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# Lecture 3
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# Lecture 3
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## Continue on Differentiation
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### Mean Value Theorem
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#### Theorem 5.9 Generalized Mean Value Theorem
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If $f,g:[a,b]\to \mathbb{R}$ are continuous on $[a,b]$ and differentiable in $(a,b)$, then there exists a point $x\in (a,b)$ such that
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$$
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[f(b)-f(a)]g'(x)=[g(b)-g(a)]f'(x)
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$$
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Proof:
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Define $h(x)=[f(b)-f(a)]g(x)-[g(b)-g(a)]f(x)$, $t\in [a,b]$.
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We need to show that there exists a point $x\in (a,b)$ such that $h'(x)=0$.
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By previous theorem, it's enough to show that $h$ has a local minimum or maximum in $(a,b)$. By [Extreme Value Theorem](https://notenextra.trance-0.com/Math4111/Math4111_L24#theorem-416-extreme-value-theorem)
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$$
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\begin{aligned}
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h(a)&=[f(b)-f(a)]g(a)-[g(b)-g(a)]f(a)\\
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&=f(b)g(a)-f(a)g(b)\\
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h(b)&=[f(b)-f(a)]g(b)-[g(b)-g(a)]f(b)\\
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&=g(a)f(b)-g(b)f(a)
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\end{aligned}
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$$
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So $h(a)=h(b)$.
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Consider three cases:
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1. $h$ is constant on $[a,b]$. Then $h'(x)=0$ for all $x\in (a,b)$.
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2. $\exists t\in (a,b)$ such that $h(t)>h(a)=h(b)$. Since every continuous function on a compact interval attains its supremum, and $h(t)>h(a)=h(b)$, the supremum of $h$ on $[a,b]$ is attained at some point $x\in (a,b)$. (Apply [Extreme Value Theorem](https://notenextra.trance-0.com/Math4111/Math4111_L24#theorem-416-extreme-value-theorem) to $h$ on $[a,b]$.)
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3. $\exists t\in (a,b)$ such that $h(t)<h(a)=h(b)$. Since every continuous function on a compact interval attains its infimum, and $h(t)<h(a)=h(b)$, the infimum of $h$ on $[a,b]$ is attained at some point $x\in (a,b)$. (Apply [Extreme Value Theorem](https://notenextra.trance-0.com/Math4111/Math4111_L24#theorem-416-extreme-value-theorem) to $h$ on $[a,b]$.)
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In all cases, $h$ has a local minimum or maximum in $(a,b)$.
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EOP
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#### Theorem 5.10 Mean Value Theorem
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The mean value theorem is a special case of the generalized mean value theorem when $g(x)=x$ (the identity function).
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If $f:[a,b]\to \mathbb{R}$ is continuous on $[a,b]$ and differentiable on $(a,b)$, then there exists a point $x\in (a,b)$ such that
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$$
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f(b)-f(a)=f'(x)(b-a)
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$$
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### Intermediate Value Theorem
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#### Definition 5.12.1 Intermediate Value
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We say that $f:[a,b]\to \mathbb{R}$ attains the intermediate values if for each $\lambda\in (f(a),f(b))$ there exists a point $x\in (a,b)$ such that $f(x)=\lambda$.
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#### Theorem 5.12.2 Continuous Function attains Intermediate Values
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If $f:[a,b]\to \mathbb{R}$ is continuous on $[a,b]$, then $f$ attains every value between $f(a)$ and $f(b)$.
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#### Theorem 5.12 Intermediate Value Theorem
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If $f:[a,b]\to \mathbb{R}$ is differentiable on $[a,b]$. Then $f'$ attains intermediate values.
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Proof:
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Let $\lambda\in (f'(a),f'(b))$.
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Let our auxiliary function be $g(t)=f(t)-\lambda t$.
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Since $g'(t)=f'(t)-\lambda$, it suffices to find $x\in (a,b)$ such that $g'(x)=0$.
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$g'(a)<0$ and $g'(b)>0$.
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We claim that $\exists t_1\in (a,b)$ such that $g(t_1)<g(a)$.
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If this were false, then for all $t\in (a,b)$ we would have $g(t)\geq g(a)$.
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$$
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\frac{g(t)-g(a)}{t-a}\geq 0\\
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$$
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Continue on Monday.
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@@ -5,12 +5,8 @@ export default {
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},
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Math4121_L1: "Introduction to Lebesgue Integration (Lecture 1)",
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Math4121_L2: "Introduction to Lebesgue Integration (Lecture 2)",
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Math4121_L3: {
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display: 'hidden'
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},
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Math4121_L4: {
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display: 'hidden'
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},
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Math4121_L3: "Introduction to Lebesgue Integration (Lecture 3)",
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Math4121_L4: "Introduction to Lebesgue Integration (Lecture 4)",
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Math4121_L5: {
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display: 'hidden'
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},
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