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TheoremProved

Sufficient condition for monotonicity

Statement

Let ff be continuous on [a,b][a,b] and differentiable on (a,b)(a,b). If f′(x)≥0f'(x)\ge 0 for every x∈(a,b)x\in(a,b), and f′(x)=0f'(x)=0 at only finitely many points, then ff is increasing on [a,b][a,b]. If instead f′(x)≤0f'(x)\le 0 under the same condition, ff is decreasing on [a,b][a,b].

Why is it true?

A positive derivative means every tangent line points uphill; a curve that keeps following uphill tangents cannot come back down. Lagrange's Mean Value Theorem turns that picture into a rigorous inequality between any two points.

Proof sketch

Take any x1<x2x_1<x_2 in [a,b][a,b]. Since ff is continuous on [x1,x2][x_1,x_2] and differentiable on (x1,x2)(x_1,x_2), Lagrange's Mean Value Theorem gives a point c∈(x1,x2)c\in(x_1,x_2) with f(x2)−f(x1)=f′(c)(x2−x1)f(x_2)-f(x_1)=f'(c)(x_2-x_1).

Because f′(c)≥0f'(c)\ge 0 and x2−x1>0x_2-x_1>0, the right-hand side is ≥0\ge 0, so f(x2)≥f(x1)f(x_2)\ge f(x_1). This already shows ff is non-decreasing on [a,b][a,b].

To upgrade "non-decreasing" to strictly "increasing" despite the finitely many zeros of f′f', list those zeros as t1<t2<⋯<tkt_1<t_2<\dots<t_k inside (x1,x2)(x_1,x_2). On each open piece between consecutive points of the list {x1,t1,…,tk,x2}\{x_1,t_1,\dots,t_k,x_2\}, f′f' is strictly positive, so the same Mean Value Theorem argument applied to any two points inside that piece gives a strict inequality f(u)<f(v)f(u)<f(v) for u<vu<v there.

By continuity of ff, the strict inequalities on consecutive pieces chain together: if x1<u<t1<v<x2x_1<u<t_1<v<x_2 say, then f(x1)<f(u)<f(t1)≤f(v)<f(x2)f(x_1)<f(u)<f(t_1)\le f(v)<f(x_2), and since this holds for every choice of u,vu,v arbitrarily close to the endpoints, f(x1)<f(x2)f(x_1)<f(x_2) follows. Hence ff is (strictly) increasing on [a,b][a,b]. The decreasing case follows by applying this argument to −f-f.

Topics that use this theorem

Step-by-step proofs

No step-by-step proof yet for this theorem.

References

  1. Michael Spivak (2008). Calculus
  2. Stephen Boyd, Lieven Vandenberghe (2004). Convex Optimization