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Mean value theorem

From Wikipedia, the free encyclopedia
Theorem in mathematics
For the theorem in harmonic function theory, seeHarmonic function § The mean value property.
Part of a series of articles about
Calculus
abf(t)dt=f(b)f(a){\displaystyle \int _{a}^{b}f'(t)\,dt=f(b)-f(a)}

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.

History

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A special case of thistheorem for inverse interpolation of the sine was first described byParameshvara (1380–1460), from theKerala School of Astronomy and Mathematics inIndia, in his commentaries onGovindasvāmi andBhāskara II.[1] A restricted form of the theorem was proved byMichel Rolle in 1691; the result was what is now known asRolle's theorem, and was proved only for polynomials, without the techniques of calculus. The mean value theorem in its modern form was stated and proved byAugustin Louis Cauchy in 1823.[2] Many variations of this theorem have been proved since then.[3][4]

Statement

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The functionf{\displaystyle f} attains the slope of the secant betweena{\displaystyle a} andb{\displaystyle b} as the derivative at the pointc(a,b){\displaystyle c\in (a,b)}.
It is also possible that there are multiple tangents parallel to the secant.

Letf:[a,b]R{\displaystyle f:[a,b]\to \mathbb {R} } be acontinuous function on theclosed interval[a,b]{\displaystyle [a,b]}, anddifferentiable on theopen interval(a,b){\displaystyle (a,b)}, wherea<b{\displaystyle a<b}. Then there exists somec{\displaystyle c} in(a,b){\displaystyle (a,b)} such that:[5]

f(c)=f(b)f(a)ba.{\displaystyle f'(c)={\frac {f(b)-f(a)}{b-a}}.}

The mean value theorem is a generalization ofRolle's theorem, which assumesf(a)=f(b){\displaystyle f(a)=f(b)}, 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 thatf:[a,b]R{\displaystyle f:[a,b]\to \mathbb {R} } iscontinuous on[a,b]{\displaystyle [a,b]}, and that for everyx{\displaystyle x} in(a,b){\displaystyle (a,b)} thelimit

limh0f(x+h)f(x)h{\displaystyle \lim _{h\to 0}{\frac {f(x+h)-f(x)}{h}}}

exists as a finite number or equals{\displaystyle \infty } or{\displaystyle -\infty }. If finite, that limit equalsf(x){\displaystyle f'(x)}. An example where this version of the theorem applies is given by the real-valuedcube root function mappingxx1/3{\displaystyle x\mapsto x^{1/3}}, whosederivative tends to infinity at the origin.

Proof

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The expressionf(b)f(a)ba{\textstyle {\frac {f(b)-f(a)}{b-a}}} gives theslope of the line joining the points(a,f(a)){\displaystyle (a,f(a))} and(b,f(b)){\displaystyle (b,f(b))}, which is achord of the graph off{\displaystyle f}, whilef(x){\displaystyle f'(x)} gives the slope of the tangent to the curve at the point(x,f(x)){\displaystyle (x,f(x))}. 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.

Defineg(x)=f(x)rx{\displaystyle g(x)=f(x)-rx}, wherer{\displaystyle r} is a constant. Sincef{\displaystyle f} is continuous on[a,b]{\displaystyle [a,b]} and differentiable on(a,b){\displaystyle (a,b)}, the same is true forg{\displaystyle g}. We now want to chooser{\displaystyle r} so thatg{\displaystyle g} satisfies the conditions ofRolle's theorem. Namely

g(a)=g(b)f(a)ra=f(b)rbr(ba)=f(b)f(a)r=f(b)f(a)ba.{\displaystyle {\begin{aligned}g(a)=g(b)&\iff f(a)-ra=f(b)-rb\\&\iff r(b-a)=f(b)-f(a)\\&\iff r={\frac {f(b)-f(a)}{b-a}}.\end{aligned}}}

ByRolle's theorem, sinceg{\displaystyle g} is differentiable andg(a)=g(b){\displaystyle g(a)=g(b)}, there is somec{\displaystyle c} in(a,b){\displaystyle (a,b)} for whichg(c)=0{\displaystyle g'(c)=0} , and it follows from the equalityg(x)=f(x)rx{\displaystyle g(x)=f(x)-rx} that,

g(x)=f(x)rg(c)=0g(c)=f(c)r=0f(c)=r=f(b)f(a)ba{\displaystyle {\begin{aligned}&g'(x)=f'(x)-r\\&g'(c)=0\\&g'(c)=f'(c)-r=0\\&\Rightarrow f'(c)=r={\frac {f(b)-f(a)}{b-a}}\end{aligned}}}

Implications

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Theorem 1: Assume thatf{\displaystyle f} is a continuous, real-valued function, defined on an arbitrary intervalI{\displaystyle I} of the real line. If the derivative off{\displaystyle f} at everyinterior point of the intervalI{\displaystyle I} exists and is zero, thenf{\displaystyle f} isconstant onI{\displaystyle I}.

Proof: Assume the derivative off{\displaystyle f} at everyinterior point of the intervalI{\displaystyle I} exists and is zero. Let(a,b){\displaystyle (a,b)} be an arbitrary open interval inI{\displaystyle I}. By the mean value theorem, there exists a pointc{\displaystyle c} in(a,b){\displaystyle (a,b)} such that

0=f(c)=f(b)f(a)ba.{\displaystyle 0=f'(c)={\frac {f(b)-f(a)}{b-a}}.}

This implies thatf(a)=f(b){\displaystyle f(a)=f(b)}. Thus,f{\displaystyle f} is constant on the interior ofI{\displaystyle I} and thus is constant onI{\displaystyle I} by continuity. (See below for a multivariable version of this result.)

Remarks:

Theorem 2: Iff(x)=g(x){\displaystyle f'(x)=g'(x)} for allx{\displaystyle x} in an interval(a,b){\displaystyle (a,b)} of the domain of these functions, thenfg{\displaystyle f-g} is constant, i.e.f=g+c{\displaystyle f=g+c} wherec{\displaystyle c} is a constant on(a,b){\displaystyle (a,b)}.

Proof: LetF(x)=f(x)g(x){\displaystyle F(x)=f(x)-g(x)}, thenF(x)=f(x)g(x)=0{\displaystyle F'(x)=f'(x)-g'(x)=0} on the interval(a,b){\displaystyle (a,b)}, so the above theorem 1 tells thatF(x)=f(x)g(x){\displaystyle F(x)=f(x)-g(x)} is a constantc{\displaystyle c} orf=g+c{\displaystyle f=g+c}.

Theorem 3: IfF{\displaystyle F} is an antiderivative off{\displaystyle f} on an intervalI{\displaystyle I}, then the most general antiderivative off{\displaystyle f} onI{\displaystyle I} isF(x)+c{\displaystyle F(x)+c} wherec{\displaystyle c} is a constant.

Proof: It directly follows from the theorem 2 above.

Cauchy's mean value theorem

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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 functionsf{\displaystyle f} andg{\displaystyle g} are both continuous on the closed interval[a,b]{\displaystyle [a,b]} and differentiable on the open interval(a,b){\displaystyle (a,b)}, then there exists somec(a,b){\displaystyle c\in (a,b)}, such that

Geometrical meaning of Cauchy's theorem
(f(b)f(a))g(c)=(g(b)g(a))f(c).{\displaystyle (f(b)-f(a))g'(c)=(g(b)-g(a))f'(c).}

Of course, ifg(a)g(b){\displaystyle g(a)\neq g(b)} andg(c)0{\displaystyle g'(c)\neq 0}, this is equivalent to:

f(c)g(c)=f(b)f(a)g(b)g(a).{\displaystyle {\frac {f'(c)}{g'(c)}}={\frac {f(b)-f(a)}{g(b)-g(a)}}.}

Geometrically, this means that there is sometangent to the graph of thecurve[8]

{[a,b]R2t(f(t),g(t)){\displaystyle {\begin{cases}[a,b]\to \mathbb {R} ^{2}\\t\mapsto (f(t),g(t))\end{cases}}}

which isparallel to the line defined by the points(f(a),g(a)){\displaystyle (f(a),g(a))} and(f(b),g(b)){\displaystyle (f(b),g(b))}. However, Cauchy's theorem does not claim the existence of such a tangent in all cases where(f(a),g(a)){\displaystyle (f(a),g(a))} and(f(b),g(b)){\displaystyle (f(b),g(b))} are distinct points, since it might be satisfied only for some valuec{\displaystyle c} withf(c)=g(c)=0{\displaystyle f'(c)=g'(c)=0}, 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

t(t3,1t2),{\displaystyle t\mapsto \left(t^{3},1-t^{2}\right),}

which on the interval[1,1]{\displaystyle [-1,1]} goes from the point(1,0){\displaystyle (-1,0)} to(1,0){\displaystyle (1,0)}, yet never has a horizontal tangent; however it has a stationary point (in fact acusp) att=0{\displaystyle t=0}.

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 wheng(t)=t{\displaystyle g(t)=t}.

Proof

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The proof of Cauchy's mean value theorem is based on the same idea as the proof of the mean value theorem.

Defineh(x)=(g(b)g(a))f(x)(f(b)f(a))g(x){\displaystyle h(x)=(g(b)-g(a))f(x)-(f(b)-f(a))g(x)}, then we easily seeh(a)=h(b)=f(a)g(b)f(b)g(a){\displaystyle h(a)=h(b)=f(a)g(b)-f(b)g(a)}.

Sincef{\displaystyle f} andg{\displaystyle g} are continuous on[a,b]{\displaystyle [a,b]} and differentiable on(a,b){\displaystyle (a,b)}, the same is true forh{\displaystyle h}. All in all,h{\displaystyle h} satisfies the conditions ofRolle's theorem. Consequently, there is somec{\displaystyle c} in(a,b){\displaystyle (a,b)} for whichh(c)=0{\displaystyle h'(c)=0}. Now using the definition ofh{\displaystyle h} we have:

0=h(c)=(g(b)g(a))f(c)(f(b)f(a))g(c){\displaystyle 0=h'(c)=(g(b)-g(a))f'(c)-(f(b)-f(a))g'(c)}

The result easily follows.

Mean value theorem in several variables

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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.

LetG{\displaystyle G} be an open subset ofRn{\displaystyle \mathbb {R} ^{n}}, and letf:GR{\displaystyle f:G\to \mathbb {R} } be a differentiable function. Fix pointsx,yG{\displaystyle x,y\in G} such that the line segment betweenx,y{\displaystyle x,y} lies inG{\displaystyle G}, and defineg(t)=f((1t)x+ty){\displaystyle g(t)=f{\big (}(1-t)x+ty{\big )}}. Sinceg{\displaystyle g} is a differentiable function in one variable, the mean value theorem gives:

g(1)g(0)=g(c){\displaystyle g(1)-g(0)=g'(c)}

for somec{\displaystyle c} between 0 and 1. But sinceg(1)=f(y){\displaystyle g(1)=f(y)} andg(0)=f(x){\displaystyle g(0)=f(x)}, computingg(c){\displaystyle g'(c)} explicitly we have:

f(y)f(x)=f((1c)x+cy)(yx){\displaystyle f(y)-f(x)=\nabla f{\big (}(1-c)x+cy{\big )}\cdot (y-x)}

where{\displaystyle \nabla } denotes agradient and{\displaystyle \cdot } adot product. This is an exact analog of the theorem in one variable (in the casen=1{\displaystyle n=1} thisis the theorem in one variable). By theCauchy–Schwarz inequality, the equation gives the estimate:

|f(y)f(x)||f((1c)x+cy)| |yx|.{\displaystyle {\Bigl |}f(y)-f(x){\Bigr |}\leq {\Bigl |}\nabla f{\big (}(1-c)x+cy{\big )}{\Bigr |}\ {\Bigl |}y-x{\Bigr |}.}

In particular, whenG{\displaystyle G} is convex and the partial derivatives off{\displaystyle f} are bounded,f{\displaystyle f} isLipschitz continuous (and thereforeuniformly continuous).

As an application of the above, we prove thatf{\displaystyle f} is constant if the open subsetG{\displaystyle G} is connected and every partial derivative off{\displaystyle f} is 0. Pick some pointx0G{\displaystyle x_{0}\in G}, and letg(x)=f(x)f(x0){\displaystyle g(x)=f(x)-f(x_{0})}. We want to showg(x)=0{\displaystyle g(x)=0} for everyxG{\displaystyle x\in G}. For that, letE={xG:g(x)=0}{\displaystyle E=\{x\in G:g(x)=0\}}. ThenE{\displaystyle E} is closed inG{\displaystyle G} and nonempty. It is open too: for everyxE{\displaystyle x\in E} ,

|g(y)|=|g(y)g(x)|(0)|yx|=0{\displaystyle {\Big |}g(y){\Big |}={\Big |}g(y)-g(x){\Big |}\leq (0){\Big |}y-x{\Big |}=0}

for everyy{\displaystyle y} in open ball centered atx{\displaystyle x} and contained inG{\displaystyle G}. SinceG{\displaystyle G} is connected, we concludeE=G{\displaystyle E=G}.

The above arguments are made in a coordinate-free manner; hence, they generalize to the case whenG{\displaystyle G} is a subset of a Banach space.

Mean value theorem for vector-valued functions

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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]

TheoremFor a continuous vector-valued functionf:[a,b]Rk{\displaystyle \mathbf {f} :[a,b]\to \mathbb {R} ^{k}} differentiable on(a,b){\displaystyle (a,b)}, there exists a numberc(a,b){\displaystyle c\in (a,b)} such that

|f(b)f(a)|(ba)|f(c)|{\displaystyle |\mathbf {f} (b)-\mathbf {f} (a)|\leq (b-a)\left|\mathbf {f} '(c)\right|}.
Proof

Takeφ(t)=(f(b)f(a))f(t){\displaystyle \varphi (t)=({\textbf {f}}(b)-{\textbf {f}}(a))\cdot {\textbf {f}}(t)}. Thenφ{\displaystyle \varphi } is real-valued and thus, by the mean value theorem,

φ(b)φ(a)=φ(c)(ba){\displaystyle \varphi (b)-\varphi (a)=\varphi '(c)(b-a)}

for somec(a,b){\displaystyle c\in (a,b)}. Now,φ(b)φ(a)=|f(b)f(a)|2{\displaystyle \varphi (b)-\varphi (a)=|{\textbf {f}}(b)-{\textbf {f}}(a)|^{2}}andφ(c)=(f(b)f(a))f(c).{\displaystyle \varphi '(c)=({\textbf {f}}(b)-{\textbf {f}}(a))\cdot {\textbf {f}}'(c).}Hence, using theCauchy–Schwarz inequality, from the above equation, we get:

|f(b)f(a)|2|f(b)f(a)||f(c)|(ba).{\displaystyle |{\textbf {f}}(b)-{\textbf {f}}(a)|^{2}\leq |{\textbf {f}}(b)-{\textbf {f}}(a)||{\textbf {f}}'(c)|(b-a).}

Iff(b)=f(a){\displaystyle {\textbf {f}}(b)={\textbf {f}}(a)}, the theorem holds trivially. Otherwise, dividing both sides by|f(b)f(a)|{\displaystyle |{\textbf {f}}(b)-{\textbf {f}}(a)|} yields the theorem.

Mean value inequality

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See also:Calculus on Euclidean space § Derivative of a map and chain rule

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 :URm is a differentiable function (whereURn is open) and ifx +th,x,hRn,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

fi(x+h)fi(x)=fi(x+tih)h.{\displaystyle f_{i}(x+h)-f_{i}(x)=\nabla f_{i}(x+t_{i}h)\cdot h.}

But generally there will not be asingle pointx +t*h on the line segment satisfying

fi(x+h)fi(x)=fi(x+th)h.{\displaystyle f_{i}(x+h)-f_{i}(x)=\nabla f_{i}(x+t^{*}h)\cdot h.}

for allisimultaneously. For example, define:

{f:[0,2π]R2f(x)=(cos(x),sin(x)){\displaystyle {\begin{cases}f:[0,2\pi ]\to \mathbb {R} ^{2}\\f(x)=(\cos(x),\sin(x))\end{cases}}}

Thenf(2π)f(0)=0R2{\displaystyle f(2\pi )-f(0)=\mathbf {0} \in \mathbb {R} ^{2}}, butf1(x)=sin(x){\displaystyle f_{1}'(x)=-\sin(x)} andf2(x)=cos(x){\displaystyle f_{2}'(x)=\cos(x)} are never simultaneously zero asx{\displaystyle x} ranges over[0,2π]{\displaystyle \left[0,2\pi \right]}.

The above theorem implies the following:

Mean value inequality[10]For a continuous functionf:[a,b]Rk{\displaystyle {\textbf {f}}:[a,b]\to \mathbb {R} ^{k}}, iff{\displaystyle {\textbf {f}}} is differentiable on(a,b){\displaystyle (a,b)}, then

|f(b)f(a)|(ba)sup(a,b)|f|{\displaystyle |{\textbf {f}}(b)-{\textbf {f}}(a)|\leq (b-a)\sup _{(a,b)}|{\textbf {f}}'|}.

In fact, the above statement suffices for many applications and can be proved directly as follows. (We shall writef{\displaystyle f} forf{\displaystyle {\textbf {f}}} for readability.)

Proof

First assumef{\displaystyle f} is differentiable ata{\displaystyle a} too. Iff{\displaystyle f'} is unbounded on(a,b){\displaystyle (a,b)}, there is nothing to prove. Thus, assumesup(a,b)|f|<{\displaystyle \sup _{(a,b)}|f'|<\infty }. LetM>sup(a,b)|f|{\displaystyle M>\sup _{(a,b)}|f'|} be some real number. LetE={0t1|f(a+t(ba))f(a)|Mt(ba)}.{\displaystyle E=\{0\leq t\leq 1\mid |f(a+t(b-a))-f(a)|\leq Mt(b-a)\}.}We want to show1E{\displaystyle 1\in E}. By continuity off{\displaystyle f}, the setE{\displaystyle E} is closed. It is also nonempty as0{\displaystyle 0} is in it. Hence, the setE{\displaystyle E} has the largest elements{\displaystyle s}. Ifs=1{\displaystyle s=1}, then1E{\displaystyle 1\in E} and we are done. Thus suppose otherwise. For1>t>s{\displaystyle 1>t>s},

|f(a+t(ba))f(a)||f(a+t(ba))f(a+s(ba))f(a+s(ba))(ts)(ba)|+|f(a+s(ba))|(ts)(ba)+|f(a+s(ba))f(a)|.{\displaystyle {\begin{aligned}&|f(a+t(b-a))-f(a)|\\&\leq |f(a+t(b-a))-f(a+s(b-a))-f'(a+s(b-a))(t-s)(b-a)|+|f'(a+s(b-a))|(t-s)(b-a)\\&+|f(a+s(b-a))-f(a)|.\end{aligned}}}

Letϵ>0{\displaystyle \epsilon >0} be such thatMϵ>sup(a,b)|f|{\displaystyle M-\epsilon >\sup _{(a,b)}|f'|}. By the differentiability off{\displaystyle f} ata+s(ba){\displaystyle a+s(b-a)} (notes{\displaystyle s} may be 0), ift{\displaystyle t} is sufficiently close tos{\displaystyle s}, the first term isϵ(ts)(ba){\displaystyle \leq \epsilon (t-s)(b-a)}. The second term is(Mϵ)(ts)(ba){\displaystyle \leq (M-\epsilon )(t-s)(b-a)}. The third term isMs(ba){\displaystyle \leq Ms(b-a)}. Hence, summing the estimates up, we get:|f(a+t(ba))f(a)|tM|ba|{\displaystyle |f(a+t(b-a))-f(a)|\leq tM|b-a|}, a contradiction to the maximality ofs{\displaystyle s}. Hence,1=sM{\displaystyle 1=s\in M} and that means:

|f(b)f(a)|M(ba).{\displaystyle |f(b)-f(a)|\leq M(b-a).}

SinceM{\displaystyle M} is arbitrary, this then implies the assertion. Finally, iff{\displaystyle f} is not differentiable ata{\displaystyle a}, leta(a,b){\displaystyle a'\in (a,b)} and apply the first case tof{\displaystyle f} restricted on[a,b]{\displaystyle [a',b]}, giving us:

|f(b)f(a)|(ba)sup(a,b)|f|{\displaystyle |f(b)-f(a')|\leq (b-a')\sup _{(a,b)}|f'|}

since(a,b)(a,b){\displaystyle (a',b)\subset (a,b)}. Lettingaa{\displaystyle a'\to a} finishes the proof.

Cases where the theorem cannot be applied

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All conditions for the mean value theorem are necessary:

  1. f(x){\displaystyle {\boldsymbol {f(x)}}} is differentiable on(a,b){\displaystyle {\boldsymbol {(a,b)}}}
  2. f(x){\displaystyle {\boldsymbol {f(x)}}} is continuous on[a,b]{\displaystyle {\boldsymbol {[a,b]}}}
  3. f(x){\displaystyle {\boldsymbol {f(x)}}} 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 functionf(x)=|x|{\displaystyle f(x)=|x|} on [-1,1] is not differentiable.

The necessity of the second condition can be seen by the counterexample where the functionf(x)={1,at x=00,if x(0,1]{\displaystyle f(x)={\begin{cases}1,&{\text{at }}x=0\\0,&{\text{if }}x\in (0,1]\end{cases}}}satisfies criteria 1 sincef(x)=0{\displaystyle f'(x)=0} on(0,1){\displaystyle (0,1)} but not criteria 2 sincef(1)f(0)10=1{\displaystyle {\frac {f(1)-f(0)}{1-0}}=-1} and10=f(x){\displaystyle -1\neq 0=f'(x)} for allx(0,1){\displaystyle x\in (0,1)} so no suchc{\displaystyle c} exists.

The theorem is false if a differentiable function is complex-valued instead of real-valued. For example, iff(x)=exi{\displaystyle f(x)=e^{xi}} for all realx{\displaystyle x}, thenf(2π)f(0)=0=0(2π0){\displaystyle f(2\pi )-f(0)=0=0(2\pi -0)}whilef(x)0{\displaystyle f'(x)\neq 0} for any realx{\displaystyle x}.

Mean value theorems for definite integrals

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First mean value theorem for definite integrals

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Geometrically: interpretingf(c) as the height of a rectangle andba 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

abf(x)dx=f(c)(ba).{\displaystyle \int _{a}^{b}f(x)\,dx=f(c)(b-a).}

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

1baabf(x)dx,{\displaystyle {\frac {1}{b-a}}\int _{a}^{b}f(x)\,dx,}

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

abf(x)g(x)dx=f(c)abg(x)dx.{\displaystyle \int _{a}^{b}f(x)g(x)\,dx=f(c)\int _{a}^{b}g(x)\,dx.}

Second mean value theorem for definite integrals

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There are various slightly different theorems called thesecond mean value theorem for definite integrals. A commonly found version is as follows:

IfG:[a,b]R{\displaystyle G:[a,b]\to \mathbb {R} } is a positivemonotonically decreasing function andφ:[a,b]R{\displaystyle \varphi :[a,b]\to \mathbb {R} } is an integrable function, then there exists a numberx in (a,b] such that
abG(t)φ(t)dt=G(a+)axφ(t)dt.{\displaystyle \int _{a}^{b}G(t)\varphi (t)\,dt=G(a^{+})\int _{a}^{x}\varphi (t)\,dt.}

HereG(a+){\displaystyle G(a^{+})} stands forlimxa+G(x){\textstyle {\lim _{x\to a^{+}}G(x)}}, 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]

IfG:[a,b]R{\displaystyle G:[a,b]\to \mathbb {R} } is amonotonic (not necessarily decreasing and positive) function andφ:[a,b]R{\displaystyle \varphi :[a,b]\to \mathbb {R} } is an integrable function, then there exists a numberx in (a,b) such that
abG(t)φ(t)dt=G(a+)axφ(t)dt+G(b)xbφ(t)dt.{\displaystyle \int _{a}^{b}G(t)\varphi (t)\,dt=G(a^{+})\int _{a}^{x}\varphi (t)\,dt+G(b^{-})\int _{x}^{b}\varphi (t)\,dt.}

If the functionG{\displaystyle G} returns a multi-dimensional vector, then the MVT for integration is not true, even if the domain ofG{\displaystyle G} is also multi-dimensional.

For example, consider the following 2-dimensional function defined on ann{\displaystyle n}-dimensional cube:

{G:[0,2π]nR2G(x1,,xn)=(sin(x1++xn),cos(x1++xn)){\displaystyle {\begin{cases}G:[0,2\pi ]^{n}\to \mathbb {R} ^{2}\\G(x_{1},\dots ,x_{n})=\left(\sin(x_{1}+\cdots +x_{n}),\cos(x_{1}+\cdots +x_{n})\right)\end{cases}}}

Then, by symmetry it is easy to see that the mean value ofG{\displaystyle G} over its domain is (0,0):

[0,2π]nG(x1,,xn)dx1dxn=(0,0){\displaystyle \int _{[0,2\pi ]^{n}}G(x_{1},\dots ,x_{n})dx_{1}\cdots dx_{n}=(0,0)}

However, there is no point in whichG=(0,0){\displaystyle G=(0,0)}, because|G|=1{\displaystyle |G|=1} everywhere.

Generalizations

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Linear algebra

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Assume thatf,g,{\displaystyle f,g,} andh{\displaystyle h} are differentiable functions on(a,b){\displaystyle (a,b)} that are continuous on[a,b]{\displaystyle [a,b]}. Define

D(x)=|f(x)g(x)h(x)f(a)g(a)h(a)f(b)g(b)h(b)|{\displaystyle D(x)={\begin{vmatrix}f(x)&g(x)&h(x)\\f(a)&g(a)&h(a)\\f(b)&g(b)&h(b)\end{vmatrix}}}

There existsc(a,b){\displaystyle c\in (a,b)} such thatD(c)=0{\displaystyle D'(c)=0}.

Notice that

D(x)=|f(x)g(x)h(x)f(a)g(a)h(a)f(b)g(b)h(b)|{\displaystyle D'(x)={\begin{vmatrix}f'(x)&g'(x)&h'(x)\\f(a)&g(a)&h(a)\\f(b)&g(b)&h(b)\end{vmatrix}}}

and if we placeh(x)=1{\displaystyle h(x)=1}, we getCauchy's mean value theorem. If we placeh(x)=1{\displaystyle h(x)=1} andg(x)=x{\displaystyle g(x)=x} we getLagrange's mean value theorem.

The proof of the generalization is quite simple: each ofD(a){\displaystyle D(a)} andD(b){\displaystyle D(b)} aredeterminants with two identical rows, henceD(a)=D(b)=0{\displaystyle D(a)=D(b)=0}. The Rolle's theorem implies that there existsc(a,b){\displaystyle c\in (a,b)} such thatD(c)=0{\displaystyle D'(c)=0}.

Probability theory

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LetX andY be non-negativerandom variables such that E[X] < E[Y] < ∞ andXstY{\displaystyle X\leq _{st}Y} (i.e.X is smaller thanY in theusual stochastic order). Then there exists an absolutely continuous non-negative random variableZ havingprobability density function

fZ(x)=Pr(Y>x)Pr(X>x)E[Y]E[X],x0.{\displaystyle f_{Z}(x)={\Pr(Y>x)-\Pr(X>x) \over {\rm {E}}[Y]-{\rm {E}}[X]}\,,\qquad x\geqslant 0.}

Letg be ameasurable anddifferentiable function such that E[g(X)], E[g(Y)] < ∞, and let its derivativeg′ be measurable andRiemann-integrable on the interval [x,y] for allyx ≥ 0. Then, E[g′(Z)] is finite and[14]

E[g(Y)]E[g(X)]=E[g(Z)][E(Y)E(X)].{\displaystyle {\rm {E}}[g(Y)]-{\rm {E}}[g(X)]={\rm {E}}[g'(Z)]\,[{\rm {E}}(Y)-{\rm {E}}(X)].}

Complex analysis

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See also:Voorhoeve index andMean value problem

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

Re(f(u))=Re(f(b)f(a)ba),{\displaystyle \operatorname {Re} (f'(u))=\operatorname {Re} \left({\frac {f(b)-f(a)}{b-a}}\right),}
Im(f(v))=Im(f(b)f(a)ba).{\displaystyle \operatorname {Im} (f'(v))=\operatorname {Im} \left({\frac {f(b)-f(a)}{b-a}}\right).}

Where Re() is the real part and Im() is the imaginary part of a complex-valued function.

See also

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Notes

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  1. ^J. J. O'Connor and E. F. Robertson (2000).Paramesvara,MacTutor History of Mathematics archive.
  2. ^Ádám Besenyei."Historical development of the mean value theorem"(PDF).
  3. ^Lozada-Cruz, German (2020-10-02)."Some variants of Cauchy's mean value theorem".International Journal of Mathematical Education in Science and Technology.51 (7):1155–1163.Bibcode:2020IJMES..51.1155L.doi:10.1080/0020739X.2019.1703150.ISSN 0020-739X.S2CID 213335491.
  4. ^Sahoo, Prasanna. (1998).Mean value theorems and functional equations. Riedel, T. (Thomas), 1962-. Singapore: World Scientific.ISBN 981-02-3544-5.OCLC 40951137.
  5. ^Rudin 1976, p. 108.
  6. ^Weisstein, Eric W."Extended Mean-Value Theorem".MathWorld.
  7. ^Rudin 1976, pp. 107–108.
  8. ^"Cauchy's Mean Value Theorem".Math24. Retrieved2018-10-08.
  9. ^Rudin 1976, p. 113.
  10. ^Hörmander 2015, Theorem 1.1.1. and remark following it.
  11. ^"Mathwords: Mean Value Theorem for Integrals".www.mathwords.com.
  12. ^Michael Comenetz (2002).Calculus: The Elements. World Scientific. p. 159.ISBN 978-981-02-4904-5.
  13. ^Hobson, E. W. (1909)."On the Second Mean-Value Theorem of the Integral Calculus".Proc. London Math. Soc.S2–7 (1):14–23.Bibcode:1909PLMS...27...14H.doi:10.1112/plms/s2-7.1.14.MR 1575669.
  14. ^Di Crescenzo, A. (1999). "A Probabilistic Analogue of the Mean Value Theorem and Its Applications to Reliability Theory".J. Appl. Probab.36 (3):706–719.doi:10.1239/jap/1032374628.JSTOR 3215435.S2CID 250351233.
  15. ^1 J.-Cl. Evard, F. Jafari, A Complex Rolle’s Theorem, American Mathematical Monthly, Vol. 99, Issue 9, (Nov. 1992), pp. 858-861.

References

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  • Rudin, Walter (1976).Principles of Mathematical Analysis. Auckland: McGraw-Hill Publishing Company.ISBN 978-0-07-085613-4.
  • Hörmander, Lars (2015),The Analysis of Linear Partial Differential Operators I: Distribution Theory and Fourier Analysis, Classics in Mathematics (2nd ed.), Springer,ISBN 9783642614972

External links

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