Real Analysis Notes9

CM221A
ANALYSIS I
NOTES ON WEEK 9
FINDING MAXIMAL AND MINIMAL VALUES

Definition. Let f be a function defined on an interval (a, b). We say that f has a
local maximum at a point c (a, b) if there exists > 0 such that f (c) > f (x) for
all x (c , c + ). Similarly, f has a local minimum at c (a, b) if there exists
> 0 such that f (c) 6 f (x) for all x (c , c + ).
Theorem. Let f be a differentiable function on the interval (a, b). If f has a local
maximum or a local minimum at c (a, b) then f 0 (c) = 0.
(c)
>0
Proof. If f has a local maximum at c then there exists > 0 such that f (x)f
xc
f (x)f (c)
6 0 for all x (c, c + ). Therefore, in the
for all x (c , c) and
xc
definition of the derivative, the left limit is nonnegative and the right limit is
nonpositive. Since f is differentiable, both these limits exist and coincide. This
implies that they are equal to zero. The corresponding result for a local minimum is
obtained in a similar way (or by applying the local maximum result to the function
g(x) = f (x)).
A function may have several local maxima and minima. For example, f (x) = cos x
has local maxima at the points x = 2n and local minima at the points + 2n,
where n = 0, 1, 2, . . .
It may well happen that f 0 (c) = 0 but c is not a local mimimum or local maximum
of f . Such a point c is called a saddle point.
Example. Let f (x) = x3 then f 0 (x) = 3x2 = 0 at x = 0. However, the function f
does not have a local minimum or a local maximum at this point.
Finding the maximum value of a differentiable function on an interval.
The maximal value of a function f on an interval I either coincides with a local
maxima or is attained at an end point of the interval. In order to find it, one has
to do the following:
(a) to find all points c1 , c2 , . . . I at which f 0 (ck ) = 0;
(b) to evaluate f (ck );
(c) to evaluate f at the end points of the interval if they are included in I;
(d) to select the point at which f takes the maximal value. This may be either
one of the points ck , or an end point of the interval.
In a similar way one can find the minimum value. Do not forget (c) and (d)!
Warning: the equality f 0 (c) = 0 does not imply that f (c) is the maximal (or
minimal) value of f . It may well happen that c is a local maximum (or minimum),
or that the value of f at an end point is greater (or smaller) than f (c).
MEAN VALUE THEOREMS

Rolles Theorem. If f : [a, b] R is continuous and it is differentiable at every
x (a, b) and f (a) = f (b) = 0 then there exists a point c in (a, b) at which
f 0 (c) = 0.
Proof. We know that a continuous function on a bounded closed interval attains
its maximum and minimum values. If both these values are zero, the function
is identically equal to zero and f 0 = 0 everywhere. If one of these values is not
zero and is attained at the point c then c (a, b) and, by the previous theorem
f 0 (c) = 0.
Mean Value Theorem. If f : [a, b] R is continuous and it is differentiable at
(a)
.
every x (a, b) then there exists a point c in (a, b) at which f 0 (c) = f (b)f
ba
Proof. Consider the function
g(x) = f (x) f (a)
f (b) f (a)
(x a) .
ba
Since f is continuous on [a, b] and differentiable on (a, b), the same is true about
g. Also, g(a) = g(b) = 0. Applying Rolles Theorem to g, we obtain the required
result.
Corollary. If f is differentiable on an interval (a, b) and f 0 (x) = 0 for all x (a, b)
then f is constant on (a, b).
Proof. Let a1 , b1 (a, b) and a1 < b1 . Applying Mean Value Theorem to the
(a1 )
interval [a1 , b1 ], we obtain f (bb11)f
= 0, that is, f (b1 ) = f (a1 ). Since this is true
a1
for all a1 , b1 (a, b), the function f is constant.
Cauchys Mean Value Theorem. Suppose that f and g are continuous on [a, b]
and differentiable on (a, b). Suppose further that g 0 is never zero on (a, b). Then
there is some c (a, b) such that
f (a) f (b)
f 0 (c)
= 0
.
g(a) g(b)
g (c)
Proof. Note first of all that g(a) g(b) 6= 0. Indeed, if g(a) = g(b) then, by Rolles
theorem, g 0 (x) = 0 at some point x (a, b).
Let (x) = (g(b) g(a)) f (x) (f (b) f (a)) g(x) + f (b)g(a) f (a)g(b) . Then
(a) = (b) = 0 and satisfies the conditions of Rolles theorem. Thus there
exists c (a, b) such that
0 (c) = (g(b) g(a)) f 0 (c) (f (b) f (a)) g 0 (c) = 0 .
This implies the required result.
TAYLORS THEOREM
Definition. We say that f is n times differentiable on (a, b) if each derivative of
order up to n exists at every point of the interval (the derivative of order two is
the derivative of the first derivative, the derivative of order three is obtained by
differentiation the derivative of order three and so on). We say that it is n times
continuously differentiable if the final derivative is continuous (the function and its
first (n 1) derivatives are automatically continuous). If the interval is [a, b] then
we require the one-sided derivatives of all orders up to n to exist at the end-points
if the interval. The usual notation for the derivative of order n is f (n) , so that
d (n1)
f
(x).
f (n) (x) = dx
Theorem (Taylors formula). If f is n times continuously differentiable on the
interval (a , a + ) then, for each x (a , a + ), there exists a point c lying
between a and x (that is, c (a, x) if x > a and c (x, a) if x < a ), such that
(x a)2
2!
3
(x
a)
(x a)n1
+ f (3) (a)
+ + f (n1) (a)
+ Rn ,
3!
(n 1)!
f (x) = f (a) + f 0 (a) (x a) + f (2) (a)
(x a)n
where Rn = f (n) (c)
.
n!
Remark. Sometimes it is more convenient to write down Taylors formula as
f (a + h) = f (a) + f 0 (a) h + f (2) (a)
h2
h3
hn1
+ f (3) (a)
+ + f (n1) (a)
+ Rn ,
2!
3!
(n 1)!
hn
and c is a point lying between a and a + h.
n!
Proof of Taylors formula. Let g(x) = (x a)m and
where Rn = f (n) (c)
f(x) = f (x)
n1
X
k=0
f (k) (a)
(x a)k
.
k!
Note that the functions f and g and their first (n 1) derivatives are equal to zero
at the point x = a. Therefore, applying Cauchys Mean Value Theorem, we obtain
f(x)
f(x) f(a)
f0 (c1 )
f0 (c1 ) f 0 (a)
f(2) (c2 )
= 0
=
=
= 0
g(x)
g(x) g(a)
g (c1 )
g (c1 ) g 0 (a)
g (2) (c2 )
f(2) (c2 ) f(2) (a)
f(3) (c3 )
f(n1) (cn1 ) f(n1) (a)
f(n) (cn )
= (2)
=
=
=
=
,
g (c2 ) g (2) (a)
g (3) (c3 )
g (n1) (cn1 ) g (n1) (a)
g (n) (cn )
where c1 (a, x), c2 (a, c1 ), c3 (a, c2 ), . . . , cn (a, cn1 ) (a, x) if x > a, and
c1 (x, a), c2 (c1 , a), c3 (c2 , a), . . . , cn (cn1 , a) (x, a) if x < a.
f (n) (cn ). This
Since g (n) (x) = n! and f(n) (x) = f (n) (x) for all x, we get f(x) = g(x)
n!
is equivalent to Taylors formula with c = cn .
Remark. Note that the mean value theorem is a particular case of Taylors theorem corresponding to n = 1.
3

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CM221A

FINDING MAXIMAL AND MINIMAL VALUES

MEAN VALUE THEOREMS

f (x) = f (a) + f 0 (a) (x a) + f (2) (a)

where Rn = f (n) (c)

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