Mean value theorem

In mathematics, the mean value theorem

(or Lagrange 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.

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 .

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,

History
A special case of this theorem for inverse
interpolation of the sine was first
described by Parameshvara (1380–1460),
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

The function attains the slope of the secant between and as the derivative at the point .
It is also possible that there are multiple tangents parallel to the secant.

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 zero.

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 , whose
derivative tends to infinity at the origin.

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,[6] 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
a 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,[7] 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]

Geometrical meaning of Cauchy's theorem

Of course, if and ,
this is equivalent to:
Geometrically, this means that there is
some tangent to the graph of the curve[8]

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 subset of , and let

be a differentiable function.
Fix points such that the line
segment between lies in , 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. 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 the open subset is
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
(see below). However, there is 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:[9]

Theorem — For a continuous

vector-valued function

differentiable on , there
exists a number
such that

The theorem follows from the mean value

theorem. Indeed, take
 . Then is
real-valued and thus, by the mean value
theorem,

for some . Now,

and
Hence,
using the Cauchy–Schwarz inequality,
from the above equation, we get:

If , the theorem is trivial (any

c works). Otherwise, dividing both sides by
yields the theorem.
Jean Dieudonné in his classic treatise
Foundations of Modern Analysis discards
the mean value theorem and replaces it by
mean inequality (which is given below) 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 reason why there is no analog of

mean value equality is the following: If
f : U → Rm is a differentiable function
(where U ⊂ R is open) and if x + th,
n

x, h ∈ R , t ∈ [0, 1] is the line segment in

n

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 .

The above theorem implies the following:

 Mean value
inequality — [10]For a
continuous function
, if is
differentiable on , then

In fact, the above statement suffices for

many applications and can be proved
directly as follows. (We shall write for
for readability.) First assume is
differentiable at too. If is unbounded
on , there is nothing to prove. Thus,
assume . Let

be some real number. Let

We want to show . By continuity of

, the set is closed. It is also nonempty
as is in it. Hence, the set has the
largest element . If , then
and we are done. Thus suppose otherwise.
For ,
Let be such that
. By the differentiability

of at (note may be 0), if

is sufficiently close to , the first term is
. The second term is
. The third
term is . Hence, summing
the estimates up, we get:

, a contradiction to the maximality of .

Hence, and that means:

Since is arbitrary, this then implies the

assertion. Finally, if is not differentiable
at , let and apply the first
case to restricted on , giving us:

since . Letting
finishes the proof.

For some applications of mean value

inequality to establish basic results in
calculus, see also Calculus on Euclidean
space#Basic notions.

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:

Proposition — Let U ⊂R n be
open, f : U → Rm
continuously differentiable,
and x ∈ U, h ∈ R n 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 .

The mean value inequality can then be

obtained as a corollary of the above
proposition (though under the assumption
the derivatives are continuous).[11]
Cases where the theorem
cannot be applied
Both conditions for the mean value
theorem are necessary:

1. f(x) is differentiable on (a,b)

2. f(x) is continuous on [a,b]

Where one of the above conditions is not

satisfied, the mean value theorem is not
valid in general, and so it cannot be
applied.
Function is differentiable on open
interval a,b

The necessity of the first condition can be

seen by the counterexample where the
function on [-1,1] is not
differentiable.

Function is continuous on closed

interval a,b

The necessity of the second condition can

be seen by the counterexample where the

function
 satisfies criteria 1 since
on

But not criteria 2 since

and

for all so no
such exists
Mean value theorems for
definite integrals

First mean value theorem for definite

integrals

Geometrically: interpreting f(c) as the 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[12]

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).[13]

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, b) such that
Proof that there is some c in [a, b][14]

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:[15]

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[16]
Mean value theorem in
complex variables
As noted above, the theorem does not
hold for differentiable complex-valued
functions. Instead, a generalization of the
theorem is stated such:[17]

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 the interior of 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: Voorhoeve index.

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 (https://mathshistory.st-andre
ws.ac.uk/Biographies/Paramesvara/) ,
MacTutor History of Mathematics archive.
2. Ádám Besenyei. "Historical development of
the mean value theorem" (http://abesenyei.
web.elte.hu/publications/meanvalue.pdf)
(PDF).
3. Lozada-Cruz, German (2020-10-02). "Some
variants of Cauchy's mean value theorem"
(https://www.tandfonline.com/doi/full/10.1
080/0020739X.2019.1703150) .
International Journal of Mathematical
Education in Science and Technology. 51
(7): 1155–1163.
Bibcode:2020IJMES..51.1155L (https://ui.a
dsabs.harvard.edu/abs/2020IJMES..51.115
5L) . doi:10.1080/0020739X.2019.1703150
(https://doi.org/10.1080%2F0020739X.201
9.1703150) . ISSN 0020-739X (https://ww
w.worldcat.org/issn/0020-739X) .
S2CID 213335491 (https://api.semanticsch
olar.org/CorpusID:213335491) .
4. Sahoo, Prasanna. (1998). Mean value
theorems and functional equations (https://
www.worldcat.org/oclc/40951137) . Riedel,
T. (Thomas), 1962-. Singapore: World
Scientific. ISBN 981-02-3544-5.
OCLC 40951137 (https://www.worldcat.or
g/oclc/40951137) .
5. Kirshna's Real Analysis: (General) (https://b
ooks.google.com/books?id=e27uJruMCBU
C&q=mean) . Krishna Prakashan Media.
6. "Mean Value Theorem" (https://keepnotes.c
om/rice-university/preparing-for-the-ap-calc
ulus-ab-exam/44-mean-value-theorem) .
keepnotes.com.
 7. W., Weisstein, Eric. "Extended Mean-Value
Theorem" (http://mathworld.wolfram.com/
ExtendedMean-ValueTheorem.html) .
mathworld.wolfram.com. Retrieved
2018-10-08.
8. "Cauchy's Mean Value Theorem" (https://w
ww.math24.net/cauchys-mean-value-theore
m/) . Math24. Retrieved 2018-10-08.
9. Rudin, Walter (1976). Principles of
Mathematical Analysis (3rd ed.) (https://arc
hive.org/details/1979RudinW) . New York:
McGraw-Hill. p. 113. ISBN 978-0-07-
054235-8. Theorem 5.19.
10. Hörmander 2015, Theorem 1.1.1. and
remark following it.
11. Lemma — 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.
12. "Mathwords: Mean Value Theorem for
Integrals" (http://www.mathwords.com/m/
mean_value_theorem_integrals.htm) .
www.mathwords.com.
13. Michael Comenetz (2002). Calculus: The
Elements. World Scientific. p. 159.
ISBN 978-981-02-4904-5.
14. Editorial note: the proof needs to be
modified to show there is a c in (a, b)
15. Hobson, E. W. (1909). "On the Second
Mean-Value Theorem of the Integral
Calculus" (https://zenodo.org/record/1447
800) . Proc. London Math. Soc. S2–7 (1):
14–23. Bibcode:1909PLMS...27...14H (http
s://ui.adsabs.harvard.edu/abs/1909PLMS...
27...14H) . doi:10.1112/plms/s2-7.1.14 (htt
ps://doi.org/10.1112%2Fplms%2Fs2-7.1.1
4) . MR 1575669 (https://mathscinet.ams.o
rg/mathscinet-getitem?mr=1575669) .
16. 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.or
g/10.1239%2Fjap%2F1032374628) .
JSTOR 3215435 (https://www.jstor.org/sta
ble/3215435) . S2CID 250351233 (https://a
pi.semanticscholar.org/CorpusID:25035123
3) .
17. 1 J.-Cl. Evard, F. Jafari, A Complex Rolle’s
Theorem, American Mathematical Monthly,
Vol. 99, Issue 9, (Nov. 1992), pp. 858-861.

References
Hörmander, Lars (2015), The Analysis of
Linear Partial Differential Operators I:
 Distribution Theory and Fourier Analysis,
Classics in Mathematics (2nd ed.),
Springer, ISBN 9783642614972

External links
"Cauchy theorem" (https://www.encyclo
pediaofmath.org/index.php?title=Cauch
y_theorem) , Encyclopedia of
Mathematics, EMS Press, 2001 [1994]
PlanetMath: Mean-Value Theorem (http
s://planetmath.org/encyclopedia/Mean
ValueTheorem.html)
Weisstein, Eric W. "Mean value theorem"
(https://mathworld.wolfram.com/Mean-
ValueTheorem.html) . MathWorld.
 Weisstein, Eric W. "Cauchy's Mean-Value
Theorem" (https://mathworld.wolfram.c
om/CauchysMean-ValueTheorem.htm
l) . MathWorld.
"Mean Value Theorem: Intuition behind
the Mean Value Theorem" (https://www.
khanacademy.org/video/mean-value-the
orem) at the Khan Academy

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