Mean value theorem

In mathematics, the mean value theorem states, roughly, that

for a given planar arc between two endpoints, there is at least
one point at which the tangent to the arc is parallel to the
secant through its endpoints. It is one of the most important
results in real analysis. This theorem is used to prove
statements about a function on an interval starting from local
hypotheses about derivatives at points of the interval.

More precisely, the theorem states that if is a continuous

function on the closed interval and differentiable on the
open interval , then there exists a point in such
that the tangent at is parallel to the secant line through the
endpoints and , that is,
For any function that is continuous on
and differentiable on there exists
some in the interval such that the
secant joining the endpoints of the interval
is parallel to the tangent at .

Contents
History
Formal statement
Proof
Implications
Cauchy's mean value theorem
Generalization for determinants
Mean value theorem in several variables
Mean value theorem for vector-valued functions
Mean value theorems for definite integrals
A probabilistic analogue of the mean value
theorem
Generalization in complex analysis
See also
Notes
External links

History
A special case of this theorem was first described by Parameshvara (1370–1460), from the Kerala School of
Astronomy and Mathematics in India, in his commentaries on Govindasvāmi and Bhāskara II.[1] A restricted
form of the theorem was proved by Michel Rolle in 1691; the result was what is now known as Rolle'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 by Augustin Louis Cauchy in 1823.[2] Many variations of this
theorem have been proved since then.[3][4]

Formal statement
Let be a continuous function on the closed interval
, and differentiable on the open interval , where .
Then there exists some in such that

The mean value theorem is a generalization of Rolle's theorem,

which assumes , so that the right-hand side above is The function attains the slope of
zero. the secant between and as the
derivative at the point .
The mean value theorem is still valid in a slightly more general
setting. One only needs to assume that is continuous
on , and that for every in the limit

exists as a finite number or equals or . If finite, that limit

equals . An example where this version of the theorem applies
is given by the real-valued cube root function mapping , It is also possible that there are
whose derivative tends to infinity at the origin. multiple tangents parallel to the
secant.
Note that the theorem, as stated, is false if a differentiable function is
complex-valued instead of real-valued. For example, define
for all real . Then

while for any real .

These formal statements are also known as Lagrange's Mean Value Theorem.[5]

Proof

The expression gives the slope of the line joining the points and , which is a
chord of the graph of , while gives the slope of the tangent to the curve at the point . 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.
Define , where is a constant. Since is continuous on and differentiable on
, the same is true for . We now want to choose so that satisfies the conditions of Rolle's theorem.
Namely

By Rolle's theorem, since is differentiable and , there is some in for which

, and it follows from the equality that,

Implications
Theorem 1: Assume that f is a continuous, real-valued function, defined on an arbitrary interval I of the real
line. If the derivative of f at every interior point of the interval I exists and is zero, then f is constant in the
interior.

Proof: Assume the derivative of f at every interior point of the interval I exists and is zero. Let (a, b) be an
arbitrary open interval in I. By the mean value theorem, there exists a point c in (a,b) such that

This implies that f(a) = f(b). Thus, f is constant on the interior of I and thus is constant on I by continuity. (See
below for a multivariable version of this result.)

Remarks:

Only continuity of f, not differentiability, is needed at the endpoints of the interval I. No

hypothesis of continuity needs to be stated if I is an open interval, since the existence of a
derivative at a point implies the continuity at this point. (See the section continuity and
differentiability of the article derivative.)
The differentiability of f can be relaxed to one-sided differentiability, a proof given in the article
on semi-differentiability.

Theorem 2: If f(x) = g(x) for all x in an interval (a, b) of the domain of these functions, then f - g is constant,
i.e. f = g + c where c is a constant on (a, b).

Proof: Let F = f − g, then F' = f' − g' = 0 on the interval (a, b), so the above theorem 1 tells that F = f − g is
a constant c or f = g + c.

Theorem 3: If F is an antiderivative of f on an interval I, then the most general antiderivative of f on I is F(x)

+ c where c is an constant.

Proof: It directly follows from the theorem 2 above.

Cauchy's mean value theorem
Cauchy's mean value theorem, also known as the extended mean value theorem,[6] is a generalization of
the mean value theorem. It states: if the functions and are both continuous on the closed interval
and differentiable on the open interval , then there exists some , such that[5]

Of course, if and , this is equivalent

to:

Geometrically, this means that there is some tangent to the

graph of the curve[7]

Geometrical meaning of Cauchy's theorem

which is parallel to the line defined by the points

and . However, Cauchy's theorem does not claim the existence of such a tangent in all cases
where and are distinct points, since it might be satisfied only for some value
with , in other words a value for which the mentioned curve is stationary; 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

which on the interval goes from the point to , yet never has a horizontal tangent;
however it has a stationary point (in fact a cusp) at .

Cauchy's mean value theorem can be used to prove L'Hôpital's rule. The mean value theorem is the special
case of Cauchy's mean value theorem when .

Proof of Cauchy's mean value theorem

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

Suppose . Define , where is fixed in such a way that

, namely

Since and are continuous on and differentiable on , the same is true for . All in
all, satisfies the conditions of Rolle's theorem: consequently, there is some in for
 which . Now using the definition of we have:

Therefore:

which implies the result.[5]

If , then, applying Rolle's theorem to , it follows that there exists in for
which . Using this choice of , Cauchy's mean value theorem (trivially) holds.

Generalization for determinants

Assume that and are differentiable functions on that are continuous on . Define

There exists such that .

Notice that

and if we place , we get Cauchy's mean value theorem. If we place and we

get Lagrange's mean value theorem.

The proof of the generalization is quite simple: each of and are determinants with two identical
rows, hence . The Rolle's theorem implies that there exists such that
.

Mean value theorem in several variables

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.

Let be an open convex subset of , and let be a differentiable function. Fix points
, and define . Since is a differentiable function in one variable, the mean value
theorem gives:

for some between 0 and 1. But since and , computing explicitly we have:
where denotes a gradient and a dot product. Note that this is an exact analog of the theorem in one
variable (in the case this is the theorem in one variable). By the Cauchy–Schwarz inequality, the
equation gives the estimate:

In particular, when the partial derivatives of are bounded, is Lipschitz continuous (and therefore
uniformly continuous).

As an application of the above, we prove that is constant if is open and connected and every partial
derivative of is 0. Pick some point , and let . We want to show
for every . For that, let . Then E is closed and nonempty. It is open too: for
every ,

for every in some neighborhood of . (Here, it is crucial that and are sufficiently close to each other.)
Since is connected, we conclude .

The above arguments are made in a coordinate-free manner; hence, they generalize to the case when is a
subset of a Banach space.

Mean value theorem for vector-valued functions

There is no exact analog of the mean value theorem for vector-valued functions.

In Principles of Mathematical Analysis, Rudin gives 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:[8]

Theorem — For a continuous vector-valued function differentiable on

, there exists such that .

Jean Dieudonné in his classic treatise Foundations 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 in Analysis I uses the mean value theorem, in
integral form, as an instant reflex but this use requires the continuity of the derivative. If one uses the
Henstock–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
problem is roughly speaking the following: If f : U → Rm is a differentiable function (where U ⊂ Rn is
open) and if x + th , x, h ∈ Rn, t ∈ [0, 1] is the line segment in question (lying inside U), then one can
apply the above parametrization procedure to each of the component functions fi (i = 1, …, m) of f (in the
above notation set y = x + h ). In doing so one finds points x + tih on the line segment satisfying

But generally there will not be a single point x + t*h on the line segment satisfying
for all i simultaneously. For example, define:

Then , but and are never simultaneously

zero as ranges over .

However a certain type of generalization of the mean value theorem to vector-valued functions is obtained as
follows: Let f be a continuously differentiable real-valued function defined on an open interval I, and let x as
well as x + h be points of I. The mean value theorem in one variable tells us that there exists some t*
between 0 and 1 such that

On the other hand, we have, by the fundamental theorem of calculus followed by a change of variables,

Thus, the value f′(x + t*h) at the particular point t* has been replaced by the mean value

This last version can be generalized to vector valued functions:

Lemma 1 — Let U ⊂ Rn be open, f : U → Rm continuously differentiable, and x ∈ U,

h ∈ Rn vectors such that the line segment x + th, 0 ≤ t ≤ 1 remains in U. Then we have:

where Df denotes the Jacobian matrix of f and the integral of a matrix is to be understood
componentwise.

Proof. Let f1 , …, fm denote the components of f and define:

Then we have
The claim follows since Df is the matrix consisting of the components .

Lemma 2 — Let v : [a, b] → Rm be a continuous function defined on the interval

[a, b] ⊂ R. Then we have

Proof. Let u in Rm denote the value of the integral

Now we have (using the Cauchy–Schwarz inequality):

Now cancelling the norm of u from both ends gives us the desired inequality.

Mean Value Inequality — If the norm of Df(x + th) is bounded by some constant M for t
in [0, 1], then

Proof. From Lemma 1 and 2 it follows that

Mean value theorems for definite integrals

First mean value theorem for definite integrals

Let f : [a, b] → R be a continuous function. Then there exists c in [a, b] such that
Since the mean value of f on [a, b] is defined as

we can interpret the conclusion as f achieves its mean value at some

c in (a, b).[10]

In general, if f : [a, b] → R is continuous and g is an integrable

function that does not change sign on [a, b], then there exists c in (a, Geometrically: interpreting f(c) as the
b) such that height of a rectangle and b–a as the
width, this rectangle has the same
area as the region below the curve
from a to b[9]

Proof of the first mean value theorem for definite integrals

Suppose f : [a, b] → R is continuous and g is a nonnegative integrable function on [a, b]. By the extreme
value theorem, there exists m and M such that for each x in [a, b], and .
Since g is nonnegative,

Now let

If , we're done since

means

so for any c in (a, b),

If I ≠ 0, then

By the intermediate value theorem, f attains every value of the interval [m, M], so for some c in [a, b]
that is,

Finally, if g is negative on [a, b], then

and we still get the same result as above.

QED

Second mean value theorem for definite integrals

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

If G : [a, b] → R is a positive monotonically decreasing function and φ : [a, b] → R is an

integrable function, then there exists a number x in (a, b] such that

Here stands for , the existence of which follows from the conditions. Note that it is
essential that the interval (a, b] contains b. A variant not having this requirement is:[11]

If G : [a, b] → R is a monotonic (not necessarily decreasing and positive) function and φ : [a,
b] → R is an integrable function, then there exists a number x in (a, b) such that

Mean value theorem for integration fails for vector-valued functions

If the function returns a multi-dimensional vector, then the MVT for integration is not true, even if the
domain of is also multi-dimensional.

For example, consider the following 2-dimensional function defined on an -dimensional cube:

Then, by symmetry it is easy to see that the mean value of over its domain is (0,0):
However, there is no point in which , because everywhere.

A probabilistic analogue of the mean value theorem

Let X and Y be non-negative random variables such that E[X] < E[Y] < ∞ and (i.e. X is smaller
than Y in the usual stochastic order). Then there exists an absolutely continuous non-negative random
variable Z having probability density function

Let g be a measurable and differentiable function such that E[g(X)], E[g(Y)] < ∞, and let its derivative g′ be
measurable and Riemann-integrable on the interval [x, y] for all y ≥ x ≥ 0. Then, E[g′(Z)] is finite and[12]

Generalization in complex analysis

As noted above, the theorem does not hold for differentiable complex-valued functions. Instead, a
generalization of the theorem is stated such:[13]

Let f : Ω → C be a holomorphic function on the open convex set Ω, and let a and b be distinct points in Ω.
Then there exist points u, v on Lab (the line segment from a to b) such that

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

See also
Newmark-beta method
Mean value theorem (divided differences)
Racetrack principle
Stolarsky mean

Notes
1. J. J. O'Connor and E. F. Robertson (2000). Paramesvara (http://www-groups.dcs.st-and.ac.uk/
~history/Biographies/Paramesvara.html), MacTutor History of Mathematics archive.
2. Ádám Besenyei. "Historical development of the mean value theorem" (http://abesenyei.web.el
te.hu/publications/meanvalue.pdf) (PDF).
3. Lozada-Cruz, German (2020-10-02). "Some variants of Cauchy's mean value theorem" (http
s://www.tandfonline.com/doi/full/10.1080/0020739X.2019.1703150). International Journal of
Mathematical Education in Science and Technology. 51 (7): 1155–1163.
doi:10.1080/0020739X.2019.1703150 (https://doi.org/10.1080%2F0020739X.2019.1703150).
ISSN 0020-739X (https://www.worldcat.org/issn/0020-739X).
 4. Sahoo, Prasanna. (1998). Mean value theorems and functional equations (https://www.worldc
at.org/oclc/40951137). Riedel, T. (Thomas), 1962-. Singapore: World Scientific. ISBN 981-02-
3544-5. OCLC 40951137 (https://www.worldcat.org/oclc/40951137).
5. Kirshna's Real Analysis: (General) (https://books.google.com/books?id=e27uJruMCBUC&q=
mean). Krishna Prakashan Media.
6. W., Weisstein, Eric. "Extended Mean-Value Theorem" (http://mathworld.wolfram.com/Extende
dMean-ValueTheorem.html). mathworld.wolfram.com. Retrieved 2018-10-08.
7. "Cauchy's Mean Value Theorem" (https://www.math24.net/cauchys-mean-value-theorem/).
Math24. Retrieved 2018-10-08.
8. Rudin, Walter (1976). Principles of Mathematical Analysis (3rd ed.) (https://archive.org/details/
1979RudinW). New York: McGraw-Hill. p. 113. ISBN 978-0-07-054235-8.
9. "Mathwords: Mean Value Theorem for Integrals" (http://www.mathwords.com/m/mean_value_t
heorem_integrals.htm). www.mathwords.com.
10. Michael Comenetz (2002). Calculus: The Elements. World Scientific. p. 159. ISBN 978-981-
02-4904-5.
11. Hobson, E. W. (1909). "On the Second Mean-Value Theorem of the Integral Calculus" (https://
zenodo.org/record/1447800). Proc. London Math. Soc. S2–7 (1): 14–23. doi:10.1112/plms/s2-
7.1.14 (https://doi.org/10.1112%2Fplms%2Fs2-7.1.14). MR 1575669 (https://www.ams.org/ma
thscinet-getitem?mr=1575669).
12. 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 (https://doi.org/10.1239%2Fjap%2F1032374628).
JSTOR 3215435 (https://www.jstor.org/stable/3215435).
13. "Complex Mean-Value Theorem" (https://planetmath.org/ComplexMeanValueTheorem.html).
PlanetMath. PlanetMath.

External links
"Cauchy theorem" (https://www.encyclopediaofmath.org/index.php?title=Cauchy_theorem),
Encyclopedia of Mathematics, EMS Press, 2001 [1994]
PlanetMath: Mean-Value Theorem (https://planetmath.org/encyclopedia/MeanValueTheorem.
html)
Weisstein, Eric W. "Mean value theorem" (https://mathworld.wolfram.com/Mean-ValueTheore
m.html). MathWorld.
Weisstein, Eric W. "Cauchy's Mean-Value Theorem" (https://mathworld.wolfram.com/Cauchys
Mean-ValueTheorem.html). MathWorld.
"Mean Value Theorem: Intuition behind the Mean Value Theorem" (https://www.khanacadem
y.org/video/mean-value-theorem) at the Khan Academy

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