The Integral Mean Value Theorem
Okay: time to get back on track. Today, we’ll see a theorem about integrals that’s similar to the Differential Mean Value Theorem. Specifically, it states that if we have a continuous function then there is some
so that
Let’s consider the Darboux sums we use to define the integral. We know that if we choose a partition, then its upper Darboux sum is greater than any Riemann sum of any refinement of that partition. So let’s take the absolute coarsest possible partition: the one where we just have partition points and
. Then the upper Darboux sum is
, where
is the maximum value of
on the interval
. Similarly, the lower Darboux sum on this interval is
(where
is the minimum value of
), and it’s the lowest possible Darboux sum. Then we can divide everything in sight by
to get the inequality
Now the Intermediate Value Theorem tells us that must take every value between
and
at some point between
and
. And thus there must exist a
so that
just as we wanted.
This theorem is just a reformulation of the differential MVT if you take into account the fundamental theorem of calculus (exercise).
Which theorem I have not yet covered. Patience, Michael. I know you know far better than I how I should be covering this material, but in the absence of your definitive weblog on the subject, I’m going through it in my own way.
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Great post! Very powerful theorems.