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 usingRCLike
, 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
.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
[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.