The Mean Value Theorem Theorem 1 (The Mean Value Theorem) Let a, b ∈ IR with a < b. If f : [a, b] → IR is continuous on [a, b] and differentiable on (a, b), then there is a c ∈ (a, b) such that f (b) = f (a) + f ′ (c)(b − a) (∗) Proof: Define L to be chord joining a, f (a) and b, f (b) and F (x) to be the distance (a) from x, f (x) to L. Notice that c is such that (∗) is true if and only if f ′ (c) = f (b)−f . b−a That is, if and only if the slope of the tangent line to y = f (x) at x = c is the same as the slope of L, so that L and the tangent line are parallel. This happens when c is a local minimum or maximum for F (x). See the figure on the left below. (b,f (b)) (c,f (c)) θ (b,f (b)) (x,f (x)) (x,f (x)) F (x) β f (b)−f (a) F (x) θ α (a,f (a)) x−a b−a (a,f (a)) We now derive an analytic expression for F (x). Use the notation in the figure on the b−a 6 0. By similar = right above. In particular, the angle θ obeys sin θ = √ 2 2 (b−a) +(f (b)−f (a)) triangles α x−a = f (b)−f (a) b−a =⇒ α = f (b)−f (a) (x b−a − a) Since α + β = f (x) − f (a), h F (x) = β sin θ = [f (x) − f (a) − α] sin θ = f (x) − f (a) − f (b)−f (a) (x b−a i − a) sin θ Actually, everything i motivation. I could have just said h up to this point has just been f (b)−f (a) “Consider F (x) = f (x) − f (a) − b−a (x − a) sin θ.” The function F (x) is continuous on the compact set [a, b] and hence achieves its maximum and minimum. Furthermore F (x) is differentiable with derivative h i (a) F ′ (x) = f ′ (x) − f (a) − f (b)−f sin θ b−a c Joel Feldman. 2014. All rights reserved. November 26, 2014 The Mean Value Theorem (a) as desired. If F has a max or min at some c ∈ (a, b), then F ′ (c) = 0 and f ′ (c) = f (b)−f b−a In fact, I claim that F must have a max or min in (a, b). Because otherwise, both the max and min must occur at a or b. As F (a) = F (b) = 0 this forces both the max and min to be 0 and F (x) to be identically 0. In this case, every x ∈ (a, b) is a max and a min, contradicting the hypothesis that F has no max or min in (a, b). Theorem 2 (Generalized Mean–Value Theorem) Let the functions F (x) and G(x) both be defined and continuous on a ≤ x ≤ b and both be differentiable on a < x < b. Then, there is a number c obeying a < c < b such that [F (b) − F (a)]G′ (c) = [G(b) − G(a)]F ′ (c) Proof: Define h(x) = F (b) − F (a) G(x) − G(b) − G(a) F (x) First observe that h(x) is continuous on [a, b] and is also differentiable on (a, b) and has derivative h′ (x) = F (b) − F (a) G′ (x) − G(b) − G(a) F ′ (x) Our goal is to find a c ∈ (a, b) with h′ (c) = 0. To do so, it suffices to find a local minimum or maximum of h(x) somewhere in (a, b). Because h(x) is a continuous function on the compact set [a, b], it achieves its maximum and minimum values somewhere in [a, b], but we have to show that at least one of them is in (a, b). Now h(a) = h(b) = F (b)G(a) − F (a)G(b) Either ◦ h(x) is a constant, in which case h′ (c) = 0 for all a < c < b, or ◦ h(x) is not a constant, in which case F (b)G(a)−F (a)G(b) cannot be both its minimum and maximum values. So at least one of the minimum and maximum has to be achieved somewhere in (a, b). Corollary 3 (Consequences of the Mean–Value Theorem) Assume that the function f : (a, b) → IR is differentiable on (a, b). (a) If f ′ (x) ≥ 0 for all a < x < b, then f (x) is monotonically increasing. (b) If f ′ (x) > 0 for all a < x < b, then f (x) is strictly monotonically increasing. (c) If f ′ (x) = 0 for all a < x < b, then f (x) is constant. (d) If f ′ (x) ≤ 0 for all a < x < b, then f (x) is monotonically decreasing. (e) If f ′ (x) < 0 for all a < x < b, then f (x) is strictly monotonically decreasing. (f ) If x, y ∈ (a, b) and f ′ (x) < λ < f ′ (y) then there is a c ∈ (a, b) such that f ′ (c) = λ. c Joel Feldman. 2014. All rights reserved. November 26, 2014 The Mean Value Theorem Proof: (a)–(e) all follow immediately from the observation that if a < x < y < b, there is a x < c < y such that f (y) − f (x) = f ′ (c) (y − x). (f) Define g(t) = f (t) − λt. Suppose that x < y. (If y < x, just exchange x and y in what follows.) We wish to find a c ∈ (x, y) with g ′ (c) = 0. Now ◦ Since g ′ (x) = f ′ (x) − λ < 0, there must exist a t1 > x with g(t1 ) < g(x). (Otherwise as t1 tends to x would give g ′ (x) ≥ 0.) Thus t = x is not taking the limit of g(t1t1)−g(x) −x a minimum for g(t). ◦ Since g ′ (y) = f ′ (y) − λ > 0, there must exist a t2 < y with g(t2 ) < g(y). (Otherwise taking the limit of g(t2t2)−g(y) as t2 tends to y would give g ′ (y) ≤ 0.) Thus t = y is not −y a minimum for g(t). This tells us that g(t) must have a local minimum at some c ∈ (x, y) so that g ′ (c) = 0 Remark 4 (a) Corollary 3.f is an Intermediate Value Theorem for derivatives. (b) Beware. As a consequence of Corollary 3.f, we have that there is no function f (x) that is differentiable on (−1, 1) with f ′ (x) = n 1 0 if x > 0 if x < 0 (c) Beware. Corollary 3.f does not imply that the derivatives of differentiable functions have to be continuous. For example, the function f (x) = x2 sin x12 0 if x 6= 0 if x = 0 is differentiable at every x ∈ IR with ′ f (x) = − x2 cos x12 + 2x sin x12 0 if x 6= 0 if x = 0 But f ′ (x) is wildly discontinuous at x = 0. c Joel Feldman. 2014. All rights reserved. November 26, 2014 The Mean Value Theorem