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On a convex open set the difference quotient is an average of the derivative along the segment

Statement

Let VC be open and convex (A convex subset of Rm contains every line segment between two of its points) and let f:VC be holomorphic. Then for all z,wV

f(w)f(z)=(wz)01f(z+t(wz))dt,

the integral being the componentwise integral of a continuous R2-valued function of t (The derivative and the Riemann integral of a vector-valued function: an intrinsic derivative and a componentwise integral). In particular, for wz,

f(w)f(z)wz=01f(z+t(wz))dt,

while for w=z the displayed integral equals f(z) and both sides of the first identity are 0.

Facts & Assumptions

Given: An open convex VC, a holomorphic f:VC and points z,wV; segments in the plane are those of Complex star-shaped and convex domains are the published Euclidean notions under the identification C=R2.

[L1]

If F is a primitive of a continuous f on an open set containing the trace of a rectifiable contour γ:[a,b]C and F=f is continuous, then γf(z)dz=F(γ(b))F(γ(a)) (The line integral of a continuous function admitting a primitive is that primitive's endpoint increment along every rectifiable path, A primitive of a complex function on an open set).

[L2]

For a piecewise-C1 contour γ and f continuous on its trace, γf(z)dz=jtjtj+1f(γ(t))γj(t)dt (For piecewise-C1 contours the Riemann–Stieltjes integral agrees with the parametric complex integral and the published real line integrals).

[L3]

A holomorphic f=u+iv on an open subset of C has (u,v) of class Ck for every natural k, hence smooth (Holomorphic functions are real analytic and smooth in their two real coordinates), and every holomorphic function has complex derivatives of every natural order (All higher complex derivatives exist and satisfy Cauchy's integral formula on an interior circle).

[L4]

A subset URm is convex when (1t)x+tyU for all x,yU and t[0,1] (A convex subset of Rm contains every line segment between two of its points).

[L6]

A function complex differentiable at a point is continuous there (Complex differentiability at a point implies continuity there).

[L7]

A continuous path differentiable with a continuous derivative on each piece of a partition is rectifiable (A continuous piecewise-C1 path is rectifiable and its length is the sum of the speed integrals over its pieces).

Proof

technique · direct
1.1

By [L3] the derivative f is again holomorphic on V, hence continuous there by [L6], so f is a primitive of the continuous f with continuous F in the sense of [L1].

givenL1L3L6
1.2

The map (t)=z+t(wz) on [0,1] has values in V by [L4], since V is convex, and is differentiable with the constant continuous derivative wz, so it is a piecewise-C1, hence rectifiable, contour with trace in V ([L7]); its endpoints are (0)=z and (1)=w.

givenL4L7
2.1

By [L1] applied to , f(ζ)dζ=f((1))f((0))=f(w)f(z).

step 1.1step 1.2L1
2.2

By [L2] applied to , whose derivative is the constant wz, f(ζ)dζ=01f(z+t(wz))(wz)dt, and pulling the complex constant wz out of the componentwise integral is real linearity, so this equals (wz)01f(z+t(wz))dt.

step 1.1step 1.2L2L5algebra
3.1

Steps 2.1 and 2.2 give f(w)f(z)=(wz)01f(z+t(wz))dt; dividing by wz when wz gives the difference-quotient form, and when w=z the integrand is the constant f(z), whose integral over [0,1] is f(z) by [L5], while both sides of the first identity are 0.

step 2.1step 2.2L5algebra

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