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Lecture 8

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Lecture 8

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王健
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© © All Rights Reserved
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MATH 2037 – Mathematical Analysis

Lecture 8

University of Nottingham Ningbo China


Faculty of Science and Engineering
School of Mathematical Sciences

17 November

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Chapter 5

Functions on the real line

2 / 14
5.2 Differentiability

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Interpretation of Derivative

Given a function f on the closed interval [a, b],


▶ recall the slope of the straight line through points (a, f (a))
and (b, f (b)).
▶ If the function is continuous on [a, b] and differentiable in
(a, b), then the slope of the tangent line of the graph
y = f (x) at x is f ′ (x).

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The Mean Value Theorem

Theorem 1 (Rolle’s Theorem). Let f : [a, b] → R be con-


tinuous on [a, b] and differentiable in (a, b). If f (a) = f (b),
then there exists a point c ∈ (a, b) such that f ′ (c) = 0.

Proof.
We separate the proof into two cases: 1) The points a and b are
both minimums and maximums of f .
In this case, f is constant and f ′ (c) = 0, ∀c ∈ (a, b).
2) There is c ∈ (a, b) s.t c is maximum or minimum of f .
⇒ f ′ (c) = 0.
IET

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The continuity on [a, b] and the differentiability on (a, b) are


necessary!
1 Consider the function f : [1, 2] → R with
(
2x − 1, if x ∈ (1, 2]
f (x) =
3, if x = 1.

The function f is continuous on (1, 2] and is differentiable on


(1, 2). Also f (2) = 3 = f (1). But there is no point in
x0 ∈ (1, 2) such that f ′ (x0 ) = 0.
2 Consider f : [−1, 1] → R, f (x) = |x|. Then f is continuous
on [−1, 1], f (−1) = f (1). But there is no point on
x0 ∈ (−1, 1) with f ′ (x0 ) = 0.

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Theorem 2 (Mean Value Theorem). Let f : [a, b] → R be
continuous on [a, b] and differentiable in (a, b). Then there
exists a point c ∈ (a, b) such that

f (b) − f (a)
f ′ (c) = .
b−a

Note that MVT becomes Rolle’s theorem when f (a) = f (b).

Corollary 1. If f : A → R is differentiable on an interval A


and satisfies f ′ (x) = 0 for all x ∈ A, then f (x) = k for some
constant k ∈ R and all x ∈ A.

(The proof of the corollary is left as an exercise.)

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Proof(Mean Value Theorem).


Define
 
g (x) = f (x) − f (a) + f (b)−fb−a
(a)
(x − a)
Then, g ′ (x) = f ′ (x) − f (b)−f
b−a
(a)
.

The function g is continuous on [a, b] and differentiable on (a, b),


and we have
g (a) = 0,
f (b) − f (a)
g (b) = f (b) − f (a) − (b − a) = 0.
b−a



∃c ∈ (a, b) s.t g ′ (c) = 0,
Rolle sThm
f (b)−f (a)
that is s.t. f ′ (c) = b−a .

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Corollary 2. If f and g are differentiable on an interval A and
satisfies f ′ (x) = g ′ (x) for all x ∈ A, then f (x) = g (x) + k
for some constant k ∈ R and all x ∈ A.

Corollary 3. Let f be continuous over the closed interval


[a, b] and differentiable over the open interval (a, b).
1 f is strictly increasing on [a, b] if f ′ (x) > 0 for all
x ∈ (a, b);
2 f is non-decreasing on [a, b] if and only if for all
x ∈ (a, b), f ′ (x) ≥ 0;
3 f is strictly decreasing on [a, b] if f ′ (x) < 0 for all
x ∈ (a, b);
4 f is non-increasing on [a, b] if and only if for all
x ∈ (a, b), f ′ (x) ≤ 0.

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Proof(Corollary 2).
Define h(x) = f (x) − g (x). Then, by assumption, h′ (x) = 0,
∀x ∈ A.
⇒ h is constant on A. So h(x) = k ∈ R, say ∀x ∈ A.
Corollary 1

⇒ f (x) = k + g (x)

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Proof(Corollary 3 (1)).
1) Assume f continuous on [a, b], f differentiable on (a, b), and

f ′ (x) > 0, ∀x ∈ (a, b).

Let x1 , x2 ∈ (a, b) s.t. x1 < x2 .

f (x2 ) − f (x1 )
∃c ∈ (x1 , x2 ) s.t. = f ′ (c) > 0
x2 − x1
⇒f (x2 ) > f (x1 ) .

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Proof(Corollary 3 (2)).
We prove ∀x ∈ (a, b), f ′ (x) ⩾ 0 ⇔ f non decreasing on [a, b]
(⇒) Assume ∀x ∈ (a, b), f ′ (x) ⩾ 0.
Let x1 , x2 ∈ [a, b] sit x1 < x2 .

Let x1 , x2 ∈ [a, b) s.t. x1 < x2


f (x2 ) − f (x1 )
⇒ ∃c ∈ (a, b) s.t. f ′ (c) =
MVT x2 − x1

By assumption f ′ (c) ⩾ 0. Therefore, f (x2 ) ⩾ f (x1 ).


(⇐) Assume f non decreasing on [a, b]. Let x ∈ (a, b). For all
y ∈ (a, b), (y ̸= x), we have

f (y ) − f (x)
⩾ 0.
y −x
f (y )−f (x)
⇒ limy →x y −x ⩾ 0 that is f ′ (x) ⩾ 0.

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Theorem 3 (Generalized Mean Value Theorem). Let f and g
be continuous on the closed interval [a, b] and differentiable
in the open interval (a, b). Then there exists a point c ∈ (a, b)
such that

[f (b) − f (a)]g ′ (c) = [g (b) − g (a)]f ′ (c).

If g ′ is never zero in (a, b), then the conclusion can be stated


as
f ′ (c) f (b) − f (a)
= .
g ′ (c) g (b) − g (a)

Note that GMVT becomes MVT when g (x) = x.

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Proof(Generalized Mean Value Theorem).

Define h(x) = (f (b) − f (a))g (x) − (g (b) − g (a))f (x).


We have h is differentiable on (a, b), with

h′ (x) = f (b) − f (a)g ′ (x) − (g (b) − g (a))f ′ (x) ,


h(a) = (f (b) − f (a))g (a) − (g (b) − g (a))f (a)
= f (b)g (a) − f (a)g (a) − g (b)f (a),
= 0,
and h(b) = 0.
⇒ ∃c ∈ (a, b) s.t. h′ (c) = 0,
Rolle’s thm

and the result follows. □

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