The mean value inequality and equalities #
In this file we prove the following facts:
Convex.norm_image_sub_le_of_norm_deriv_le: iffis differentiable on a convex setsand the norm of its derivative is bounded byC, thenfis Lipschitz continuous onswith constantC; also a variant in which what is bounded byCis the norm of the difference of the derivative from a fixed linear map. This lemma and its versions are formulated usingRCLike, so they work both for real and complex derivatives.image_le_of*,image_norm_le_of_*: several similar lemmas deducingf x ≤ B xor‖f x‖ ≤ B xfrom 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 xor‖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 thatBis continuous on[a, b]and has a right derivative at every point of[a, b), and (2) the lemma has a counterpart assuming thatBis differentiable everywhere onℝ
norm_image_sub_le_*_segment: if derivative offon[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](HasDerivWithinAtorderivWithin).Convex.is_const_of_fderivWithin_eq_zero: if a function has derivative0on a convex sets, then it is a constant ons.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;Bhas 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' xwheneverf 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;Bhas 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' xwheneverf 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;Bhas 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;Bhas right derivativeB'at every point of[a, b);fhas right derivativef'at every point of[a, b);- we have
f' x < B' xwheneverf 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;Bhas derivativeB'everywhere onℝ;fhas right derivativef'at every point of[a, b);- we have
f' x < B' xwheneverf 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;Bhas right derivativeB'at every point of[a, b);fhas right derivativef'at every point of[a, b);- we have
f' x ≤ B' xon[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;Bhas 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' xwhenever‖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;fandBhave 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;fhas right derivativef'at every point of[a, b);Bhas 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;fandBhave right derivativesf'andB'respectively at every point of[a, b);- we have
‖f' x‖ ≤ B xeverywhere 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;fhas right derivativef'at every point of[a, b);Bhas derivativeB'everywhere onℝ;- we have
‖f' x‖ ≤ B xeverywhere 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
[NontriviallyNormedField 𝕜] [IsRCLikeNormedField 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.
If f has zero derivative on an open set, then f is locally constant on s.
If f has zero derivative on a connected open set, then f is constant on s.
If two functions have equal Fréchet derivatives at every point of a connected open 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.
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.