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Proof of The Sign of the Derivative and Monotonicity

lemmalem:derivative-sign-monotone-2026a
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· 2,981 chars · 5 deps · depth 12 Reason: First publication. Proof that the sign of the derivative determines monotonicity, via an increment formula from the mean value theorem.

For any two points of the interval the mean value theorem, applied to the restriction of ff to the closed interval between them, expresses the increment of ff as the derivative at an interior point times the positive increment of the variable; the four claims are the four sign cases.

Proof

Step 1: an increment formula. Let u,vIu,v\in I with u<vu<v. We claim there is ξ\xi with u<ξ<vu<\xi<v such that

f(v)f(u)=f(ξ)(vu).f(v)-f(u)=f'(\xi)\,(v-u) .

Since u,vIu,v\in I and u<vu<v, we have [u,v]I[u,v]\subseteq I by The Real Line: Standing Notation and Background for Calculus §intervals. Let g=f[u,v]g=f|_{[u,v]} be the restriction of ff to [u,v][u,v]. By clause 1 of Restriction Stability of Continuity and of the Derivative, gg is continuous on [u,v][u,v], since ff is continuous on II.

Let x(u,v)x\in(u,v). Then u<x<vu<x<v with u,v[u,v]u,v\in[u,v], so xx is an interior point of [u,v][u,v]. By clause 2 of Restriction Stability of Continuity and of the Derivative applied to the intervals [u,v]I[u,v]\subseteq I, the point xx is also an interior point of II; hence ff is differentiable at xx by hypothesis, and the same clause gives that gg is differentiable at xx with g(x)=f(x)g'(x)=f'(x).

So u<vu<v, gg is continuous on [u,v][u,v], and gg is differentiable at every point of (u,v)(u,v). By Mean Value Theorem on a Closed Real Interval there is ξ(u,v)\xi\in(u,v) with

g(ξ)=g(v)g(u)vu.g'(\xi)=\frac{g(v)-g(u)}{v-u} .

Since g(u)=f(u)g(u)=f(u), g(v)=f(v)g(v)=f(v) and g(ξ)=f(ξ)g'(\xi)=f'(\xi), multiplying by vuv-u gives the claimed identity. Note also that ξ\xi is an interior point of II, and that 0<vu0<v-u because u<vu<v.

Step 2: the four cases. Throughout we use the sign rules for products and sums of Elementary Order Arithmetic in an Ordered Field.

1. Suppose 0f(x)0\le f'(x) for every interior point xx of II, and let x,yIx,y\in I with xyx\le y. If x=yx=y then f(x)f(y)f(x)\le f(y). If x<yx<y, Step 1 gives an interior point ξ\xi of II with f(y)f(x)=f(ξ)(yx)f(y)-f(x)=f'(\xi)(y-x); since 0f(ξ)0\le f'(\xi) and 0<yx0<y-x, the product is nonnegative, so 0f(y)f(x)0\le f(y)-f(x) and hence f(x)f(y)f(x)\le f(y). Therefore ff is nondecreasing on II in the sense of Monotone Real Function §nondecreasing.

2. Suppose 0<f(x)0<f'(x) for every interior point xx of II, and let x,yIx,y\in I with x<yx<y. Step 1 gives an interior point ξ\xi of II with f(y)f(x)=f(ξ)(yx)f(y)-f(x)=f'(\xi)(y-x); since 0<f(ξ)0<f'(\xi) and 0<yx0<y-x, the product is positive, so 0<f(y)f(x)0<f(y)-f(x) and hence f(x)<f(y)f(x)<f(y). Therefore ff is strictly increasing on II in the sense of Monotone Real Function §strictly-increasing.

3. Suppose f(x)0f'(x)\le 0 for every interior point xx of II, and let x,yIx,y\in I with xyx\le y. If x=yx=y then f(y)f(x)f(y)\le f(x). If x<yx<y, Step 1 gives ξ\xi with f(y)f(x)=f(ξ)(yx)f(y)-f(x)=f'(\xi)(y-x); since f(ξ)0f'(\xi)\le 0 and 0<yx0<y-x, the product is nonpositive, so f(y)f(x)0f(y)-f(x)\le 0 and hence f(y)f(x)f(y)\le f(x). Therefore ff is nonincreasing on II in the sense of Monotone Real Function §nonincreasing.

4. Suppose f(x)<0f'(x)<0 for every interior point xx of II, and let x,yIx,y\in I with x<yx<y. Step 1 gives ξ\xi with f(y)f(x)=f(ξ)(yx)f(y)-f(x)=f'(\xi)(y-x); since f(ξ)<0f'(\xi)<0 and 0<yx0<y-x, the product is negative, so f(y)f(x)<0f(y)-f(x)<0 and hence f(y)<f(x)f(y)<f(x). Therefore ff is strictly decreasing on II in the sense of Monotone Real Function §strictly-decreasing.

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