diff --git a/pages/Math4121/Math4121_L3.md b/pages/Math4121/Math4121_L3.md index 58e3216..d24c491 100644 --- a/pages/Math4121/Math4121_L3.md +++ b/pages/Math4121/Math4121_L3.md @@ -1 +1,86 @@ -# Lecture 3 \ No newline at end of file +# Lecture 3 + +## Continue on Differentiation + +### Mean Value Theorem + +#### Theorem 5.9 Generalized Mean Value Theorem + +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 + +$$ +[f(b)-f(a)]g'(x)=[g(b)-g(a)]f'(x) +$$ + +Proof: + +Define $h(x)=[f(b)-f(a)]g(x)-[g(b)-g(a)]f(x)$, $t\in [a,b]$. + +We need to show that there exists a point $x\in (a,b)$ such that $h'(x)=0$. + +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) + +$$ +\begin{aligned} +h(a)&=[f(b)-f(a)]g(a)-[g(b)-g(a)]f(a)\\ +&=f(b)g(a)-f(a)g(b)\\ +h(b)&=[f(b)-f(a)]g(b)-[g(b)-g(a)]f(b)\\ +&=g(a)f(b)-g(b)f(a) +\end{aligned} +$$ + +So $h(a)=h(b)$. + +Consider three cases: + +1. $h$ is constant on $[a,b]$. Then $h'(x)=0$ for all $x\in (a,b)$. +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 $[a,b]$.) +3. $\exists t\in (a,b)$ such that $h(t)0$. + +We claim that $\exists t_1\in (a,b)$ such that $g(t_1)