Powerful theorems that express integrals in terms of function values at specific points: the First MVT, Bonnet's theorem, and the Weierstrass form.
Given a continuous function on , can we find a point where the function value equals the “average value” of over the interval?
The Mean Value Theorem for integrals guarantees such a point exists!
The area under from to equals the area of a rectangle with:
Area under curve = Area of rectangle
Let with not changing sign (i.e., or on ).
If with , then there exists such that:
If additionally , then with :
Assume . Since :
Integrating:
If , then and any works.
If , define:
Then .
If is continuous, by IVT, for some .
If , then :
Problem: For on , find from the First MVT.
Solution:
By First MVT: , so .
Therefore:
Evaluate: where with .
Solution:
By First MVT with :
where .
As : , so .
Result:
Let .
(1) If is non-negative and decreasing on :
for some .
(2) If is non-negative and increasing on :
for some .
Let . We'll use integration by parts in the generalized sense.
Assume first and . Then:
Since :
Since (decreasing) and :
Simplifying: .
By IVT for , there exists with .
Problem: If and , prove :
Solution Sketch:
Let . Note on and .
Using integration by parts twice and applying the First MVT to the resulting integral gives the result.
Let be monotonic on and . Then :
Write if increasing, or if decreasing.
Apply Bonnet's theorem to the shifted function (which is now non-negative monotone).
The details involve careful bookkeeping but follow the same pattern as Bonnet's proof.
Estimate: using Second MVT.
Solution:
Here (increasing), .
By Weierstrass: :
Actual value: (by parts).
So , giving .
For sequences and , with partial sums :
This is the discrete analog of integration by parts: .
For with and :
Abel's transformation is the key tool in proving Bonnet's theorem. By choosing appropriately, we can control the transformed integral and extract the desired .
Prove: for .
Solution:
By First MVT:
where .
As : , so by continuity .
Prove: If , , and , then has at least two zeros in .
Solution Sketch:
From the first condition: where .
By Rolle's theorem on : with .
The second condition, combined with integration by parts and the First MVT, yields another zero.
Prove: as (Riemann-Lebesgue).
Proof Sketch:
For monotone, use Second MVT:
Each integral on the right is .
For general , approximate by step functions.
The MVT only guarantees existence, not uniqueness of ξ!
Without continuity, we only get μ ∈ [m, M], not f(ξ) = μ.
For decreasing f: use f(a). For increasing f: use f(b)!
Bonnet requires f ≥ 0. For general monotone f, use Weierstrass.
Problem: Show as .
Solution:
Use product-to-sum:
Both terms are as .
Problem: Find the average value of on .
Solution:
The mean value is , achieved at .
Problem: If with , prove .
Solution:
Let . Since :
Using the weighted MVT with weight :
Problem: For , find .
Solution:
By First MVT:
where .
So:
Key insight: The weight concentrates near as .
More carefully: as .
Result:
Problem: Using integral MVT, prove Cauchy-Schwarz: .
Proof Sketch:
Consider for all .
This is a non-negative quadratic in , so discriminant ≤ 0:
Problem: Estimate for large .
Solution:
Let (decreasing, positive) and .
By Bonnet: :
Since : .
1. Find for on .
2. Find average value of on .
3. Evaluate .
4. If , prove for some .
5. Apply Bonnet to .
6. Show .
7. Use Weierstrass for .
8. Prove: converges.
9.
10.
11. Prove for some .
12. Show .
French mathematician who proved the second mean value theorem in its most useful form. Also known for fundamental contributions to differential geometry.
German mathematician known as the “father of modern analysis”. His rigorous approach to calculus led to the epsilon-delta definitions we use today.
Norwegian mathematician who proved the impossibility of solving quintic equations by radicals. His summation technique (Abel's lemma) is a key tool in analysis.
French mathematician who first stated the mean value theorem for integrals in its modern form, establishing the foundations of rigorous analysis.
The integral MVT is closely related to the differential MVT via FTC. Both express global properties in terms of local values.
The Riemann-Lebesgue lemma (proved via Second MVT) is essential for understanding Fourier coefficient decay.
The Second MVT is key for proving convergence of improper integrals with oscillating integrands.
Error bounds for numerical methods like the midpoint rule use the First MVT.
MVTs help extract leading-order behavior of integrals depending on parameters.
Expected values and weighted averages are generalizations of the mean value concept.
| Theorem | Conditions | Conclusion |
|---|---|---|
| First MVT (basic) | ||
| Weighted First MVT | ||
| Bonnet (↘) | decreasing | |
| Bonnet (↗) | increasing | |
| Weierstrass | monotone |
Step 1: Define Auxiliary Function
Let . This is the “cumulative weight” function.
Step 2: Apply Integration by Parts
Write and apply Abel's transformation.
Step 3: Bound the Integral
Use monotonicity of to bound by min/max of .
Step 4: Apply IVT
Since is continuous and the bounds are achieved, IVT gives .
Another approach to the Second MVT uses Riemann sums directly:
1. Partition and write the Riemann sum for .
2. Use Abel's summation formula (discrete version).
3. Take the limit as mesh size → 0.
This approach is more elementary but requires careful handling of limits.
Problem 1:
If with , prove:
Problem 2:
For with and , prove has at least two zeros in .
Problem 3:
Prove:
Problem 4:
If is continuous and for all , prove for some constant .
Problem 5:
Use the Second MVT to prove the Dirichlet test for improper integrals: if is monotone → 0 and is bounded, then converges.
Problem 1: Use and bound carefully.
Problem 2: Consider and apply Rolle twice.
Problem 3: Substitute and use dominated convergence.
Problem 4: Differentiate both sides using FTC.
The mean value equals .
For weight .
Used in physics and signal processing.
The norm divided by .
For non-negative continuous :
Arithmetic mean ≤ Root mean square. These inequalities follow from convexity arguments.
| Scenario | Best Tool | Why |
|---|---|---|
| Simple integral, find average | First MVT | Gives directly |
| Product with weight | Weighted MVT | Factors out |
| Monotone , oscillating | Bonnet | Bounds using endpoint values |
| General monotone | Weierstrass | No sign restriction on |
| Limit as parameter → ∞ | Either MVT + limit | Extract behavior |
| Proving integral vanishes | Second MVT | Bounds by |
The Cauchy mean value theorem generalizes to: under appropriate conditions.
Mean value theorems extend to Lebesgue integrals with measure-theoretic conditions replacing continuity/monotonicity.
In probability theory, the MVT connects to expectations: for some in the support.
The MVT extends to multiple integrals: for convex domains.
This chapter covered the mean value theorems for integrals:
These tools are essential for estimating integrals, proving convergence, and evaluating limits.
The integral MVT for f says ∫f = f(ξ)(b-a). If F' = f, then by differential MVT, F(b)-F(a) = F'(ξ)(b-a) = f(ξ)(b-a). So the integral MVT follows from the differential MVT via FTC!
Continuity ensures f attains its mean value. If f is just integrable, the average might not equal f(x) for any x (think of discontinuous functions).
Bonnet's theorem handles products fg where f is monotone. The key insight is that the 'weight' f concentrates the integral near one endpoint.
It's useful when computing limits of integrals or estimating integrals where one factor varies slowly (the weight g) compared to another (the function f).
Like integration by parts, but for sums. It transforms Σaₖbₖ into a sum involving partial sums Aₖ and differences Δbₖ, useful for proving convergence.
Monotonicity of controls where integral concentrates