :
(r : ℝ≥0∞) ≤ (q.comp p).radius := by
refine'
le_radius_of_bound_nnreal _
(∑' i : Σ n, Composition n, ‖compAlongComposition q p i.snd‖₊ * r ^ i.fst) fun n => _
calc
‖FormalMultilinearSeries.comp q p n‖₊ * r ^ n ≤
∑' c : Composition n, ‖compAlongComposition q p c‖₊ * r ^ n := by
rw [tsum_fintype, ← Finset.sum_mul]
exact mul_le_mul' (nnnorm_sum_le _ _) le_rfl
_ ≤ ∑' i : Σ n : ℕ, Composition n, ‖compAlongComposition q p i.snd‖₊ * r ^ i.fst :=
NNReal.tsum_comp_le_tsum_of_inj hr sigma_mk_injective
#align formal_multilinear_series.le_comp_radius_of_summable FormalMultilinearSeries.le_comp_radius_of_summable
/-!
### Composing analytic functions
Now, we will prove that the composition of the partial sums of `q` and `p` up to order `N` is
given by a sum over some large subset of `Σ n, composition n` of `q.comp_along_composition p`, to
deduce that the series for `q.comp p` indeed converges to `g ∘ f` when `q` is a power series for
`g` and `p` is a power series for `f`.
This proof is a big reindexing argument of a sum. Since it is a bit involved, we define first
the source of the change of variables (`comp_partial_source`), its target
(`comp_partial_target`) and the change of variables itself (`comp_change_of_variables`) before
giving the main statement in `comp_partial_sum`. -/
/-- Source set in the change of variables to compute the composition of partial sums of formal
power series.
See also `comp_partial_sum`. -/
def compPartialSumSource (m M N : ℕ) : Finset (Σ n, Fin n → ℕ) :=
Finset.sigma (Finset.Ico m M) (fun n : ℕ => Fintype.piFinset fun _i : Fin n => Finset.Ico 1 N : _)
#align formal_multilinear_series.comp_partial_sum_source FormalMultilinearSeries.compPartialSumSource
@[simp]
theorem mem_compPartialSumSource_iff (m M N : ℕ) (i : Σ n, Fin n → ℕ) :
i ∈ compPartialSumSource m M N ↔
(m ≤ i.1 ∧ i.1 < M) ∧ ∀ a : Fin i.1, 1 ≤ i.2 a ∧ i.2 a < N := by
simp only [compPartialSumSource, Finset.mem_Ico, Fintype.mem_piFinset, Finset.mem_sigma,
iff_self_iff]
#align formal_multilinear_series.mem_comp_partial_sum_source_iff FormalMultilinearSeries.mem_compPartialSumSource_iff
/-- Change of variables appearing to compute the composition of partial sums of formal
power series -/
def compChangeOfVariables (m M N : ℕ) (i : Σ n, Fin n → ℕ) (hi : i ∈ compPartialSumSource m M N) :
Σ n, Composition n := by
rcases i with ⟨n, f⟩
rw [mem_compPartialSumSource_iff] at hi
refine' ⟨∑ j, f j, ofFn fun a => f a, fun hi' => _, by simp [sum_ofFn]⟩
rename_i i
obtain ⟨j, rfl⟩ : ∃ j : Fin n, f j = i := by rwa [mem_ofFn, Set.mem_range] at hi'
exact (hi.2 j).1
#align formal_multilinear_series.comp_change_of_variables FormalMultilinearSeries.compChangeOfVariables
@[simp]
theorem compChangeOfVariables_length (m M N : ℕ) {i : Σ n, Fin n → ℕ}
(hi : i ∈ compPartialSumSource m M N) :
Composition.length (compChangeOfVariables m M N i hi).2 = i.1 := by
rcases i with ⟨k, blocks_fun⟩
dsimp [compChangeOfVariables]
simp only [Composition.length, map_ofFn, length_ofFn]
#align formal_multilinear_series.comp_change_of_variables_length FormalMultilinearSeries.compChangeOfVariables_length
set_option linter.deprecated false in
theorem compChangeOfVariables_blocksFun (m M N : ℕ) {i : Σ n, Fin n → ℕ}
(hi : i ∈ compPartialSumSource m M N) (j : Fin i.1) :
(compChangeOfVariables m M N i hi).2.blocksFun
⟨j, (compChangeOfVariables_length m M N hi).symm ▸ j.2⟩ =
i.2 j := by
rcases i with ⟨n, f⟩
dsimp [Composition.blocksFun, Composition.blocks, compChangeOfVariables]
simp only [map_ofFn, List.nthLe_ofFn, Function.comp_apply]
#align formal_multilinear_series.comp_change_of_variables_blocks_fun FormalMultilinearSeries.compChangeOfVariables_blocksFun
/-- Target set in the change of variables to compute the composition of partial sums of formal
power series, here given a a set. -/
def compPartialSumTargetSet (m M N : ℕ) : Set (Σ n, Composition n) :=
{i | m ≤ i.2.length ∧ i.2.length < M ∧ ∀ j : Fin i.2.length, i.2.blocksFun j < N}
#align formal_multilinear_series.comp_partial_sum_target_set FormalMultilinearSeries.compPartialSumTargetSet
theorem compPartialSumTargetSet_image_compPartialSumSource (m M N : ℕ)
(i : Σ n, Composition n) (hi : i ∈ compPartialSumTargetSet m M N) :
∃ (j : _) (hj : j ∈ compPartialSumSource m M N), i = compChangeOfVariables m M N j hj := by
rcases i with ⟨n, c⟩
refine' ⟨⟨c.length, c.blocksFun⟩, _, _⟩
· simp only [compPartialSumTargetSet, Set.mem_setOf_eq] at hi
simp only [mem_compPartialSumSource_iff, hi.left, hi.right, true_and_iff, and_true_iff]
exact fun a => c.one_le_blocks' _
· dsimp [compChangeOfVariables]
rw [Composition.sigma_eq_iff_blocks_eq]
simp only [Composition.blocksFun, Composition.blocks, Subtype.coe_eta, List.get_map]
conv_lhs => rw [← List.ofFn_get c.blocks]
#align formal_multilinear_series.comp_partial_sum_target_subset_image_comp_partial_sum_source FormalMultilinearSeries.compPartialSumTargetSet_image_compPartialSumSource
/-- Target set in the change of variables to compute the composition of partial sums of formal
power series, here given a a finset.
See also `comp_partial_sum`. -/
def compPartialSumTarget (m M N : ℕ) : Finset (Σ n, Composition n) :=
Set.Finite.toFinset <|
((Finset.finite_toSet _).dependent_image _).subset <|
compPartialSumTargetSet_image_compPartialSumSource m M N
#align formal_multilinear_series.comp_partial_sum_target FormalMultilinearSeries.compPartialSumTarget
@[simp]
theorem mem_compPartialSumTarget_iff {m M N : ℕ} {a : Σ n, Composition n} :
a ∈ compPartialSumTarget m M N ↔
m ≤ a.2.length ∧ a.2.length < M ∧ ∀ j : Fin a.2.length, a.2.blocksFun j < N :=
by simp [compPartialSumTarget, compPartialSumTargetSet]
#align formal_multilinear_series.mem_comp_partial_sum_target_iff FormalMultilinearSeries.mem_compPartialSumTarget_iff
set_option linter.deprecated false in
/-- `comp_change_of_variables m M N` is a bijection between `comp_partial_sum_source m M N`
and `comp_partial_sum_target m M N`, yielding equal sums for functions that correspond to each
other under the bijection. As `comp_change_of_variables m M N` is a dependent function, stating
that it is a bijection is not directly possible, but the consequence on sums can be stated
more easily. -/
theorem compChangeOfVariables_sum {α : Type _} [AddCommMonoid α] (m M N : ℕ)
(f : (Σ n : ℕ, Fin n → ℕ) → α) (g : (Σ n, Composition n) → α)
(h : ∀ (e) (he : e ∈ compPartialSumSource m M N), f e = g (compChangeOfVariables m M N e he)) :
∑ e in compPartialSumSource m M N, f e = ∑ e in compPartialSumTarget m M N, g e := by
apply Finset.sum_bij (compChangeOfVariables m M N)
-- We should show that the correspondance we have set up is indeed a bijection
-- between the index sets of the two sums.
-- 1 - show that the image belongs to `comp_partial_sum_target m N N`
· rintro ⟨k, blocks_fun⟩ H
rw [mem_compPartialSumSource_iff] at H
-- Porting note: added
simp only at H
simp only [mem_compPartialSumTarget_iff, Composition.length, Composition.blocks, H.left,
map_ofFn, length_ofFn, true_and_iff, compChangeOfVariables]
intro j
-- Porting note: the following `simp` was sufficient in lean 3.
simp only [Composition.blocksFun, (H.right _).right, List.nthLe_ofFn]
convert (H.right ⟨j, ?_⟩).right
· convert List.nthLe_ofFn _ _ using 2
rfl
· apply j.prop.trans_eq
simp [Composition.length]
-- 2 - show that the composition gives the `comp_along_composition` application
· rintro ⟨k, blocks_fun⟩ H
rw [h]
-- 3 - show that the map is injective
· rintro ⟨k, blocks_fun⟩ ⟨k', blocks_fun'⟩ H H' heq
obtain rfl : k = k' := by
have := (compChangeOfVariables_length m M N H).symm
rwa [heq, compChangeOfVariables_length] at this
congr
funext i
calc
blocks_fun i = (compChangeOfVariables m M N _ H).2.blocksFun _ :=
(compChangeOfVariables_blocksFun m M N H i).symm
_ = (compChangeOfVariables m M N _ H').2.blocksFun _ := by
apply Composition.blocksFun_congr <;>
first | rw [heq] | rfl
_ = blocks_fun' i := compChangeOfVariables_blocksFun m M N H' i
-- 4 - show that the map is surjective
· intro i hi
apply compPartialSumTargetSet_image_compPartialSumSource m M N i
simpa [compPartialSumTarget] using hi
#align formal_multilinear_series.comp_change_of_variables_sum FormalMultilinearSeries.compChangeOfVariables_sum
/-- The auxiliary set corresponding to the composition of partial sums asymptotically contains
all possible compositions. -/
theorem compPartialSumTarget_tendsto_atTop :
Tendsto (fun N => compPartialSumTarget 0 N N) atTop atTop := by
apply Monotone.tendsto_atTop_finset
· intro m n hmn a ha
have : ∀ i, i < m → i < n := fun i hi => lt_of_lt_of_le hi hmn
aesop
· rintro ⟨n, c⟩
simp only [mem_compPartialSumTarget_iff]
obtain ⟨n, hn⟩ : BddAbove ↑(Finset.univ.image fun i : Fin c.length => c.blocksFun i) :=
Finset.bddAbove _
refine'
⟨max n c.length + 1, bot_le, lt_of_le_of_lt (le_max_right n c.length) (lt_add_one _), fun j =>
lt_of_le_of_lt (le_trans _ (le_max_left _ _)) (lt_add_one _)⟩
apply hn
simp only [Finset.mem_image_of_mem, Finset.mem_coe, Finset.mem_univ]
#align formal_multilinear_series.comp_partial_sum_target_tendsto_at_top FormalMultilinearSeries.compPartialSumTarget_tendsto_atTop
/-- Composing the partial sums of two multilinear series coincides with the sum over all
compositions in `comp_partial_sum_target 0 N N`. This is precisely the motivation for the
definition of `comp_partial_sum_target`. -/
theorem comp_partialSum (q : FormalMultilinearSeries 𝕜 F G) (p : FormalMultilinearSeries 𝕜 E F)
(N : ℕ) (z : E) :
q.partialSum N (∑ i in Finset.Ico 1 N, p i fun _j => z) =
∑ i in compPartialSumTarget 0 N N, q.compAlongComposition p i.2 fun _j => z := by
-- we expand the composition, using the multilinearity of `q` to expand along each coordinate.
suffices H :
(∑ n in Finset.range N,
∑ r in Fintype.piFinset fun i : Fin n => Finset.Ico 1 N,
q n fun i : Fin n => p (r i) fun _j => z) =
∑ i in compPartialSumTarget 0 N N, q.compAlongComposition p i.2 fun _j => z
· simpa only [FormalMultilinearSeries.partialSum, ContinuousMultilinearMap.map_sum_finset] using H
-- rewrite the first sum as a big sum over a sigma type, in the finset
-- `comp_partial_sum_target 0 N N`
rw [Finset.range_eq_Ico, Finset.sum_sigma']
-- use `comp_change_of_variables_sum`, saying that this change of variables respects sums
apply compChangeOfVariables_sum 0 N N
rintro ⟨k, blocks_fun⟩ H
apply congr _ (compChangeOfVariables_length 0 N N H).symm
intros
rw [← compChangeOfVariables_blocksFun 0 N N H]
rfl
#align formal_multilinear_series.comp_partial_sum FormalMultilinearSeries.comp_partialSum
end FormalMultilinearSeries
open FormalMultilinearSeries
set_option maxHeartbeats 450000 in
/-- If two functions `g` and `f` have power series `q` and `p` respectively at `f x` and `x`, then
`g ∘ f` admits the power series `q.comp p` at `x`. -/
theorem HasFPowerSeriesAt.comp {g : F → G} {f : E → F} {q : FormalMultilinearSeries 𝕜 F G}
{p : FormalMultilinearSeries 𝕜 E F} {x : E} (hg : HasFPowerSeriesAt g q (f x))
(hf : HasFPowerSeriesAt f p x) : HasFPowerSeriesAt (g ∘ f) (q.comp p) x := by
/- Consider `rf` and `rg` such that `f` and `g` have power series expansion on the disks
of radius `rf` and `rg`. -/
rcases hg with ⟨rg, Hg⟩
rcases hf with ⟨rf, Hf⟩
-- The terms defining `q.comp p` are geometrically summable in a disk of some radius `r`.
rcases q.comp_summable_nnreal p Hg.radius_pos Hf.radius_pos with ⟨r, r_pos : 0 < r, hr⟩
/- We will consider `y` which is smaller than `r` and `rf`, and also small enough that
`f (x + y)` is close enough to `f x` to be in the disk where `g` is well behaved. Let
`min (r, rf, δ)` be this new radius.-/
obtain ⟨δ, δpos, hδ⟩ :
∃ (δ : ℝ≥0∞) (_H : 0 < δ), ∀ {z : E}, z ∈ EMetric.ball x δ → f z ∈ EMetric.ball (f x) rg := by
have : EMetric.ball (f x) rg ∈ 𝓝 (f x) := EMetric.ball_mem_nhds _ Hg.r_pos
rcases EMetric.mem_nhds_iff.1 (Hf.analyticAt.continuousAt this) with ⟨δ, δpos, Hδ⟩
exact ⟨δ, δpos, fun hz => Hδ hz⟩
let rf' := min rf δ
have min_pos : 0 < min rf' r := by
simp only [r_pos, Hf.r_pos, δpos, lt_min_iff, ENNReal.coe_pos, and_self_iff]
/- We will show that `g ∘ f` admits the power series `q.comp p` in the disk of
radius `min (r, rf', δ)`. -/
refine' ⟨min rf' r, _⟩
refine'
⟨le_trans (min_le_right rf' r) (FormalMultilinearSeries.le_comp_radius_of_summable q p r hr),
min_pos, @fun y hy => _⟩
/- Let `y` satisfy `‖y‖ < min (r, rf', δ)`. We want to show that `g (f (x + y))` is the sum of
`q.comp p` applied to `y`. -/
-- First, check that `y` is small enough so that estimates for `f` and `g` apply.
have y_mem : y ∈ EMetric.ball (0 : E) rf :=
(EMetric.ball_subset_ball (le_trans (min_le_left _ _) (min_le_left _ _))) hy
have fy_mem : f (x + y) ∈ EMetric.ball (f x) rg := by
apply hδ
have : y ∈ EMetric.ball (0 : E) δ :=
(EMetric.ball_subset_ball (le_trans (min_le_left _ _) (min_le_right _ _))) hy
simpa [edist_eq_coe_nnnorm_sub, edist_eq_coe_nnnorm]
/- Now the proof starts. To show that the sum of `q.comp p` at `y` is `g (f (x + y))`,
we will write `q.comp p` applied to `y` as a big sum over all compositions.
Since the sum is summable, to get its convergence it suffices to get
the convergence along some increasing sequence of sets.
We will use the sequence of sets `comp_partial_sum_target 0 n n`,
along which the sum is exactly the composition of the partial sums of `q` and `p`, by design.
To show that it converges to `g (f (x + y))`, pointwise convergence would not be enough,
but we have uniform convergence to save the day. -/
-- First step: the partial sum of `p` converges to `f (x + y)`.
have A : Tendsto (fun n => ∑ a in Finset.Ico 1 n, p a fun _b => y)
atTop (𝓝 (f (x + y) - f x)) := by
have L :
∀ᶠ n in atTop, (∑ a in Finset.range n, p a fun _b => y) - f x
= ∑ a in Finset.Ico 1 n, p a fun _b => y := by
rw [eventually_atTop]
refine' ⟨1, fun n hn => _⟩
symm
rw [eq_sub_iff_add_eq', Finset.range_eq_Ico, ← Hf.coeff_zero fun _i => y,
Finset.sum_eq_sum_Ico_succ_bot hn]
have :
Tendsto (fun n => (∑ a in Finset.range n, p a fun _b => y) - f x) atTop
(𝓝 (f (x + y) - f x)) :=
(Hf.hasSum y_mem).tendsto_sum_nat.sub tendsto_const_nhds
exact Tendsto.congr' L this
-- Second step: the composition of the partial sums of `q` and `p` converges to `g (f (x + y))`.
have B :
Tendsto (fun n => q.partialSum n (∑ a in Finset.Ico 1 n, p a fun _b => y)) atTop
(𝓝 (g (f (x + y)))) := by
-- we use the fact that the partial sums of `q` converge locally uniformly to `g`, and that
-- composition passes to the limit under locally uniform convergence.
have B₁ : ContinuousAt (fun z : F => g (f x + z)) (f (x + y) - f x) := by
refine' ContinuousAt.comp _ (continuous_const.add continuous_id).continuousAt
simp only [add_sub_cancel'_right, id.def]
exact Hg.continuousOn.continuousAt (IsOpen.mem_nhds EMetric.isOpen_ball fy_mem)
have B₂ : f (x + y) - f x ∈ EMetric.ball (0 : F) rg := by
simpa [edist_eq_coe_nnnorm, edist_eq_coe_nnnorm_sub] using fy_mem
rw [← EMetric.isOpen_ball.nhdsWithin_eq B₂] at A
convert Hg.tendstoLocallyUniformlyOn.tendsto_comp B₁.continuousWithinAt B₂ A
simp only [add_sub_cancel'_right]
-- Third step: the sum over all compositions in `comp_partial_sum_target 0 n n` converges to
-- `g (f (x + y))`. As this sum is exactly the composition of the partial sum, this is a direct
-- consequence of the second step
have C :
Tendsto
(fun n => ∑ i in compPartialSumTarget 0 n n, q.compAlongComposition p i.2 fun _j => y)
atTop (𝓝 (g (f (x + y)))) :=
by simpa [comp_partialSum] using B
-- Fourth step: the sum over all compositions is `g (f (x + y))`. This follows from the
-- convergence along a subsequence proved in the third step, and the fact that the sum is Cauchy
-- thanks to the summability properties.
have D :
HasSum (fun i : Σ n, Composition n => q.compAlongComposition p i.2 fun _j => y)
(g (f (x + y))) :=
haveI cau :
CauchySeq fun s : Finset (Σ n, Composition n) =>
∑ i in s, q.compAlongComposition p i.2 fun _j => y := by
apply cauchySeq_finset_of_norm_bounded _ (NNReal.summable_coe.2 hr) _
simp only [coe_nnnorm, NNReal.coe_mul, NNReal.coe_pow]
rintro ⟨n, c⟩
calc
‖(compAlongComposition q p c) fun _j : Fin n => y‖ ≤
‖compAlongComposition q p c‖ * ∏ _j : Fin n, ‖y‖ :=
by apply ContinuousMultilinearMap.le_op_norm
_ ≤ ‖compAlongComposition q p c‖ * (r : ℝ) ^ n := by
apply mul_le_mul_of_nonneg_left _ (norm_nonneg _)
rw [Finset.prod_const, Finset.card_fin]
apply pow_le_pow_of_le_left (norm_nonneg _)
rw [EMetric.mem_ball, edist_eq_coe_nnnorm] at hy
have := le_trans (le_of_lt hy) (min_le_right _ _)
rwa [ENNReal.coe_le_coe, ← NNReal.coe_le_coe, coe_nnnorm] at this
tendsto_nhds_of_cauchySeq_of_subseq cau compPartialSumTarget_tendsto_atTop C
-- Fifth step: the sum over `n` of `q.comp p n` can be expressed as a particular resummation of
-- the sum over all compositions, by grouping together the compositions of the same
-- integer `n`. The convergence of the whole sum therefore implies the converence of the sum
-- of `q.comp p n`
have E : HasSum (fun n => (q.comp p) n fun _j => y) (g (f (x + y))) := by
apply D.sigma
intro n
dsimp [FormalMultilinearSeries.comp]
convert hasSum_fintype (α := G) (β := Composition n) _
simp only [ContinuousMultilinearMap.sum_apply]
rfl
rw [Function.comp_apply]
exact E
#align has_fpower_series_at.comp HasFPowerSeriesAt.comp
/-- If two functions `g` and `f` are analytic respectively at `f x` and `x`, then `g ∘ f` is
analytic at `x`. -/
theorem AnalyticAt.comp {g : F → G} {f : E → F} {x : E} (hg : AnalyticAt 𝕜 g (f x))
(hf : AnalyticAt 𝕜 f x) : AnalyticAt 𝕜 (g ∘ f) x :=
let ⟨_q, hq⟩ := hg
let ⟨_p, hp⟩ := hf
(hq.comp hp).analyticAt
#align analytic_at.comp AnalyticAt.comp
/-!
### Associativity of the composition of formal multilinear series
In this paragraph, we prove the associativity of the composition of formal power series.
By definition,
```
(r.comp q).comp p n v
= ∑_{i₁ + ... + iₖ = n} (r.comp q)ₖ (p_{i₁} (v₀, ..., v_{i₁ -1}), p_{i₂} (...), ..., p_{iₖ}(...))
= ∑_{a : composition n} (r.comp q) a.length (apply_composition p a v)
```
decomposing `r.comp q` in the same way, we get
```
(r.comp q).comp p n v
= ∑_{a : composition n} ∑_{b : composition a.length}
r b.length (apply_composition q b (apply_composition p a v))
```
On the other hand,
```
r.comp (q.comp p) n v = ∑_{c : composition n} r c.length (apply_composition (q.comp p) c v)
```
Here, `apply_composition (q.comp p) c v` is a vector of length `c.length`, whose `i`-th term is
given by `(q.comp p) (c.blocks_fun i) (v_l, v_{l+1}, ..., v_{m-1})` where `{l, ..., m-1}` is the
`i`-th block in the composition `c`, of length `c.blocks_fun i` by definition. To compute this term,
we expand it as `∑_{dᵢ : composition (c.blocks_fun i)} q dᵢ.length (apply_composition p dᵢ v')`,
where `v' = (v_l, v_{l+1}, ..., v_{m-1})`. Therefore, we get
```
r.comp (q.comp p) n v =
∑_{c : composition n} ∑_{d₀ : composition (c.blocks_fun 0),
..., d_{c.length - 1} : composition (c.blocks_fun (c.length - 1))}
r c.length (λ i, q dᵢ.length (apply_composition p dᵢ v'ᵢ))
```
To show that these terms coincide, we need to explain how to reindex the sums to put them in
bijection (and then the terms we are summing will correspond to each other). Suppose we have a
composition `a` of `n`, and a composition `b` of `a.length`. Then `b` indicates how to group
together some blocks of `a`, giving altogether `b.length` blocks of blocks. These blocks of blocks
can be called `d₀, ..., d_{a.length - 1}`, and one obtains a composition `c` of `n` by saying that
each `dᵢ` is one single block. Conversely, if one starts from `c` and the `dᵢ`s, one can concatenate
the `dᵢ`s to obtain a composition `a` of `n`, and register the lengths of the `dᵢ`s in a composition
`b` of `a.length`.
An example might be enlightening. Suppose `a = [2, 2, 3, 4, 2]`. It is a composition of
length 5 of 13. The content of the blocks may be represented as `0011222333344`.
Now take `b = [2, 3]` as a composition of `a.length = 5`. It says that the first 2 blocks of `a`
should be merged, and the last 3 blocks of `a` should be merged, giving a new composition of `13`
made of two blocks of length `4` and `9`, i.e., `c = [4, 9]`. But one can also remember that
the new first block was initially made of two blocks of size `2`, so `d₀ = [2, 2]`, and the new
second block was initially made of three blocks of size `3`, `4` and `2`, so `d₁ = [3, 4, 2]`.
This equivalence is called `composition.sigma_equiv_sigma_pi n` below.
We start with preliminary results on compositions, of a very specialized nature, then define the
equivalence `composition.sigma_equiv_sigma_pi n`, and we deduce finally the associativity of
composition of formal multilinear series in `formal_multilinear_series.comp_assoc`.
-/
namespace Composition
variable {n : ℕ}
/-- Rewriting equality in the dependent type `Σ (a : composition n), composition a.length)` in
non-dependent terms with lists, requiring that the blocks coincide. -/
theorem sigma_composition_eq_iff (i j : Σ a : Composition n, Composition a.length) :
i = j ↔ i.1.blocks = j.1.blocks ∧ i.2.blocks = j.2.blocks := by
refine' ⟨by rintro rfl; exact ⟨rfl, rfl⟩, _⟩
rcases i with ⟨a, b⟩
rcases j with ⟨a', b'⟩
rintro ⟨h, h'⟩
have H : a = a' := by ext1; exact h
induction H; congr; ext1; exact h'
#align composition.sigma_composition_eq_iff Composition.sigma_composition_eq_iff
/-- Rewriting equality in the dependent type
`Σ (c : composition n), Π (i : fin c.length), composition (c.blocks_fun i)` in
non-dependent terms with lists, requiring that the lists of blocks coincide. -/
theorem sigma_pi_composition_eq_iff
(u v : Σ c : Composition n, ∀ i : Fin c.length, Composition (c.blocksFun i)) :
u = v ↔ (ofFn fun i => (u.2 i).blocks) = ofFn fun i => (v.2 i).blocks := by
refine' ⟨fun H => by rw [H], fun H => _⟩
rcases u with ⟨a, b⟩
rcases v with ⟨a', b'⟩
dsimp at H
have h : a = a' := by
ext1
have :
map List.sum (ofFn fun i : Fin (Composition.length a) => (b i).blocks) =
map List.sum (ofFn fun i : Fin (Composition.length a') => (b' i).blocks) :=
by rw [H]
simp only [map_ofFn] at this
change
(ofFn fun i : Fin (Composition.length a) => (b i).blocks.sum) =
ofFn fun i : Fin (Composition.length a') => (b' i).blocks.sum at this
simpa [Composition.blocks_sum, Composition.ofFn_blocksFun] using this
induction h
simp only [true_and_iff, eq_self_iff_true, heq_iff_eq]
ext1
· rfl
· simp only [heq_eq_eq, ofFn_inj] at H ⊢
ext1 i
ext1
exact congrFun H i
#align composition.sigma_pi_composition_eq_iff Composition.sigma_pi_composition_eq_iff
/-- When `a` is a composition of `n` and `b` is a composition of `a.length`, `a.gather b` is the
composition of `n` obtained by gathering all the blocks of `a` corresponding to a block of `b`.
For instance, if `a = [6, 5, 3, 5, 2]` and `b = [2, 3]`, one should gather together
the first two blocks of `a` and its last three blocks, giving `a.gather b = [11, 10]`. -/
def gather (a : Composition n) (b : Composition a.length) : Composition n where
blocks := (a.blocks.splitWrtComposition b).map sum
blocks_pos := by
rw [forall_mem_map_iff]
intro j hj
suffices H : ∀ i ∈ j, 1 ≤ i;
exact
calc
0 < j.length := length_pos_of_mem_splitWrtComposition hj
_ ≤ j.sum := length_le_sum_of_one_le _ H