Mean value theorem (divided differences)

In mathematical analysis, the mean value theorem for divided differences generalizes the mean value theorem to higher derivatives.^[1]

Statement of the theorem

For any n + 1 pairwise distinct points x₀, ..., x_n in the domain of an n-times differentiable function f there exists an interior point

\xi \in (\min\{x_{0},\dots ,x_{n}\},\max\{x_{0},\dots ,x_{n}\})\,

where the nth derivative of f equals n ! times the nth divided difference at these points:

f[x_{0},\dots ,x_{n}]={\frac {f^{(n)}(\xi )}{n!}}.

For n = 1, that is two function points, one obtains the simple mean value theorem.

Proof

Let $P$ be the Lagrange interpolation polynomial for f at x₀, ..., x_n. Then it follows from the Newton form of $P$ that the highest term of $P$ is $f[x_{0},\dots ,x_{n}](x-x_{n-1})\dots (x-x_{1})(x-x_{0})$ .

Let $g$ be the remainder of the interpolation, defined by $g=f-P$ . Then $g$ has $n+1$ zeros: x₀, ..., x_n. By applying Rolle's theorem first to $g$ , then to $g'$ , and so on until $g^{(n-1)}$ , we find that $g^{(n)}$ has a zero $\xi$ . This means that

0=g^{(n)}(\xi )=f^{(n)}(\xi )-f[x_{0},\dots ,x_{n}]n!

f[x_{0},\dots ,x_{n}]={\frac {f^{(n)}(\xi )}{n!}}.

Applications

The theorem can be used to generalise the Stolarsky mean to more than two variables.

References

↑ de Boor, C. (2005). "Divided differences". Surv. Approx. Theory. 1: 46–69. MR 2221566.

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