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Ogan Gurel
2 January 1993
Recall the Variance-Value Theorem which states that for any function f ( t )
continuous and differentiable over an interval [ a , b ] :
P
( t *)]
M
N b a P Q
It seemed strange that despite the deep ideas embodied in this result,
one wasn't able to find any formulation of this theorem in any of the
elementary calculus or introductory real analysis texts. I was curious
to know why in these texts the mean-value theorem took precedence over
the variance value theorem.
f (t ) f
( a )[ t a ]
Let X be a real normed linear space, and let u ( t ) be continuous and strongly differentiable in ( a , b ).
du ( t )
Then for any a b , u ( b ) u ( a ) ( ) sup
t dt
sup f
(t ) f (1) f ( 0 )
t
f(t)
f(b) G
f(a) F
E
t
a b
For the curve representing the function, there must be a maximum to the
arc length over the interval [ a , b ] . In other words, for the curve to
represent a function, a vertical line can only cut the curve once,: the
curve cannot "curl" back over itself. From the above diagram, the
maximum arc length over this interval would is the sum of the lengths, EF
and FG, given by the formula:
rmax b a f ( b ) f ( a )
The formula for arc length gives the length of the curve over the
interval (for a function differentiable over the interval) and thus this
must be less than rmax .
z
b
2
rab 1 [ f
( t )] dt rmax b a f ( b ) f ( a )
a
z
1
2
1 [ f
( t )] dt 1 f (1) f ( 0 )
0
Which by the following manipulations,
z
1
2
1 [ f
( t )] dt 1 f (1) f ( 0 )
0
z
1
2
1 [ f
( t )] 1 dt f (1) f ( 0 )
0
z
1
2
[f
( t )] dt f (1) f ( 0 )
0
z
1
2
G( x ) [ G ( x )] dx
0
f
(t ) f (1) f ( 0 )
This equation tells us that the norm of the derivative must be less than
or equal to the total change of the function. Contrast this with the
previous result of the variance value theorem:
sup f
(t ) f (1) f ( 0 )
t
This equation states paradoxically that the norm of the derivative must
be greater than or equal to the total change of the function Since both
conditions are true, we can thus state:
f
(t ) f (1) f ( 0 )
In other words, the norm of the derivative is exactly equal to the total
change of the function. And using the definition of the norm, we get:
z
1
f
( t ) dt f (1) f ( 0 )
0
z
b
f
( t ) dt f ( b ) f ( a )
a