Mean value theorem – Serlo

The mean value theorem is one of the central theorems of differential calculus. It states (roughly speaking) that the slope of the secant between two different points of a differentiable function somewhere between these two points is assumed to be a derivative. Thus, the mean value theorem links the secant slope with the derivative of a function. Global properties, which can be expressed using the secant slope, can thus be traced back to properties of the derivative using the mean value theorem. In the section „Schrankensatz“ we will examine a useful application. Others then follow in the chapters constant functions, derivative and local extrema and L'Hospital's rule. The main theorem of differential and integral calculus is also based on the mean value theorem.

Motivation

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Explanation of the mean value theorem (YouTube video (in German) from YouTube-Kanal "MJ Education")

We've already viewed at Rolle's theorem. To repeat: Rolle's theorem states that for each continuous function  , which is differentiable in   and for which   must give an argument  , which satisfies  :

 
Sketch of Rolle's theorem

How can we generalize this theorem for the case  ? Does the derivative   for a   also have to have a certain value? First of all, it is noticeable that   does not necessarily have to be  :

 
figure 1 about the mean-value theorem


Let's reconsider what the situation was with the situation with Rolle's theorem. On the one hand, the slope of the tangent at the graph is   in   equal to  . On the other hand, the slope of the secant through the two boundary points   and   from   equal to  , since   and thus  . The secant between the points   and   and the tangent in the point   are thus parallel:

 
figure 2 about mean-value theorem

Be more general  . Consider the secant slope   between the points   and  . This is unequal to zero and corresponds to the mean slope of   in the interval  . For example, if we consider the function as a position function of a car as a function of time, the average slope corresponds to the average speed   of the car in the time from   to  .

If the car at the moment   drives faster than   (meaning: The derivation   is greater than the secant slope  ) so it is has to exist a moment   at which it has driven more slowly than  , otherwise it cannot reach the average speed  . During an acceleration or braking process, the car takes on all speeds between the starting and final speeds and does not simply jump from the starting to the final speed (here we assume that the speed function is continuous). As the car was sometimes faster and sometimes slower than  , there must exists a moment at which it has exactly the speed  . Analogously we can argue, if the car at the moment   drives more slowly than  . For our   function this means that there must actually be a   with  . This is the message of the mean value theorem.

 
Image 3 about the mean-value theorem

So there seems to be a   with  . In the following we want to form this intuition into a theorem and prove it formally correctly. In our argumentation we have used, for example, that the derivation is continuous. Now the studied function does not have to be constantly differentiable. However, we will show in the proof that the mean value theorem is also fulfilled in this case.

Mean value theorem

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Illustration to mean value theorem: Be   a function that can be derived to  . The secant of   between   and   is assumed being the tangent slope at least at one  .

The mean value theorem of differential calculus is a generalization of Rolle's theorem and reads as follows:

Theorem (Mittelwertsatz)

Be   a continuous function with   and differentiable on the open interval  . Then there is a   with  .

Hint

The prerequisites for applying the mean value theorem correspond to those of the Rolle's theorem, only that   need not apply. The prerequisites required must apply for the same reasons as for the set of roles. Similarly, the mean value theorem only provides a statement of existence. The   with this property exists, but often cannot be determined explicitly in practice. Also, the   has not to be unique. The following graphics show a function which assumes the secant slope at two points   and  :

 
Example of a function that attains the secant slope between a and b as tangent slope at two different points.

A special case are linear functions   for   with  . In this case   for all  . In other words: the secant slope is assumed to be the tangent slope everywhere:

 
Special case of the mean-value theorem

How to get to the proof? (Mean value theorem)

As already mentioned above, we want to prove the mean value theorem with the help of Rolle's theorem. To do this, we have to take the given function   an auxiliary function   so that we can apply Rolle's theorem to it. For this we need a function that is continuous at   and differentiable at    . In addition, it should apply that  . Then   for  . If we can also choose the auxiliary function so that  , the equation   results from  . This is equivalent to  , the formula of the mean value theorem. The function

 

has the desired properties. In particular

 

The following graphics illustrate the relationship between the function   and the auxiliary function  :

Proof (Mean value theorem)

Be   a continuous function with   and   can be differentiated. A suitable auxiliary function   is given by

 

  is differentiable at   and is continuous at  , as firstly   fulfils these conditions by our assumption at the beginning and secondly   is a composition of   and the first degree polynomial  . Furthermore

 

According to Rolle's theorem there is a   with  . A   was found, which fulfils  . Thus follows the claim of the mean value theorem.

Equivalence of mean value theorem and Rolle's theorem

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The mean value theorem and Rolle's theorem are actually equivalent. To show this, we have to deduce Rolle's theorem from the mean value theorem and prove the mean value theorem from Rolle's theorem. But we have already done the latter in the proof of this chapter, so that we only have to deduce Rolle's theorem from the mean value theorem.

Be   a continuous function with   and   is differentiable.   is therefore a function to which the mean value theorem can be applied. Furthermore,   applies, so that all prerequisites of the set of role are given. According to the mean value theorem there is now a   with  , because with   is  . So there is actually a   with  , which is exactly the statement of Rolle's theorem. Thus, the mean value theorem and Rolle's theorem are equivalent.

Exercise

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Exercise (Exercise)

Let   be any continuous function which can be differentiated on   with  . Which value must the derivative function   take in any case?

Solution (Exercise)

Since all conditions of the mean value theorem are satisfied, it is applicable here. Therefore a   exists with  . The derivation function must therefore always attain the value  .

Application: Proof of inequalities

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The mean value theorem can often be used to prove useful inequalities. The trick is to first apply the mean value theorem to an auxiliary function (often on one side of the inequation). Then we estimate the bounds to the expression   appropriately.

Exercise: Proof of an inequality

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Exercise (Proof of an inequality, using the mean value theorem)

Prove that the following inequality holds for all  :

 

Proof (Proof of an inequality, using the mean value theorem)

We choose as an auxiliary function

 

Let   be arbitrary. The function   is as a composition of continuous functions on  , so it is continuous and it is differentiable on  . By the mean value theorem there is hence a   with

 

Now we can estimate  :

 

Hence, we have the inequality:

 

This is equivalent to the claim

 

Logarithm inequalities

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For all   , we have the inequality  .

Exercise (Logarithm inequations)

Show that the following inequation is fulfilled for all  , using the mean value theorem :

 

How to get to the proof? (Logarithm inequations)

For the inequation   follows

 

The expression   corresponds to the difference quotient   in the mean value theorem applied to the function  . So there is a   with  . If we can estimate  , then we have reached our goal. Now   and with   for   we can prove the inequality  . Let us now look at the missing inequality  :

 

Again the difference quotient   appears, which according to the mean value theorem, is equal to a derivative   for some  . Now   and thus we can prove the missing inequality  .

Proof (Logarithm inequations)

Let   be arbitrary. We define   by  . Then   is continuous on the complete domain of definition   and can be differentiated on  . Thus the mean value theorem is applicable. According to this, there exists a   with

 

Proof step:  

Since   there is

 

Proof step:  

Since   there is

 

Hint

The inequiality can be extended to all   . For   there is

 

If now  , there is a   with  . So we have

 

as well as

 

We have used the two inequalities above to make our estimates. So for all  :

 

Application: Lipschitz continuity of differentiable functions

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Theorem (Lipschitz continuity of differentiable functions)

Let   be continuous and differentiable on  . Further the derivative function   is assumed to be bounded. Then with   we have a Lipschitz constant   so that   holds for all  . That means,   is Lipschitz continuous. In particular, the statement holds if   can is continuously differentiable on  .

Proof (Lipschitz continuity of differentiable functions)

Let   be arbitrary with  . If we now restrict the domain of definition from   to  , continuity and differentiability are preserved. The mean value theorem is applicable. So there is a   with  .

Since   is bounded, we have an  . For this  ,   applies to all  . Thus  . This is equivalent to the assertion.

If   is continuously differentiable on  , the continuous derivative function has a maximum and a minimum. It is thus bounded and the theorem can then also be applied to this function.

 
Visualization: Differentiable functions are Lipschitz continuous. The Lipschitz constant is given by the "maximum derivative value".

Example (Lipschitz continuity of sine and cosine)

  and   are continuous and differentiable on  . Furthermore, their derivatives are bounded, since for all  :

 

Thus, the two functions are Lipschitz continuous with Lipschitz constant  . In particular, for all   we have the estimates

 

and

 

Question: The inversion of the above theorem is: "Let   be continuous and differentiable on  . Further, let   be Lipschitz continuous. Then the derivative function   is bounded". Is this statement correct?

Yes, this statement is also true. Since   can be differentiated, the following limit value exists for each  :

 

Since   Lipschitz is continuous, there is an   for all   with

 

With the continuity of the absolute function and the limit value theorems, we have

 

So   is bounded.

Practical example: Speed control with light

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A photoelectric sensor for speed measurement

Some people who got caught speeding have come into contact with the mean value theorem. At least if it was by a Photoelectric sensor. Imagine driving a car on a country road. The maximum permitted speed is   or 60 mph. The distance covered by your car is given by the differentiable position function  , which depends on the time  . The derivative of the position function at the time   corresponds to the current speed, i.e.  . When measuring speed with light barriers, one passes through two light barriers which are placed at two fixed points   and  . If you pass the two light barriers at the times   and  , the average speed between these two measuring points is

 

Since the position function   fulfils the conditions of the mean value theorem, there is a time   with

 

The average speed measured between the two barriers must therefore have been reached at least at one point of time. If now  , where   is a certain tolerance limit (usually 3%), you will get a speeding ticket! To avoid wrong measurements, in practice more than two light barriers are used and more than one measurement is carried out. But the principle remains the same. Another more recent technique for measuring speed is based on the Doppler effect and uses a Radar to determine speed.

Second mean value theorem

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There is another version of the mean value theorem, which is called the second or also generalized mean value theorem. Therefore the "usual" mean value theorem is also called the "first mean value theorem". We will see that also the second mean value theorem follows from the Rolle's theorem. For the second version we need, besides our function  , another function  , which also fulfils the requirements of the mean value theorem. The second mean value theorem will be useful for deriving L'Hospital's rule.

Theorem and proof

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Theorem (Second mean value theorem)

Let   be two continuous functions which can be differentiated on  . Further let   for all  . Then   and there exists a   with

 

Proof (Second mean value theorem)

If we have  , then there is a   with   by Rolle's theorem. This contradicts the condition of the theorem that for all   the inequality   applies and consequently   must hold. In analogy to the auxiliary function from the proof of the mean value theorem, we choose here the auxiliary function

 

This function is continuous on   and differentiable on   as a composition of continuous or differentiable functions. Furthermore,   applies. Thus, Rolle's theorem is applicable, and there is a   with

 

This is equivalent to  .

Counter-example: Second mean value theorem

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Exercise (Counter-example: Second mean value theorem)

Consider the polynomial functions

 

Show that no   exists with

 

How is this result compatible with the second version of the mean value theorem?

Solution (Counter-example: Second mean value theorem)

There is

 

On the other hand, for all  :

 

Thus   must hold for all  . Now the condition   for all   must be fulfilled for the second mean value theorem. The derivative   is continuous on   and the following inequalities hold:

 

and

 

By the Intermediate value theorem there is an   with  . So the conditions of the second mean value theorem are not fulfilled and therefore it can not be applied here.

Remark 1: Obviously we get for   the first mean value theorem from the second. But we have concluded the second one from Rolle's theorem. Since the first mean value theorem and Rolle's theorem are equivalent, the second mean value theorem also follows from the first. The two mean value theorems are therefore equivalent.

Remark 2: If we omit the precondition   for all  , the second mean value theorem still applies in the form

 

Question: Why does the second mean value theorem also apply in this more general form?

Assuming there is (at least) one   with  . If, in addition,   applies, there is a   with   by Rolle's theorem, and we get zero on both sides of the equation. If   holds, the proof works in the same way as the one above with the auxiliary function  .

Overview. Implications of mean value theorems

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In the introduction, we already mentioned that several important results can be deduced from the mean value theorem.

  • We have proved Lipschitz continuity of differentiable functions with limited derivation. This allows to show Lipschitz continuity of numerous functions.
  • Another practical conclusion is the constant function theorem. This states that a function is constant if   (the derivative is constantly zero). Thus we can derive the identity theorem of differential calculus. It says that two functions with identical derivative differ only by one constant. It is an essential part of the fundamental theorem of calculus . A further consequence of the criterion for constance is the characterisation of the exponential function via the differential equation  .
  • Likewise, the mean value theorem serves for proving the monotony criterion for differentiable functions. This establishes a connection between the monotonicity of the function and the sign of the derivative function. More precisely,   is monotonically increasing (or decreasing) exactly when   (or  ). From this, one can derive a sufficient criterion for the existence of an extremum of a function at a point.
  • From the second mean value theorem, L'Hospital's rule can be concluded. With their help, numerous limit values of quotients of two functions can be calculated, computing certain derivatives.

The points listed are summarised in the following overview diagram:

 
diagram about the consequences of the mean value theorem