The mean value inequality and equalities #
In this file we prove the following facts:
-
Convex.norm_image_sub_le_of_norm_deriv_le
: iff
is differentiable on a convex sets
and the norm of its derivative is bounded byC
, thenf
is Lipschitz continuous ons
with constantC
; also a variant in which what is bounded byC
is the norm of the difference of the derivative from a fixed linear map. This lemma and its versions are formulated usingIsROrC
, so they work both for real and complex derivatives. -
image_le_of*
,image_norm_le_of_*
: several similar lemmas deducingf x ≤ B x
or‖f x‖ ≤ B x
from upper estimates onf'
or‖f'‖
, respectively. These lemmas differ by their assumptions:of_liminf_*
lemmas assume that limit inferior of some ratio is less thanB' x
;of_deriv_right_*
,of_norm_deriv_right_*
lemmas assume that the right derivative or its norm is less thanB' x
;of_*_lt_*
lemmas assume a strict inequality wheneverf x = B x
or‖f x‖ = B x
;of_*_le_*
lemmas assume a non-strict inequality everywhere on[a, b)
;- name of a lemma ends with
'
if (1) it assumes thatB
is continuous on[a, b]
and has a right derivative at every point of[a, b)
, and (2) the lemma has a counterpart assuming thatB
is differentiable everywhere onℝ
-
norm_image_sub_le_*_segment
: if derivative off
on[a, b]
is bounded above by a constantC
, then‖f x - f a‖ ≤ C * ‖x - a‖
; several versions deal with right derivative and derivative within[a, b]
(HasDerivWithinAt
orderivWithin
). -
Convex.is_const_of_fderivWithin_eq_zero
: if a function has derivative0
on a convex sets
, then it is a constant ons
. -
exists_ratio_hasDerivAt_eq_ratio_slope
andexists_ratio_deriv_eq_ratio_slope
: Cauchy's Mean Value Theorem. -
exists_hasDerivAt_eq_slope
andexists_deriv_eq_slope
: Lagrange's Mean Value Theorem. -
domain_mvt
: Lagrange's Mean Value Theorem, applied to a segment in a convex domain. -
Convex.image_sub_lt_mul_sub_of_deriv_lt
,Convex.mul_sub_lt_image_sub_of_lt_deriv
,Convex.image_sub_le_mul_sub_of_deriv_le
,Convex.mul_sub_le_image_sub_of_le_deriv
, if∀ x, C (</≤/>/≥) (f' x)
, thenC * (y - x) (</≤/>/≥) (f y - f x)
wheneverx < y
. -
monotoneOn_of_deriv_nonneg
,antitoneOn_of_deriv_nonpos
,strictMono_of_deriv_pos
,strictAnti_of_deriv_neg
: if the derivative of a function is non-negative/non-positive/positive/negative, then the function is monotone/antitone/strictly monotone/strictly monotonically decreasing. -
convexOn_of_deriv
,convexOn_of_deriv2_nonneg
: if the derivative of a function is increasing or its second derivative is nonnegative, then the original function is convex. -
hasStrictFDerivAt_of_hasFDerivAt_of_continuousAt
: a C^1 function over the reals is strictly differentiable. (This is a corollary of the mean value inequality.)
One-dimensional fencing inequalities #
General fencing theorem for continuous functions with an estimate on the derivative.
Let f
and B
be continuous functions on [a, b]
such that
f a ≤ B a
;B
has right derivativeB'
at every point of[a, b)
;- for each
x ∈ [a, b)
the right-side limit inferior of(f z - f x) / (z - x)
is bounded above by a functionf'
; - we have
f' x < B' x
wheneverf x = B x
.
Then f x ≤ B x
everywhere on [a, b]
.
General fencing theorem for continuous functions with an estimate on the derivative.
Let f
and B
be continuous functions on [a, b]
such that
f a ≤ B a
;B
has derivativeB'
everywhere onℝ
;- for each
x ∈ [a, b)
the right-side limit inferior of(f z - f x) / (z - x)
is bounded above by a functionf'
; - we have
f' x < B' x
wheneverf x = B x
.
Then f x ≤ B x
everywhere on [a, b]
.
General fencing theorem for continuous functions with an estimate on the derivative.
Let f
and B
be continuous functions on [a, b]
such that
f a ≤ B a
;B
has right derivativeB'
at every point of[a, b)
;- for each
x ∈ [a, b)
the right-side limit inferior of(f z - f x) / (z - x)
is bounded above byB'
.
Then f x ≤ B x
everywhere on [a, b]
.
General fencing theorem for continuous functions with an estimate on the derivative.
Let f
and B
be continuous functions on [a, b]
such that
f a ≤ B a
;B
has right derivativeB'
at every point of[a, b)
;f
has right derivativef'
at every point of[a, b)
;- we have
f' x < B' x
wheneverf x = B x
.
Then f x ≤ B x
everywhere on [a, b]
.
General fencing theorem for continuous functions with an estimate on the derivative.
Let f
and B
be continuous functions on [a, b]
such that
f a ≤ B a
;B
has derivativeB'
everywhere onℝ
;f
has right derivativef'
at every point of[a, b)
;- we have
f' x < B' x
wheneverf x = B x
.
Then f x ≤ B x
everywhere on [a, b]
.
General fencing theorem for continuous functions with an estimate on the derivative.
Let f
and B
be continuous functions on [a, b]
such that
f a ≤ B a
;B
has derivativeB'
everywhere onℝ
;f
has right derivativef'
at every point of[a, b)
;- we have
f' x ≤ B' x
on[a, b)
.
Then f x ≤ B x
everywhere on [a, b]
.
Vector-valued functions f : ℝ → E
#
General fencing theorem for continuous functions with an estimate on the derivative.
Let f
and B
be continuous functions on [a, b]
such that
‖f a‖ ≤ B a
;B
has right derivative at every point of[a, b)
;- for each
x ∈ [a, b)
the right-side limit inferior of(‖f z‖ - ‖f x‖) / (z - x)
is bounded above by a functionf'
; - we have
f' x < B' x
whenever‖f x‖ = B x
.
Then ‖f x‖ ≤ B x
everywhere on [a, b]
.
General fencing theorem for continuous functions with an estimate on the norm of the derivative.
Let f
and B
be continuous functions on [a, b]
such that
‖f a‖ ≤ B a
;f
andB
have right derivativesf'
andB'
respectively at every point of[a, b)
;- the norm of
f'
is strictly less thanB'
whenever‖f x‖ = B x
.
Then ‖f x‖ ≤ B x
everywhere on [a, b]
. We use one-sided derivatives in the assumptions
to make this theorem work for piecewise differentiable functions.
General fencing theorem for continuous functions with an estimate on the norm of the derivative.
Let f
and B
be continuous functions on [a, b]
such that
‖f a‖ ≤ B a
;f
has right derivativef'
at every point of[a, b)
;B
has derivativeB'
everywhere onℝ
;- the norm of
f'
is strictly less thanB'
whenever‖f x‖ = B x
.
Then ‖f x‖ ≤ B x
everywhere on [a, b]
. We use one-sided derivatives in the assumptions
to make this theorem work for piecewise differentiable functions.
General fencing theorem for continuous functions with an estimate on the norm of the derivative.
Let f
and B
be continuous functions on [a, b]
such that
‖f a‖ ≤ B a
;f
andB
have right derivativesf'
andB'
respectively at every point of[a, b)
;- we have
‖f' x‖ ≤ B x
everywhere on[a, b)
.
Then ‖f x‖ ≤ B x
everywhere on [a, b]
. We use one-sided derivatives in the assumptions
to make this theorem work for piecewise differentiable functions.
General fencing theorem for continuous functions with an estimate on the norm of the derivative.
Let f
and B
be continuous functions on [a, b]
such that
‖f a‖ ≤ B a
;f
has right derivativef'
at every point of[a, b)
;B
has derivativeB'
everywhere onℝ
;- we have
‖f' x‖ ≤ B x
everywhere on[a, b)
.
Then ‖f x‖ ≤ B x
everywhere on [a, b]
. We use one-sided derivatives in the assumptions
to make this theorem work for piecewise differentiable functions.
A function on [a, b]
with the norm of the right derivative bounded by C
satisfies ‖f x - f a‖ ≤ C * (x - a)
.
A function on [a, b]
with the norm of the derivative within [a, b]
bounded by C
satisfies ‖f x - f a‖ ≤ C * (x - a)
, HasDerivWithinAt
version.
A function on [a, b]
with the norm of the derivative within [a, b]
bounded by C
satisfies ‖f x - f a‖ ≤ C * (x - a)
, derivWithin
version.
A function on [0, 1]
with the norm of the derivative within [0, 1]
bounded by C
satisfies ‖f 1 - f 0‖ ≤ C
, HasDerivWithinAt
version.
A function on [0, 1]
with the norm of the derivative within [0, 1]
bounded by C
satisfies ‖f 1 - f 0‖ ≤ C
, derivWithin
version.
If two continuous functions on [a, b]
have the same right derivative and are equal at a
,
then they are equal everywhere on [a, b]
.
If two differentiable functions on [a, b]
have the same derivative within [a, b]
everywhere
on [a, b)
and are equal at a
, then they are equal everywhere on [a, b]
.
Vector-valued functions f : E → G
#
Theorems in this section work both for real and complex differentiable functions. We use assumptions
[IsROrC 𝕜] [NormedSpace 𝕜 E] [NormedSpace 𝕜 G]
to achieve this result. For the domain E
we
also assume [NormedSpace ℝ E]
to have a notion of a Convex
set.
The mean value theorem on a convex set: if the derivative of a function is bounded by C
, then
the function is C
-Lipschitz. Version with HasFDerivWithinAt
.
The mean value theorem on a convex set: if the derivative of a function is bounded by C
on
s
, then the function is C
-Lipschitz on s
. Version with HasFDerivWithinAt
and
LipschitzOnWith
.
Let s
be a convex set in a real normed vector space E
, let f : E → G
be a function
differentiable within s
in a neighborhood of x : E
with derivative f'
. Suppose that f'
is
continuous within s
at x
. Then for any number K : ℝ≥0
larger than ‖f' x‖₊
, f
is
K
-Lipschitz on some neighborhood of x
within s
. See also
Convex.exists_nhdsWithin_lipschitzOnWith_of_hasFDerivWithinAt
for a version that claims
existence of K
instead of an explicit estimate.
Let s
be a convex set in a real normed vector space E
, let f : E → G
be a function
differentiable within s
in a neighborhood of x : E
with derivative f'
. Suppose that f'
is
continuous within s
at x
. Then for any number K : ℝ≥0
larger than ‖f' x‖₊
, f
is Lipschitz
on some neighborhood of x
within s
. See also
Convex.exists_nhdsWithin_lipschitzOnWith_of_hasFDerivWithinAt_of_nnnorm_lt
for a version
with an explicit estimate on the Lipschitz constant.
The mean value theorem on a convex set: if the derivative of a function within this set is
bounded by C
, then the function is C
-Lipschitz. Version with fderivWithin
.
The mean value theorem on a convex set: if the derivative of a function is bounded by C
on
s
, then the function is C
-Lipschitz on s
. Version with fderivWithin
and
LipschitzOnWith
.
The mean value theorem on a convex set: if the derivative of a function is bounded by C
,
then the function is C
-Lipschitz. Version with fderiv
.
The mean value theorem on a convex set: if the derivative of a function is bounded by C
on
s
, then the function is C
-Lipschitz on s
. Version with fderiv
and LipschitzOnWith
.
The mean value theorem: if the derivative of a function is bounded by C
, then the function is
C
-Lipschitz. Version with fderiv
and LipschitzWith
.
Variant of the mean value inequality on a convex set, using a bound on the difference between
the derivative and a fixed linear map, rather than a bound on the derivative itself. Version with
HasFDerivWithinAt
.
Variant of the mean value inequality on a convex set. Version with fderivWithin
.
Variant of the mean value inequality on a convex set. Version with fderiv
.
If a function has zero Fréchet derivative at every point of a convex set, then it is a constant on this set.
If two functions have equal Fréchet derivatives at every point of a convex set, and are equal at one point in that set, then they are equal on that set.
The mean value theorem on a convex set in dimension 1: if the derivative of a function is
bounded by C
, then the function is C
-Lipschitz. Version with HasDerivWithinAt
.
The mean value theorem on a convex set in dimension 1: if the derivative of a function is
bounded by C
on s
, then the function is C
-Lipschitz on s
.
Version with HasDerivWithinAt
and LipschitzOnWith
.
The mean value theorem on a convex set in dimension 1: if the derivative of a function within
this set is bounded by C
, then the function is C
-Lipschitz. Version with derivWithin
The mean value theorem on a convex set in dimension 1: if the derivative of a function is
bounded by C
on s
, then the function is C
-Lipschitz on s
.
Version with derivWithin
and LipschitzOnWith
.
The mean value theorem on a convex set in dimension 1: if the derivative of a function is
bounded by C
, then the function is C
-Lipschitz. Version with deriv
.
The mean value theorem on a convex set in dimension 1: if the derivative of a function is
bounded by C
on s
, then the function is C
-Lipschitz on s
.
Version with deriv
and LipschitzOnWith
.
The mean value theorem set in dimension 1: if the derivative of a function is bounded by C
,
then the function is C
-Lipschitz. Version with deriv
and LipschitzWith
.
If f : 𝕜 → G
, 𝕜 = R
or 𝕜 = ℂ
, is differentiable everywhere and its derivative equal zero,
then it is a constant function.
Functions [a, b] → ℝ
. #
Cauchy's Mean Value Theorem, HasDerivAt
version.
Cauchy's Mean Value Theorem, extended HasDerivAt
version.
Lagrange's Mean Value Theorem, HasDerivAt
version
Cauchy's Mean Value Theorem, deriv
version.
Cauchy's Mean Value Theorem, extended deriv
version.
Let f
be a function continuous on a convex (or, equivalently, connected) subset D
of the real line. If f
is differentiable on the interior of D
and C < f'
, then
f
grows faster than C * x
on D
, i.e., C * (y - x) < f y - f x
whenever x, y ∈ D
,
x < y
.
Let f
be a function continuous on a convex (or, equivalently, connected) subset D
of the real line. If f
is differentiable on the interior of D
and C ≤ f'
, then
f
grows at least as fast as C * x
on D
, i.e., C * (y - x) ≤ f y - f x
whenever x, y ∈ D
,
x ≤ y
.
Let f
be a function continuous on a convex (or, equivalently, connected) subset D
of the real line. If f
is differentiable on the interior of D
and f' < C
, then
f
grows slower than C * x
on D
, i.e., f y - f x < C * (y - x)
whenever x, y ∈ D
,
x < y
.
Let f
be a function continuous on a convex (or, equivalently, connected) subset D
of the real line. If f
is differentiable on the interior of D
and f' ≤ C
, then
f
grows at most as fast as C * x
on D
, i.e., f y - f x ≤ C * (y - x)
whenever x, y ∈ D
,
x ≤ y
.
Let f
be a function continuous on a convex (or, equivalently, connected) subset D
of the real line. If f
is differentiable on the interior of D
and f'
is positive, then
f
is a strictly monotone function on D
.
Note that we don't require differentiability explicitly as it already implied by the derivative
being strictly positive.
Let f : ℝ → ℝ
be a differentiable function. If f'
is positive, then
f
is a strictly monotone function.
Note that we don't require differentiability explicitly as it already implied by the derivative
being strictly positive.
Let f
be a function continuous on a convex (or, equivalently, connected) subset D
of the real line. If f
is differentiable on the interior of D
and f'
is strictly positive,
then f
is a strictly monotone function on D
.
Alias of strictMonoOn_of_hasDerivWithinAt_pos
.
Let f
be a function continuous on a convex (or, equivalently, connected) subset D
of the real line. If f
is differentiable on the interior of D
and f'
is strictly positive,
then f
is a strictly monotone function on D
.
Let f : ℝ → ℝ
be a differentiable function. If f'
is strictly positive, then
f
is a strictly monotone function.
Let f
be a function continuous on a convex (or, equivalently, connected) subset D
of the real line. If f
is differentiable on the interior of D
and f'
is nonnegative, then
f
is a monotone function on D
.
Let f : ℝ → ℝ
be a differentiable function. If f'
is nonnegative, then
f
is a monotone function.
Let f
be a function continuous on a convex (or, equivalently, connected) subset D
of the real line. If f
is differentiable on the interior of D
and f'
is nonnegative, then
f
is a monotone function on D
.
Let f : ℝ → ℝ
be a differentiable function. If f'
is nonnegative, then
f
is a monotone function.
Let f
be a function continuous on a convex (or, equivalently, connected) subset D
of the real line. If f
is differentiable on the interior of D
and f'
is negative, then
f
is a strictly antitone function on D
.
Let f : ℝ → ℝ
be a differentiable function. If f'
is negative, then
f
is a strictly antitone function.
Note that we don't require differentiability explicitly as it already implied by the derivative
being strictly negative.
Let f
be a function continuous on a convex (or, equivalently, connected) subset D
of the real line. If f
is differentiable on the interior of D
and f'
is strictly positive,
then f
is a strictly monotone function on D
.
Alias of strictAntiOn_of_hasDerivWithinAt_neg
.
Let f
be a function continuous on a convex (or, equivalently, connected) subset D
of the real line. If f
is differentiable on the interior of D
and f'
is strictly positive,
then f
is a strictly monotone function on D
.
Let f : ℝ → ℝ
be a differentiable function. If f'
is strictly positive, then
f
is a strictly monotone function.
Alias of strictAnti_of_hasDerivAt_neg
.
Let f : ℝ → ℝ
be a differentiable function. If f'
is strictly positive, then
f
is a strictly monotone function.
Let f
be a function continuous on a convex (or, equivalently, connected) subset D
of the real line. If f
is differentiable on the interior of D
and f'
is nonpositive, then
f
is an antitone function on D
.
Let f : ℝ → ℝ
be a differentiable function. If f'
is nonpositive, then
f
is an antitone function.
Let f
be a function continuous on a convex (or, equivalently, connected) subset D
of the real line. If f
is differentiable on the interior of D
and f'
is nonpositive, then
f
is an antitone function on D
.
Let f : ℝ → ℝ
be a differentiable function. If f'
is nonpositive, then f
is an antitone
function.
Functions f : E → ℝ
#
Lagrange's Mean Value Theorem, applied to convex domains.
Vector-valued functions f : E → F
. Strict differentiability. #
A C^1
function is strictly differentiable, when the field is ℝ
or ℂ
. This follows from the
mean value inequality on balls, which is a particular case of the above results after restricting
the scalars to ℝ
. Note that it does not make sense to talk of a convex set over ℂ
, but balls
make sense and are enough. Many formulations of the mean value inequality could be generalized to
balls over ℝ
or ℂ
. For now, we only include the ones that we need.
Over the reals or the complexes, a continuously differentiable function is strictly differentiable.
Over the reals or the complexes, a continuously differentiable function is strictly differentiable.