Inmathematics, themean value theorem (orLagrange's mean value theorem) states, roughly, that for a given planararc between two endpoints, there is at least one point at which thetangent to the arc is parallel to thesecant through its endpoints. It is one of the most important results inreal analysis. This theorem is used to prove statements about a function on aninterval starting from local hypotheses about derivatives at points of the interval.
The function attains the slope of the secant between and as the derivative at the point.It is also possible that there are multiple tangents parallel to the secant.
The mean value theorem is a generalization ofRolle's theorem, which assumes, so that the right-hand side above is zero.
The mean value theorem is still valid in a slightly more general setting. One only needs to assume that iscontinuous on, and that for every in thelimit
exists as a finite number or equals or. If finite, that limit equals. An example where this version of the theorem applies is given by the real-valuedcube root function mapping, whosederivative tends to infinity at the origin.
The expression gives theslope of the line joining the points and, which is achord of the graph of, while gives the slope of the tangent to the curve at the point. Thus the mean value theorem says that given any chord of a smooth curve, we can find a point on the curve lying between the end-points of the chord such that the tangent of the curve at that point is parallel to the chord. The following proof illustrates this idea.
Define, where is a constant. Since is continuous on and differentiable on, the same is true for. We now want to choose so that satisfies the conditions ofRolle's theorem. Namely
ByRolle's theorem, since is differentiable and, there is some in for which , and it follows from the equality that,
Theorem 1: Assume that is a continuous, real-valued function, defined on an arbitrary interval of the real line. If the derivative of at everyinterior point of the interval exists and is zero, then isconstant on.
Proof: Assume the derivative of at everyinterior point of the interval exists and is zero. Let be an arbitrary open interval in. By the mean value theorem, there exists a point in such that
This implies that. Thus, is constant on the interior of and thus is constant on by continuity. (See below for a multivariable version of this result.)
Remarks:
Only continuity of, not differentiability, is needed at the endpoints of the interval. No hypothesis of continuity needs to be stated if is anopen interval, since the existence of a derivative at a point implies the continuity at this point. (See the sectioncontinuity and differentiability of the articlederivative.)
Cauchy's mean value theorem, also known as theextended mean value theorem, is a generalization of the mean value theorem.[6][7] It states: if the functions and are both continuous on the closed interval and differentiable on the open interval, then there exists some, such that
Geometrical meaning of Cauchy's theorem
Of course, if and, this is equivalent to:
Geometrically, this means that there is sometangent to the graph of thecurve[8]
which isparallel to the line defined by the points and. However, Cauchy's theorem does not claim the existence of such a tangent in all cases where and are distinct points, since it might be satisfied only for some value with, in other words a value for which the mentioned curve isstationary; in such points no tangent to the curve is likely to be defined at all. An example of this situation is the curve given by
which on the interval goes from the point to, yet never has a horizontal tangent; however it has a stationary point (in fact acusp) at.
Cauchy's mean value theorem can be used to proveL'Hôpital's rule. The mean value theorem is the special case of Cauchy's mean value theorem when.
The proof of Cauchy's mean value theorem is based on the same idea as the proof of the mean value theorem.
Define, then we easily see.
Since and are continuous on and differentiable on, the same is true for. All in all, satisfies the conditions ofRolle's theorem. Consequently, there is some in for which. Now using the definition of we have:
The mean value theorem generalizes to real functions of multiple variables. The trick is to use parametrization to create a real function of one variable, and then apply the one-variable theorem.
Let be an open subset of, and let be a differentiable function. Fix points such that the line segment between lies in, and define. Since is a differentiable function in one variable, the mean value theorem gives:
for some between 0 and 1. But since and, computing explicitly we have:
where denotes agradient and adot product. This is an exact analog of the theorem in one variable (in the case thisis the theorem in one variable). By theCauchy–Schwarz inequality, the equation gives the estimate:
As an application of the above, we prove that is constant if the open subset is connected and every partial derivative of is 0. Pick some point, and let. We want to show for every. For that, let. Then is closed in and nonempty. It is open too: for every ,
for every in open ball centered at and contained in. Since is connected, we conclude.
The above arguments are made in a coordinate-free manner; hence, they generalize to the case when is a subset of a Banach space.
There is no exact analog of the mean value theorem for vector-valued functions (see below). However, there is an inequality which can be applied to many of the same situations to which the mean value theorem is applicable in the one dimensional case:[9]
Theorem—For a continuous vector-valued function differentiable on, there exists a number such that
.
Proof
Take. Then is real-valued and thus, by the mean value theorem,
Jean Dieudonné in his classic treatiseFoundations of Modern Analysis discards the mean value theorem and replaces it by mean inequality as the proof is not constructive and one cannot find the mean value and in applications one only needs mean inequality.Serge Lang inAnalysis Iuses the mean value theorem, in integral form, as an instant reflex but this use requires the continuity of the derivative. If one uses theHenstock–Kurzweil integral one can have the mean value theorem in integral form without the additional assumption that derivative should be continuous as every derivative is Henstock–Kurzweil integrable.
The reason why there is no analog of mean value equality is the following: Iff :U →Rm is a differentiable function (whereU ⊂Rn is open) and ifx +th,x,h ∈Rn,t ∈ [0, 1] is the line segment in question (lying insideU), then one can apply the above parametrization procedure to each of the component functionsfi (i = 1, …,m) off (in the above notation sety =x +h). In doing so one finds pointsx +tih on the line segment satisfying
But generally there will not be asingle pointx +t*h on the line segment satisfying
for allisimultaneously. For example, define:
Then, but and are never simultaneously zero as ranges over.
The above theorem implies the following:
Mean value inequality[10]—For a continuous function, if is differentiable on, then
.
In fact, the above statement suffices for many applications and can be proved directly as follows. (We shall write for for readability.)
Proof
First assume is differentiable at too. If is unbounded on, there is nothing to prove. Thus, assume. Let be some real number. LetWe want to show. By continuity of, the set is closed. It is also nonempty as is in it. Hence, the set has the largest element. If, then and we are done. Thus suppose otherwise. For,
Let be such that. By the differentiability of at (note may be 0), if is sufficiently close to, the first term is. The second term is. The third term is. Hence, summing the estimates up, we get:, a contradiction to the maximality of. Hence, and that means:
Since is arbitrary, this then implies the assertion. Finally, if is not differentiable at, let and apply the first case to restricted on, giving us:
All conditions for the mean value theorem are necessary:
is differentiable on
is continuous on
is real-valued
When one of the above conditions is not satisfied, the mean value theorem is not valid in general, and so it cannot be applied.
The necessity of the first condition can be seen by the counterexample where the function on [-1,1] is not differentiable.
The necessity of the second condition can be seen by the counterexample where the functionsatisfies criteria 1 since on but not criteria 2 since and for all so no such exists.
The theorem is false if a differentiable function is complex-valued instead of real-valued. For example, if for all real, thenwhile for any real.
Geometrically: interpretingf(c) as the height of a rectangle andb –a as the width, this rectangle has the same area as the region below the curve froma tob[11]
Letf : [a,b] →R be a continuous function. Then there existsc in (a,b) such that
This follows at once from thefundamental theorem of calculus, together with the mean value theorem for derivatives. Since the mean value off on [a,b] is defined as
we can interpret the conclusion asf achieves its mean value at somec in (a,b).[12]
In general, iff : [a,b] →R is continuous andg is an integrable function that does not change sign on [a,b], then there existsc in (a,b) such that
There are various slightly different theorems called thesecond mean value theorem for definite integrals. A commonly found version is as follows:
If is a positivemonotonically decreasing function and is an integrable function, then there exists a numberx in (a,b] such that
Here stands for, the existence of which follows from the conditions. Note that it is essential that the interval (a,b] containsb. A variant not having this requirement is:[13]
If is amonotonic (not necessarily decreasing and positive) function and is an integrable function, then there exists a numberx in (a,b) such that
If the function returns a multi-dimensional vector, then the MVT for integration is not true, even if the domain of is also multi-dimensional.
For example, consider the following 2-dimensional function defined on an-dimensional cube:
Then, by symmetry it is easy to see that the mean value of over its domain is (0,0):
However, there is no point in which, because everywhere.
Assume that and are differentiable functions on that are continuous on. Define
There exists such that.
Notice that
and if we place, we getCauchy's mean value theorem. If we place and we getLagrange's mean value theorem.
The proof of the generalization is quite simple: each of and aredeterminants with two identical rows, hence. The Rolle's theorem implies that there exists such that.
As noted above, the theorem does not hold for differentiable complex-valued functions. Instead, a generalization of the theorem is stated such:[15]
Letf : Ω →C be aholomorphic function on the open convex set Ω, and leta andb be distinct points in Ω. Then there exist pointsu,v on the interior of the line segment froma tob such that
Where Re() is the real part and Im() is the imaginary part of a complex-valued function.
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Rudin, Walter (1976).Principles of Mathematical Analysis. Auckland: McGraw-Hill Publishing Company.ISBN978-0-07-085613-4.
Hörmander, Lars (2015),The Analysis of Linear Partial Differential Operators I: Distribution Theory and Fourier Analysis, Classics in Mathematics (2nd ed.), Springer,ISBN9783642614972