Differentiation/The Mean Value Theorem

Lesson 5.21,418 words

The Mean Value Theorem

A relative extremum in the interior forces the derivative to vanish; Rolle's theorem and the mean value theorem turn that local fact into global control. The sign of the derivative fixes monotonicity, a bounded derivative yields a Lipschitz bound, and Darboux's theorem shows derivatives have the intermediate value property even where they are discontinuous.

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The derivative is a local object: depends only on an arbitrarily small neighborhood of . The mean value theorem carries that local information to global conclusions about across a whole interval. It rests on one lemma about extrema, then Rolle's theorem, then a single tilt of the picture.

Vanishing derivatives at interior extrema

Absolute maxima and minima are the highest and lowest values a function attains. A relative extremum is highest or lowest only among nearby points.

At an interior relative extremum a differentiable function must have zero slope. This is Fermat's stationary-point condition.

A point where (or where fails to exist) is a critical point. Fermat's lemma says an interior extremum is always a critical point, which reduces optimization on an interval to a finite search.

Algorithm:locating the absolute extrema of a continuous ff on [a,b][a, b]
  1. 1
    collect the critical points: every c(a,b)c \in (a, b) where f(c)=0f'(c) = 0 or f(c)f'(c) fails to exist
  2. 2
    form the candidate set S={critical points}{a,b}S = \{\text{critical points}\} \cup \{a, b\}
  3. 3
    for each xSx \in S do
  4. 4
    evaluate f(x)f(x)
  5. 5
    return the point of largest ff as the maximum and of smallest ff as the minimum

The endpoints join the search because Fermat's lemma is silent there; an extremum at or need not be critical. The procedure is exhaustive precisely because a continuous on a closed bounded interval attains its extrema (the extreme value theorem), and an interior one must be critical.

Rolle's theorem

If a differentiable function returns to its starting height, it must turn around somewhere in between, and at the turning point the tangent is horizontal.

Rolle's theorem. Equal endpoint heights force a turning point in the interior where the tangent is horizontal.

Differentiability on all of cannot be dropped. The function on has equal endpoint values but no point where the derivative is zero, because of the corner at the origin where does not exist.

Reading Rolle's theorem backwards bounds how many roots a function can have: a root of sits between any two roots of , so few roots of mean few roots of .

The mean value theorem

Tilt Rolle's picture. Instead of equal endpoints, allow and compare the tangent slope against the slope of the secant joining the two endpoints.

The right-hand ratio is the slope of the secant through and ; the theorem asserts that the tangent at some interior is parallel to it. The name reflects that the secant slope is the average (mean) value of the derivative, and the average is actually achieved somewhere inside.

The mean value theorem. The tangent at some interior c runs parallel to the secant joining the endpoints, matching the average slope.

A more symmetric version replaces the linear comparison function by a second function , giving Cauchy's mean value theorem: for continuous differentiable on there is a with

Taking recovers the ordinary theorem. This form underlies both Taylor's theorem and L'Hôpital's rule.

TheoremEndpoint hypothesisConclusion at some
Rolle
Mean valuenone
Cauchynone, on a pair

From the sign of to the shape of

The typical use of the mean value theorem is to remove a limit: it replaces the difference quotient by an exact derivative at some interior point, converting inequalities on into inequalities on .

A vanishing derivative means constant. If for all in an interval , then is constant. For any in the theorem gives a with , so . This is the first differential equation solved in the subject: has only the constant solutions.3

The sign of controls monotonicity.

The sign of the derivative reads off the shape: where the tangent slopes up the function rises, where it slopes down the function falls, and the turning point is where the sign changes.

The strict converse fails: is strictly increasing yet . A positive derivative is sufficient for strict growth but not necessary.

The first-derivative test. Combining the two directions, a sign change of the derivative locates an extremum. If on and on , then falls then rises, so is an absolute minimum on ; the reversed signs give a maximum. Restricting to turns this into a test for relative extrema.5

Bounding differences: the mean value inequality

A bound on the derivative becomes a bound on how fast the function can change. If throughout an interval, then for any the theorem gives a between them with

This is Lipschitz continuity with constant : a differentiable function with bounded derivative cannot separate points faster than linearly.6 The converse direction also holds locally, so on an interval bounded derivative and Lipschitz coincide for differentiable functions.

The theorem also settles differentiability at an endpoint from the behavior of the derivative nearby.

Darboux's theorem

A derivative need not be continuous. Yet even a discontinuous derivative cannot jump over intermediate values; it has the intermediate value property regardless.

Darboux's proof. The auxiliary g rises at a and falls at b, so its maximum lands strictly inside, and there its derivative vanishes.

A discontinuous derivative genuinely exists.

The graph of x^2 sin(1/x) is trapped between the parabolas y = x^2 and y = -x^2, pinching to the origin; the oscillation persists at every scale, so the slope at 0 is 0 while nearby slopes swing between +1 and -1.

This is why continuously differentiable functions get their own name and notation, : continuity of is a real extra assumption, not a free consequence of differentiability.

Footnotes

  1. Lebl, Basic Analysis I, §4.2, Lemma 4.2.2 — an interior relative extremum of a differentiable function is a critical point.
  2. Lebl, Basic Analysis I, §4.2, Theorem 4.2.3 (Rolle). See also Rosenlicht, Ch. 5.
  3. Lebl, Basic Analysis I, §4.2, Proposition 4.2.6 — zero derivative on an interval implies constant.
  4. Lebl, Basic Analysis I, §4.2, Propositions 4.2.7–4.2.8 — monotonicity from the sign of the derivative.
  5. Lebl, Basic Analysis I, §4.2, Proposition 4.2.9 — the first-derivative test for absolute extrema.
  6. Lebl, Basic Analysis I, §4.2, Exercise 4.2.3 — a differentiable function with bounded derivative is Lipschitz continuous.
  7. Lebl, Basic Analysis I, §4.2, Proposition 4.2.10 — differentiability at an endpoint from the one-sided limit of the derivative.
  8. Lebl, Basic Analysis I, §4.2, Theorem 4.2.11 (Darboux) and Example 4.2.12 — the intermediate value property of derivatives and a differentiable function with discontinuous derivative.

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