Skip to Content
Math4121Introduction to Lebesgue Integration (Lecture 3)

Math4121 Lecture 3

Continue on Differentiation

Mean Value Theorem

Theorem 5.9 Generalized Mean Value Theorem

If f,g:[a,b]Rf,g:[a,b]\to \mathbb{R} are continuous on [a,b][a,b] and differentiable in (a,b)(a,b), then there exists a point x(a,b)x\in (a,b) such that

[f(b)f(a)]g(x)=[g(b)g(a)]f(x)[f(b)-f(a)]g'(x)=[g(b)-g(a)]f'(x)

Proof:

Define h(x)=[f(b)f(a)]g(x)[g(b)g(a)]f(x)h(x)=[f(b)-f(a)]g(x)-[g(b)-g(a)]f(x), t[a,b]t\in [a,b].

We need to show that there exists a point x(a,b)x\in (a,b) such that h(x)=0h'(x)=0.

By previous theorem, it’s enough to show that hh has a local minimum or maximum in (a,b)(a,b). By Extreme Value Theorem 

h(a)=[f(b)f(a)]g(a)[g(b)g(a)]f(a)=f(b)g(a)f(a)g(b)h(b)=[f(b)f(a)]g(b)[g(b)g(a)]f(b)=g(a)f(b)g(b)f(a)\begin{aligned} h(a)&=[f(b)-f(a)]g(a)-[g(b)-g(a)]f(a)\\ &=f(b)g(a)-f(a)g(b)\\ h(b)&=[f(b)-f(a)]g(b)-[g(b)-g(a)]f(b)\\ &=g(a)f(b)-g(b)f(a) \end{aligned}

So h(a)=h(b)h(a)=h(b).

Consider three cases:

  1. hh is constant on [a,b][a,b]. Then h(x)=0h'(x)=0 for all x(a,b)x\in (a,b).
  2. t(a,b)\exists t\in (a,b) such that h(t)>h(a)=h(b)h(t)>h(a)=h(b). Since every continuous function on a compact interval attains its supremum, and h(t)>h(a)=h(b)h(t)>h(a)=h(b), the supremum of hh on [a,b][a,b] is attained at some point x(a,b)x\in (a,b). (Apply Extreme Value Theorem  to hh on [a,b][a,b].)
  3. t(a,b)\exists t\in (a,b) such that h(t)<h(a)=h(b)h(t)<h(a)=h(b). Since every continuous function on a compact interval attains its infimum, and h(t)<h(a)=h(b)h(t)<h(a)=h(b), the infimum of hh on [a,b][a,b] is attained at some point x(a,b)x\in (a,b). (Apply Extreme Value Theorem  to hh on [a,b][a,b].)

In all cases, hh has a local minimum or maximum in (a,b)(a,b).

QED

Theorem 5.10 Mean Value Theorem

The mean value theorem is a special case of the generalized mean value theorem when g(x)=xg(x)=x (the identity function).

If f:[a,b]Rf:[a,b]\to \mathbb{R} is continuous on [a,b][a,b] and differentiable on (a,b)(a,b), then there exists a point x(a,b)x\in (a,b) such that

f(b)f(a)=f(x)(ba)f(b)-f(a)=f'(x)(b-a)

Intermediate Value Theorem

Definition 5.12.1 Intermediate Value

We say that f:[a,b]Rf:[a,b]\to \mathbb{R} attains the intermediate values if for each λ(f(a),f(b))\lambda\in (f(a),f(b)) there exists a point x(a,b)x\in (a,b) such that f(x)=λf(x)=\lambda.

Theorem 5.12.2 Continuous Function attains Intermediate Values

If f:[a,b]Rf:[a,b]\to \mathbb{R} is continuous on [a,b][a,b], then ff attains every value between f(a)f(a) and f(b)f(b).

Theorem 5.12 Intermediate Value Theorem

If f:[a,b]Rf:[a,b]\to \mathbb{R} is differentiable on [a,b][a,b]. Then ff' attains intermediate values.

Proof:

Let λ(f(a),f(b))\lambda\in (f'(a),f'(b)).

Let our auxiliary function be g(t)=f(t)λtg(t)=f(t)-\lambda t.

Since g(t)=f(t)λg'(t)=f'(t)-\lambda, it suffices to find x(a,b)x\in (a,b) such that g(x)=0g'(x)=0.

g(a)<0g'(a)<0 and g(b)>0g'(b)>0.

We claim that t1(a,b)\exists t_1\in (a,b) such that g(t1)<g(a)g(t_1)<g(a).

If this were false, then for all t(a,b)t\in (a,b) we would have g(t)g(a)g(t)\geq g(a).

g(t)g(a)ta0\frac{g(t)-g(a)}{t-a}\geq 0\\

Continue on Monday.

Last updated on