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TheoremStatement: AI-adaptedProof: AI-generatedSession-authored (Fable 5 assisted)precheck passverified 2026-08-10 (gpt-5.6-terra-codex-subscription)
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The mean value inequality: if f:[a,b]Rmf : [a,b] \to \mathbb{R}^m is continuous and differentiable on (a,b)(a,b) with f2M\lVert f'\rVert_2 \le M, then f(b)f(a)2M(ba)\lVert f(b)-f(a)\rVert_2 \le M(b-a)

Statement

Let mNm \in \mathbb{N} with m1m \ge 1, let a,bRa, b \in \mathbb{R} with a<ba < b, and let f:[a,b]Rmf : [a,b] \to \mathbb{R}^{m} be continuous on [a,b][a,b] and differentiable at every point of (a,b)(a,b) as a function on [a,b][a,b] (Vector-valued functions f:ARmf : A \to \mathbb{R}^m, their limits and continuity, with the dictionary to the metric notions, The derivative and the Riemann integral of a vector-valued function: an intrinsic derivative and a componentwise integral, Intervals of R\mathbb{R}: the nine order-convex forms, nondegeneracy, and length). Let MRM \in \mathbb{R} with M0M \ge 0 satisfy

f(t)2    Mfor every t(a,b).\lVert f'(t)\rVert_2 \;\le\; M \qquad \text{for every } t \in (a,b).

Then

f(b)f(a)2    M(ba).\lVert f(b) - f(a)\rVert_2 \;\le\; M\,(b-a).

No integrability of ff' is assumed, so the theorem applies to every differentiable ff; that is why it is proved from the scalar mean value theorem rather than from For aba \le b and f:[a,b]Rmf : [a,b] \to \mathbb{R}^m integrable when a<ba<b, abf2abf2\bigl\lVert\int_a^b f\bigr\rVert_2 \le \int_a^b \lVert f\rVert_2; for a<ba<b, f2\lVert f\rVert_2 is integrable. If f:[a,b]Rmf : [a,b] \to \mathbb{R}^m is differentiable with integrable ff' then abf=f(b)f(a)\int_a^b f' = f(b)-f(a); and a bounded derivative makes ff Lipschitz records the comparison between the two routes.

The equality form is not asserted, and for m2m \ge 2 it is false. There need be no ξ(a,b)\xi \in (a,b) with f(b)f(a)=f(ξ)(ba)f(b)-f(a) = f'(\xi)(b-a); the companion page carries a differentiable witness on [0,1][0,1]. The ξ\xi produced in the proof below depends on the fixed vector u=f(b)f(a)u = f(b)-f(a) and is a mean value point of the real function tu,f(t)t \mapsto \langle u, f(t)\rangle, not of ff.

Facts & Assumptions

Given: A natural m1m \ge 1, reals a<ba < b, a function f:[a,b]Rmf : [a,b] \to \mathbb{R}^{m} continuous on [a,b][a,b] and differentiable on (a,b)(a,b), a real M0M \ge 0 bounding f2\lVert f'\rVert_2 on (a,b)(a,b), the vector u:=f(b)f(a)Rmu := f(b)-f(a) \in \mathbb{R}^{m}, and the real-valued function φ:[a,b]R\varphi : [a,b] \to \mathbb{R}, φ(t):=u,f(t)\varphi(t) := \langle u, f(t)\rangle.

[L1]

The inner product is bilinear and symmetric, w,w=w22\langle w,w\rangle = \lVert w\rVert_2^{2}, and u,w=i<muiwi\langle u,w\rangle = \sum_{i<m}u_iw_i (The Euclidean inner product x,y=k<nxkyk\langle x,y\rangle = \sum_{k<n} x_k y_k on Rn\mathbb{R}^n, The pp-norms xp\lVert x\rVert_p for rational p1p \ge 1, and x\lVert x\rVert_\infty).

[L2]

Cauchy-Schwarz: u,wu2w2|\langle u,w\rangle| \le \lVert u\rVert_2\lVert w\rVert_2, and ttt \le |t| (Cauchy-Schwarz x,yx2y2\lvert\langle x,y\rangle\rvert \le \lVert x\rVert_2\lVert y\rVert_2 with its equality case, the triangle inequality for 2\lVert\cdot\rVert_2, the parallelogram law and polarisation, Basic properties of the absolute value); w20\lVert w\rVert_2 \ge 0, and w2=0\lVert w\rVert_2 = 0 exactly when w=0w = 0 (A norm on a real vector space, the induced metric, and the dictionary with the metric axioms).

[L7]

The mean value theorem: for ψ\psi continuous on [a,b][a,b] with a<ba<b and differentiable on (a,b)(a,b) there is ξ(a,b)\xi \in (a,b) with ψ(b)ψ(a)=ψ(ξ)(ba)\psi(b)-\psi(a) = \psi'(\xi)(b-a) (The mean value theorem, as the case g(x)=xg(x) = x of Cauchy's: for ff continuous on [a,b][a,b] with a<ba < b and differentiable on (a,b)(a,b) there is c(a,b)c \in (a,b) with f(b)f(a)=f(c)(ba)f(b) - f(a) = f'(c)(b-a)).

[L9]

Order arithmetic: ba>0b - a > 0; a product of nonnegatives is nonnegative; and u>0u>0 gives u1>0u^{-1}>0, so an inequality may be multiplied by a positive real (Inverses of positives are positive, and reciprocation reverses order).

Proof

technique · direct
1.1

Every component fif_i is continuous on [a,b][a,b] in the sense of Continuity of f:ARf : A \to \mathbb{R} at a point of AA and on AA: the ε\varepsilon-δ\delta condition, its agreement with limxcf(x)=f(c)\lim_{x \to c} f(x) = f(c) at a limit point, and continuity at an isolated point and differentiable at every point of (a,b)(a,b), with f(t)i=fi(t)f'(t)_i = f_i'(t).

L3L4
1.2

φ(t)=i<muifi(t)\varphi(t) = \sum_{i<m}u_i f_i(t) by the coordinate formula for the inner product.

L1
1.3

φ(b)φ(a)=u,f(b)u,f(a)=u,f(b)f(a)=u,u=u22\varphi(b)-\varphi(a) = \langle u, f(b)\rangle - \langle u, f(a)\rangle = \langle u, f(b)-f(a)\rangle = \langle u,u\rangle = \lVert u\rVert_2^{2}, by bilinearity.

L1
1.4

By Cauchy-Schwarz and the bound on f2\lVert f'\rVert_2, u,f(ξ)u,f(ξ)u2f(ξ)2u2M\langle u,f'(\xi)\rangle \le \bigl|\langle u,f'(\xi)\rangle\bigr| \le \lVert u\rVert_2\lVert f'(\xi)\rVert_2 \le \lVert u\rVert_2 M.

L2
1.5

If u=0u = 0 then u2=0\lVert u\rVert_2 = 0 while M(ba)0M(b-a) \ge 0, so the conclusion holds.

L2L9
2.1

By induction on pmp \le m, each partial sum ti<puifi(t)t \mapsto \sum_{i<p}u_i f_i(t) is continuous on [a,b][a,b] and differentiable on (a,b)(a,b) with derivative i<puifi(t)\sum_{i<p}u_i f_i'(t): the empty sum is the constant 00, and each successor step adds one scalar multiple of a function that is continuous and differentiable by step 1.1.

step 1.1L5L6L8
3.1

Hence φ\varphi is continuous on [a,b][a,b], differentiable at every point of (a,b)(a,b), and φ(t)=i<muifi(t)=u,f(t)\varphi'(t) = \sum_{i<m}u_i f_i'(t) = \langle u, f'(t)\rangle for t(a,b)t \in (a,b).

step 1.2step 2.1L1
4.1

By the mean value theorem applied to φ\varphi there is ξ(a,b)\xi \in (a,b) with φ(b)φ(a)=φ(ξ)(ba)\varphi(b)-\varphi(a) = \varphi'(\xi)(b-a).

step 3.1L7
5.1

Combining steps 1.3 and 4.1, u22=u,f(ξ)(ba)\lVert u\rVert_2^{2} = \langle u, f'(\xi)\rangle\,(b-a).

step 3.1step 1.3step 4.1
6.1

Since ba>0b-a > 0, multiplying the inequality of step 1.4 by bab-a and using step 5.1 gives u22u2M(ba)\lVert u\rVert_2^{2} \le \lVert u\rVert_2\,M\,(b-a).

step 5.1step 1.4L9
7.1

If u0u \ne 0 then u2>0\lVert u\rVert_2 > 0, and multiplying step 6.1 by the positive real 1/u21/\lVert u\rVert_2 gives u2M(ba)\lVert u\rVert_2 \le M(b-a).

step 6.1L2L9
8.1

The two cases of steps 1.5 and 7.1 exhaust the possibilities for u=f(b)f(a)u = f(b)-f(a), so f(b)f(a)2M(ba)\lVert f(b)-f(a)\rVert_2 \le M(b-a).

step 1.5step 7.1

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