MathIsimple
π
θ
Δ
ε
Home/Calculus/Chapter 6/Mean Value Theorems
CALC-6.5
3-4 hours
Advanced Topic

Mean Value Theorems for Integrals

Powerful theorems that express integrals in terms of function values at specific points: the First MVT, Bonnet's theorem, and the Weierstrass form.

Learning Objectives
Prove the first mean value theorem for integrals
Apply the weighted first mean value theorem
Understand the second mean value theorem (Bonnet form)
Master the Weierstrass form of the second MVT
Apply Abel's transformation technique
Solve limit problems using mean value theorems
Connect integral MVT to differential MVT

1. Motivation: Averaging Function Values

The Central Question

Given a continuous function ff on [a,b][a, b], can we find a point ξ\xi where the function value equals the “average value” of ff over the interval?

Average value=1baabf(x)dx\text{Average value} = \frac{1}{b-a}\int_a^b f(x)\,dx

The Mean Value Theorem for integrals guarantees such a point exists!

Remark 6.10: Geometric Interpretation

The area under ff from aa to bb equals the area of a rectangle with:

  • Width: bab - a
  • Height: f(ξ)f(\xi) (the mean value)
abf(x)dx=f(ξ)(ba)\int_a^b f(x)\,dx = f(\xi) \cdot (b - a)

Area under curve = Area of rectangle

2. First Mean Value Theorem

Theorem 6.28: First Mean Value Theorem for Integrals

Let gR[a,b]g \in R[a, b] with g(x)g(x) not changing sign (i.e., g0g \geq 0 or g0g \leq 0 on [a,b][a, b]).

If fR[a,b]f \in R[a, b] with mf(x)Mm \leq f(x) \leq M, then there exists μ[m,M]\mu \in [m, M] such that:

abf(x)g(x)dx=μabg(x)dx\int_a^b f(x)g(x)\,dx = \mu \int_a^b g(x)\,dx

If additionally fC[a,b]f \in C[a, b], then ξ[a,b]\exists \xi \in [a, b] with μ=f(ξ)\mu = f(\xi):

abf(x)g(x)dx=f(ξ)abg(x)dx\int_a^b f(x)g(x)\,dx = f(\xi)\int_a^b g(x)\,dx
Proof of Theorem 6.28:

Assume g0g \geq 0. Since mf(x)Mm \leq f(x) \leq M:

mg(x)f(x)g(x)Mg(x)mg(x) \leq f(x)g(x) \leq Mg(x)

Integrating:

mabg(x)dxabf(x)g(x)dxMabg(x)dxm\int_a^b g(x)\,dx \leq \int_a^b f(x)g(x)\,dx \leq M\int_a^b g(x)\,dx

If g=0\int g = 0, then fg=0\int fg = 0 and any μ\mu works.

If g>0\int g > 0, define:

μ=abf(x)g(x)dxabg(x)dx\mu = \frac{\int_a^b f(x)g(x)\,dx}{\int_a^b g(x)\,dx}

Then mμMm \leq \mu \leq M.

If ff is continuous, by IVT, f(ξ)=μf(\xi) = \mu for some ξ[a,b]\xi \in [a, b].

Corollary 6.8: Basic Form (g ≡ 1)

If fC[a,b]f \in C[a, b], then ξ[a,b]\exists \xi \in [a, b]:

abf(x)dx=f(ξ)(ba)\int_a^b f(x)\,dx = f(\xi)(b - a)
Example 6.36: Finding the Mean Value Point

Problem: For f(x)=x2f(x) = x^2 on [0,3][0, 3], find ξ\xi from the First MVT.

Solution:

03x2dx=x3303=9\int_0^3 x^2\,dx = \frac{x^3}{3}\Big|_0^3 = 9

By First MVT: 9=ξ239 = \xi^2 \cdot 3, so ξ2=3\xi^2 = 3.

Therefore: ξ=31.732[0,3]\xi = \sqrt{3} \approx 1.732 \in [0, 3]

Example 6.37: Application to Limits

Evaluate: limna/nb/nf(x)xdx\lim_{n \to \infty} \int_{a/n}^{b/n} \frac{f(x)}{x}\,dx where fC[0,c]f \in C[0, c] with 0<a<bc0 < a < b \leq c.

Solution:

By First MVT with g(x)=1/xg(x) = 1/x:

a/nb/nf(x)xdx=f(ξn)a/nb/ndxx=f(ξn)lnba\int_{a/n}^{b/n} \frac{f(x)}{x}\,dx = f(\xi_n) \int_{a/n}^{b/n} \frac{dx}{x} = f(\xi_n) \ln\frac{b}{a}

where ξn[a/n,b/n]\xi_n \in [a/n, b/n].

As nn \to \infty: ξn0\xi_n \to 0, so f(ξn)f(0)f(\xi_n) \to f(0).

Result: lim=f(0)ln(b/a)\lim = f(0) \ln(b/a)

3. Second Mean Value Theorem (Bonnet)

Theorem 6.29: Bonnet's Theorem

Let gR[a,b]g \in R[a, b].

(1) If ff is non-negative and decreasing on [a,b][a, b]:

abf(x)g(x)dx=f(a)aξg(x)dx\int_a^b f(x)g(x)\,dx = f(a)\int_a^\xi g(x)\,dx

for some ξ[a,b]\xi \in [a, b].

(2) If ff is non-negative and increasing on [a,b][a, b]:

abf(x)g(x)dx=f(b)ξbg(x)dx\int_a^b f(x)g(x)\,dx = f(b)\int_\xi^b g(x)\,dx

for some ξ[a,b]\xi \in [a, b].

Proof of Theorem 6.29 (Case 1):

Let G(x)=axg(t)dtG(x) = \int_a^x g(t)\,dt. We'll use integration by parts in the generalized sense.

Assume first gC[a,b]g \in C[a,b] and fC1[a,b]f \in C^1[a,b]. Then:

abf(x)g(x)dx=abf(x)dG(x)=f(x)G(x)ababG(x)f(x)dx\int_a^b f(x)g(x)\,dx = \int_a^b f(x)\,dG(x) = f(x)G(x)\Big|_a^b - \int_a^b G(x)f'(x)\,dx

Since G(a)=0G(a) = 0:

=f(b)G(b)abG(x)f(x)dx= f(b)G(b) - \int_a^b G(x)f'(x)\,dx

Since f0f' \leq 0 (decreasing) and mG(x)Mm \leq G(x) \leq M:

mf(b)m[f(b)f(a)]abfgMf(b)M[f(b)f(a)]mf(b) - m[f(b) - f(a)] \leq \int_a^b fg \leq Mf(b) - M[f(b) - f(a)]

Simplifying: mf(a)fgMf(a)mf(a) \leq \int fg \leq Mf(a).

By IVT for GG, there exists ξ\xi with G(ξ)=aξg=fg/f(a)G(\xi) = \int_a^\xi g = \int fg / f(a).

Example 6.38: Applying Bonnet's Theorem

Problem: If fC2[1,1]f \in C^2[-1, 1] and f(0)=0f(0) = 0, prove ξ[1,1]\exists \xi \in [-1, 1]:

f(ξ)=311f(x)dxf''(\xi) = 3\int_{-1}^1 f(x)\,dx

Solution Sketch:

Let g(x)=1x2g(x) = 1 - x^2. Note g0g \geq 0 on [1,1][-1, 1] and g(1)=g(1)=0g(-1) = g(1) = 0.

Using integration by parts twice and applying the First MVT to the resulting integral gives the result.

4. Weierstrass Form

Theorem 6.30: Weierstrass Form of Second MVT

Let ff be monotonic on [a,b][a, b] and gR[a,b]g \in R[a, b]. Then ξ[a,b]\exists \xi \in [a, b]:

abf(x)g(x)dx=f(a)aξg(x)dx+f(b)ξbg(x)dx\int_a^b f(x)g(x)\,dx = f(a)\int_a^\xi g(x)\,dx + f(b)\int_\xi^b g(x)\,dx
Proof of Theorem 6.30:

Write f=f(a)+[ff(a)]f = f(a) + [f - f(a)] if increasing, or f=f(b)+[ff(b)]f = f(b) + [f - f(b)] 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.

Example 6.39: Using Weierstrass Form

Estimate: 0πxsinxdx\int_0^\pi x\sin x\,dx using Second MVT.

Solution:

Here f(x)=xf(x) = x (increasing), g(x)=sinxg(x) = \sin x.

By Weierstrass: ξ[0,π]\exists \xi \in [0, \pi]:

0πxsinxdx=00ξsinxdx+πξπsinxdx\int_0^\pi x\sin x\,dx = 0 \cdot \int_0^\xi \sin x\,dx + \pi \int_\xi^\pi \sin x\,dx
=π[1+cosξ]= \pi[1 + \cos\xi]

Actual value: 0πxsinxdx=π\int_0^\pi x\sin x\,dx = \pi (by parts).

So 1+cosξ=11 + \cos\xi = 1, giving ξ=π/2\xi = \pi/2.

5. Abel's Transformation

Definition 6.12: Abel's Lemma (Summation by Parts)

For sequences {ak}\{a_k\} and {bk}\{b_k\}, with partial sums Ak=i=1kaiA_k = \sum_{i=1}^k a_i:

k=1nakbk=Anbnk=1n1Ak(bk+1bk)\sum_{k=1}^n a_k b_k = A_n b_n - \sum_{k=1}^{n-1} A_k(b_{k+1} - b_k)

This is the discrete analog of integration by parts: udv=uvvdu\int u\,dv = uv - \int v\,du.

Theorem 6.31: Abel's Lemma for Integrals

For f,gR[a,b]f, g \in R[a, b] with F(x)=axf(t)dtF(x) = \int_a^x f(t)\,dt and G(x)=axg(t)dtG(x) = \int_a^x g(t)\,dt:

abF(x)g(x)dx=F(x)G(x)ababG(x)f(x)dx\int_a^b F(x)g(x)\,dx = F(x)G(x)\Big|_a^b - \int_a^b G(x)f(x)\,dx
Remark 6.11: Connection to Bonnet's Theorem

Abel's transformation is the key tool in proving Bonnet's theorem. By choosing ff appropriately, we can control the transformed integral and extract the desired ξ\xi.

6. Applications

Example 6.40: Limit Evaluation

Prove: limna/nb/nf(x)xdx=f(0)lnba\lim_{n \to \infty} \int_{a/n}^{b/n} \frac{f(x)}{x}\,dx = f(0)\ln\frac{b}{a} for fC[0,c]f \in C[0, c].

Solution:

By First MVT: a/nb/nf(x)xdx=f(ξn)lnba\int_{a/n}^{b/n} \frac{f(x)}{x}\,dx = f(\xi_n)\ln\frac{b}{a}

where ξn[a/n,b/n]\xi_n \in [a/n, b/n].

As nn \to \infty: ξn0\xi_n \to 0, so by continuity f(ξn)f(0)f(\xi_n) \to f(0).

Example 6.41: Existence of Zeros

Prove: If fC[0,π]f \in C[0, \pi], 0πf(x)dx=0\int_0^\pi f(x)\,dx = 0, and 0πf(x)cosxdx=0\int_0^\pi f(x)\cos x\,dx = 0, then ff has at least two zeros in (0,π)(0, \pi).

Solution Sketch:

From the first condition: F(π)=0F(\pi) = 0 where F(x)=0xf(t)dtF(x) = \int_0^x f(t)\,dt.

By Rolle's theorem on FF: ξ1\exists \xi_1 with F(ξ1)=f(ξ1)=0F'(\xi_1) = f(\xi_1) = 0.

The second condition, combined with integration by parts and the First MVT, yields another zero.

Example 6.42: Oscillating Integrals

Prove: abf(x)sin(λx)dx0\int_a^b f(x)\sin(\lambda x)\,dx \to 0 as λ\lambda \to \infty (Riemann-Lebesgue).

Proof Sketch:

For ff monotone, use Second MVT:

abf(x)sin(λx)dx=f(a)aξsin(λx)dx+f(b)ξbsin(λx)dx\int_a^b f(x)\sin(\lambda x)\,dx = f(a)\int_a^\xi \sin(\lambda x)\,dx + f(b)\int_\xi^b \sin(\lambda x)\,dx

Each integral on the right is O(1/λ)O(1/\lambda).

For general fR[a,b]f \in R[a,b], approximate by step functions.

7. Common Mistakes

❌ Assuming ξ is unique

The MVT only guarantees existence, not uniqueness of ξ!

❌ Forgetting continuity for ξ

Without continuity, we only get μ ∈ [m, M], not f(ξ) = μ.

❌ Wrong direction in Bonnet

For decreasing f: use f(a). For increasing f: use f(b)!

❌ Ignoring sign conditions

Bonnet requires f ≥ 0. For general monotone f, use Weierstrass.

8. Additional Examples

Example 6.43: Integral with Oscillating Weight

Problem: Show 0πsin(nx)sin(λx)dx0\int_0^\pi \sin(nx)\sin(\lambda x)\,dx \to 0 as λ\lambda \to \infty.

Solution:

Use product-to-sum: sin(nx)sin(λx)=12[cos((nλ)x)cos((n+λ)x)]\sin(nx)\sin(\lambda x) = \frac{1}{2}[\cos((n-\lambda)x) - \cos((n+\lambda)x)]

0πsin(nx)sin(λx)dx=12[sin((nλ)π)nλsin((n+λ)π)n+λ]\int_0^\pi \sin(nx)\sin(\lambda x)\,dx = \frac{1}{2}\left[\frac{\sin((n-\lambda)\pi)}{n-\lambda} - \frac{\sin((n+\lambda)\pi)}{n+\lambda}\right]

Both terms are O(1/λ)O(1/\lambda) as λ\lambda \to \infty.

Example 6.44: Average Value Problem

Problem: Find the average value of f(x)=sin2xf(x) = \sin^2 x on [0,2π][0, 2\pi].

Solution:

fˉ=12π02πsin2xdx=12π02π1cos2x2dx\bar{f} = \frac{1}{2\pi}\int_0^{2\pi} \sin^2 x\,dx = \frac{1}{2\pi}\int_0^{2\pi} \frac{1 - \cos 2x}{2}\,dx
=14π[xsin2x2]02π=14π2π=12= \frac{1}{4\pi}\left[x - \frac{\sin 2x}{2}\right]_0^{2\pi} = \frac{1}{4\pi} \cdot 2\pi = \frac{1}{2}

The mean value is 1/21/2, achieved at ξ=π/4,3π/4,5π/4,7π/4\xi = \pi/4, 3\pi/4, 5\pi/4, 7\pi/4.

Example 6.45: Integral Inequality via MVT

Problem: If fC[0,1]f \in C[0, 1] with 01f=0\int_0^1 f = 0, prove 01xf(x)dx12maxf\int_0^1 xf(x)\,dx \leq \frac{1}{2}\max|f|.

Solution:

Let M=max[0,1]fM = \max_{[0,1]}|f|. Since 01f=0\int_0^1 f = 0:

01xf(x)dx=01xf(x)dx001f=01xf(x)dx\left|\int_0^1 xf(x)\,dx\right| = \left|\int_0^1 xf(x)\,dx - 0 \cdot \int_0^1 f\right| = \left|\int_0^1 xf(x)\,dx\right|

Using the weighted MVT with weight xx:

01xf(x)dxM01xdx=M2\left|\int_0^1 xf(x)\,dx\right| \leq M\int_0^1 x\,dx = \frac{M}{2}
Example 6.46: Convergence of Integral Sequences

Problem: For fC[0,1]f \in C[0, 1], find limnn01xnf(x)dx\lim_{n \to \infty} n\int_0^1 x^n f(x)\,dx.

Solution:

By First MVT: 01xnf(x)dx=f(ξn)01xndx=f(ξn)n+1\int_0^1 x^n f(x)\,dx = f(\xi_n)\int_0^1 x^n\,dx = \frac{f(\xi_n)}{n+1}

where ξn[0,1]\xi_n \in [0, 1].

So: n01xnf(x)dx=nn+1f(ξn)n\int_0^1 x^n f(x)\,dx = \frac{n}{n+1}f(\xi_n)

Key insight: The weight xnx^n concentrates near x=1x = 1 as nn \to \infty.

More carefully: ξn1\xi_n \to 1 as nn \to \infty.

Result: lim=f(1)\lim = f(1)

Example 6.47: Double Integral Connection

Problem: Using integral MVT, prove Cauchy-Schwarz: (fg)2f2g2(\int fg)^2 \leq \int f^2 \cdot \int g^2.

Proof Sketch:

Consider ab(f(x)+tg(x))2dx0\int_a^b (f(x) + tg(x))^2\,dx \geq 0 for all tRt \in \mathbb{R}.

f2+2tfg+t2g20\int f^2 + 2t\int fg + t^2\int g^2 \geq 0

This is a non-negative quadratic in tt, so discriminant ≤ 0:

4(fg)24f2g204(\int fg)^2 - 4\int f^2 \cdot \int g^2 \leq 0
Example 6.48: Bonnet Applied to Bessel Functions

Problem: Estimate 0πcos(nx)1+xdx\int_0^\pi \frac{\cos(nx)}{1+x}\,dx for large nn.

Solution:

Let f(x)=11+xf(x) = \frac{1}{1+x} (decreasing, positive) and g(x)=cos(nx)g(x) = \cos(nx).

By Bonnet: ξ[0,π]\exists \xi \in [0, \pi]:

0πcos(nx)1+xdx=f(0)0ξcos(nx)dx=sin(nξ)n\int_0^\pi \frac{\cos(nx)}{1+x}\,dx = f(0)\int_0^\xi \cos(nx)\,dx = \frac{\sin(n\xi)}{n}

Since sin(nξ)1|\sin(n\xi)| \leq 1: 1n0\left|\int\right| \leq \frac{1}{n} \to 0.

9. Practice Problems

Problem Set A: First Mean Value Theorem

1. Find ξ\xi for f(x)=exf(x) = e^x on [0,1][0, 1].

2. Find average value of cosx\cos x on [0,π][0, \pi].

3. Evaluate limh01haa+hf(x)dx\lim_{h \to 0} \frac{1}{h}\int_a^{a+h} f(x)\,dx.

4. If 01f=01g\int_0^1 f = \int_0^1 g, prove f(ξ)=g(η)f(\xi) = g(\eta) for some ξ,η\xi, \eta.

Problem Set B: Second Mean Value Theorem

5. Apply Bonnet to 12sinxxdx\int_1^2 \frac{\sin x}{x}\,dx.

6. Show 01xnsin(πx)dx=O(1/n)\int_0^1 x^n\sin(\pi x)\,dx = O(1/n).

7. Use Weierstrass for 01(1x)cos(nx)dx\int_0^1 (1-x)\cos(nx)\,dx.

8. Prove: 0sinxxdx\int_0^\infty \frac{\sin x}{x}\,dx converges.

Problem Set C: Applications and Limits

9. limn01f(x)1+nx2dx\lim_{n \to \infty} \int_0^1 \frac{f(x)}{1 + nx^2}\,dx

10. limn0π/2sinnxdxn\lim_{n \to \infty} \int_0^{\pi/2} \sin^n x\,dx \cdot \sqrt{n}

11. Prove 0af(x)dx=af(θa)\int_0^a f(x)\,dx = af(\theta a) for some θ(0,1)\theta \in (0,1).

12. Show limλ01eλxf(x)dx=0\lim_{\lambda \to \infty} \int_0^1 e^{-\lambda x}f(x)\,dx = 0.

Remark 6.12: Answers to Selected Problems
1: ξ=ln(e1)\xi = \ln(e-1)
2: 00
3: f(a)f(a)
10: π/2\sqrt{\pi/2}

10. Historical Context

Pierre Ossian Bonnet (1819-1892)

French mathematician who proved the second mean value theorem in its most useful form. Also known for fundamental contributions to differential geometry.

Karl Weierstrass (1815-1897)

German mathematician known as the “father of modern analysis”. His rigorous approach to calculus led to the epsilon-delta definitions we use today.

Niels Henrik Abel (1802-1829)

Norwegian mathematician who proved the impossibility of solving quintic equations by radicals. His summation technique (Abel's lemma) is a key tool in analysis.

Augustin-Louis Cauchy (1789-1857)

French mathematician who first stated the mean value theorem for integrals in its modern form, establishing the foundations of rigorous analysis.

11. Connections to Other Topics

Differential MVT

The integral MVT is closely related to the differential MVT via FTC. Both express global properties in terms of local values.

Fourier Series

The Riemann-Lebesgue lemma (proved via Second MVT) is essential for understanding Fourier coefficient decay.

Improper Integrals

The Second MVT is key for proving convergence of improper integrals with oscillating integrands.

Numerical Integration

Error bounds for numerical methods like the midpoint rule use the First MVT.

Asymptotic Analysis

MVTs help extract leading-order behavior of integrals depending on parameters.

Probability Theory

Expected values and weighted averages are generalizations of the mean value concept.

12. Theorem Summary

TheoremConditionsConclusion
First MVT (basic)fC[a,b]f \in C[a,b]f=f(ξ)(ba)\int f = f(\xi)(b-a)
Weighted First MVTfC,g0f \in C, g \geq 0fg=f(ξ)g\int fg = f(\xi)\int g
Bonnet (↘)f0f \geq 0 decreasingfg=f(a)aξg\int fg = f(a)\int_a^\xi g
Bonnet (↗)f0f \geq 0 increasingfg=f(b)ξbg\int fg = f(b)\int_\xi^b g
Weierstrassff monotonefg=f(a)aξg+f(b)ξbg\int fg = f(a)\int_a^\xi g + f(b)\int_\xi^b g

13. Detailed Proof Techniques

Proof Strategy for Second MVT

Step 1: Define Auxiliary Function

Let G(x)=axg(t)dtG(x) = \int_a^x g(t)\,dt. This is the “cumulative weight” function.

Step 2: Apply Integration by Parts

Write fg=fdG\int fg = \int f\,dG and apply Abel's transformation.

Step 3: Bound the Integral

Use monotonicity of ff to bound Gdf\int G\,df by min/max of GG.

Step 4: Apply IVT

Since GG is continuous and the bounds are achieved, IVT gives ξ\xi.

Remark 6.13: Alternative Proof via Riemann Sums

Another approach to the Second MVT uses Riemann sums directly:

1. Partition [a,b][a, b] and write the Riemann sum for fg\int fg.

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.

14. Challenge Problems

Competition-Level Problems

Problem 1:

If fC1[0,1]f \in C^1[0, 1] with f(0)=f(1)=0f(0) = f(1) = 0, prove:

01f(x)dx14max[0,1]f(x)\left|\int_0^1 f(x)\,dx\right| \leq \frac{1}{4}\max_{[0,1]}|f'(x)|

Problem 2:

For fC[0,1]f \in C[0, 1] with 01f=0\int_0^1 f = 0 and 01xf(x)dx=0\int_0^1 xf(x)\,dx = 0, prove ff has at least two zeros in (0,1)(0, 1).

Problem 3:

Prove: limn01nxn11+xndx=ln2\lim_{n \to \infty} \int_0^1 \frac{n x^{n-1}}{1 + x^n}\,dx = \ln 2

Problem 4:

If ff is continuous and 0xf(t)dt=xf(x)\int_0^x f(t)\,dt = xf(x) for all xx, prove f(x)=cxf(x) = cx for some constant cc.

Problem 5:

Use the Second MVT to prove the Dirichlet test for improper integrals: if ff is monotone → 0 and axg\int_a^x g is bounded, then afg\int_a^\infty fg converges.

Remark 6.14: Hints for Challenge Problems

Problem 1: Use f(x)=0xf(t)dtf(x) = \int_0^x f'(t)\,dt and bound carefully.

Problem 2: Consider F(x)=0xf(t)dtF(x) = \int_0^x f(t)\,dt and apply Rolle twice.

Problem 3: Substitute u=xnu = x^n and use dominated convergence.

Problem 4: Differentiate both sides using FTC.

15. Extended Formula Reference

Average Value

fˉ=1baabf(x)dx\bar{f} = \frac{1}{b-a}\int_a^b f(x)\,dx

The mean value f(ξ)f(\xi) equals fˉ\bar{f}.

Weighted Average

fˉw=abf(x)w(x)dxabw(x)dx\bar{f}_w = \frac{\int_a^b f(x)w(x)\,dx}{\int_a^b w(x)\,dx}

For weight w0w \geq 0.

Root Mean Square

frms=1baabf2(x)dxf_{\text{rms}} = \sqrt{\frac{1}{b-a}\int_a^b f^2(x)\,dx}

Used in physics and signal processing.

Generalized Mean

Mp(f)=(1baabfpdx)1/pM_p(f) = \left(\frac{1}{b-a}\int_a^b |f|^p\,dx\right)^{1/p}

The LpL^p norm divided by (ba)1/p(b-a)^{1/p}.

Remark 6.15: Inequalities Between Means

For non-negative continuous ff:

minfM1(f)M2(f)maxf\min f \leq M_1(f) \leq M_2(f) \leq \max f

Arithmetic mean ≤ Root mean square. These inequalities follow from convexity arguments.

16. Summary: When to Use Each Theorem

ScenarioBest ToolWhy
Simple integral, find averageFirst MVTGives f(ξ)f(\xi) directly
Product with weight g0g \geq 0Weighted MVTFactors out f(ξ)f(\xi)
Monotone f0f \geq 0, oscillating ggBonnetBounds using endpoint values
General monotone ffWeierstrassNo sign restriction on ff
Limit as parameter → ∞Either MVT + limitExtract ξ\xi behavior
Proving integral vanishesSecond MVTBounds by O(1/n)O(1/n)

17. Further Reading and Extensions

Generalized MVT

The Cauchy mean value theorem generalizes to:fghg=f(ξ)h(ξ)\frac{\int f g}{\int h g} = \frac{f(\xi)}{h(\xi)} under appropriate conditions.

Lebesgue Integration

Mean value theorems extend to Lebesgue integrals with measure-theoretic conditions replacing continuity/monotonicity.

Stochastic MVT

In probability theory, the MVT connects to expectations:E[f(X)]=f(ξ)E[f(X)] = f(\xi) for some ξ\xi in the support.

Multivariable Extensions

The MVT extends to multiple integrals:Df=f(ξ,η)Area(D)\iint_D f = f(\xi, \eta) \cdot \text{Area}(D) for convex domains.

Remark 6.16: Chapter Summary

This chapter covered the mean value theorems for integrals:

  • First MVT: Expresses integrals via function values at interior points
  • Weighted MVT: Handles products with non-negative weights
  • Bonnet's Theorem: For monotone non-negative functions
  • Weierstrass Form: General monotone functions, any sign
  • Abel's Transformation: Key proof technique (summation by parts)

These tools are essential for estimating integrals, proving convergence, and evaluating limits.

Mean Value Theorems Quiz
8
Questions
0
Correct
0%
Accuracy
1
The First Mean Value Theorem states that for fC[a,b]f \in C[a,b]:
Easy
Not attempted
2
The 'mean value' in the First MVT is:
Easy
Not attempted
3
For the weighted First MVT with g(x)0g(x) \geq 0:
Medium
Not attempted
4
Bonnet's theorem (Second MVT, monotone decreasing f0f \geq 0) gives:
Hard
Not attempted
5
For monotone increasing ff with f0f \geq 0, Bonnet gives:
Hard
Not attempted
6
The Weierstrass form combines both Bonnet cases for monotone ff:
Hard
Not attempted
7
What condition on ff is needed for the First MVT conclusion ξ\exists \xi?
Medium
Not attempted
8
Abel's transformation relates to:
Medium
Not attempted

Frequently Asked Questions

How is the integral MVT related to the differential MVT?

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!

Why do we need f continuous for the First MVT?

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).

What's special about Bonnet's theorem?

Bonnet's theorem handles products fg where f is monotone. The key insight is that the 'weight' f concentrates the integral near one endpoint.

When is the weighted MVT useful?

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).

How does Abel's transformation work?

Like integration by parts, but for sums. It transforms Σaₖbₖ into a sum involving partial sums Aₖ and differences Δbₖ, useful for proving convergence.

Key Takeaways

First MVT

abf=f(ξ)(ba)\int_a^b f = f(\xi)(b-a)

Weighted MVT

abfg=f(ξ)abg\int_a^b fg = f(\xi)\int_a^b g

Bonnet (↘)

fg=f(a)aξg\int fg = f(a)\int_a^\xi g

Weierstrass

fg=f(a)aξg+f(b)ξbg\int fg = f(a)\int_a^\xi g + f(b)\int_\xi^b g

Bonnet (↗)

fg=f(b)ξbg\int fg = f(b)\int_\xi^b g

Abel Transform

akbk=AnbnAkΔbk\sum a_k b_k = A_n b_n - \sum A_k \Delta b_k

Average Value

fˉ=1baabf\bar{f} = \frac{1}{b-a}\int_a^b f

Key Insight

Monotonicity of ff controls where integral concentrates

Quick Decision Guide

When to Use First MVT

  • Finding the average value of a function
  • Showing existence of a point with specific property
  • Converting integrals to function evaluations
  • Limit problems involving integrals

When to Use Second MVT

  • Products with oscillating factors (sin, cos)
  • Proving convergence of improper integrals
  • Riemann-Lebesgue lemma applications
  • Bounding integrals by endpoint values