Mean value inequality

A bound on the change of a differentiable map using a bound on its derivative.
Mean value inequality

Mean value inequality: Let URkU\subseteq\mathbb R^k be an , let f:URmf:U\to\mathbb R^m be continuously differentiable, and let x,yUx,y\in U be such that the line segment {(1t)x+ty:0t1}\{(1-t)x+ty:0\le t\le 1\} is contained in UU. If there is M0M\ge 0 with

Df(z)Mfor all z on the segment from x to y, \|Df(z)\|\le M \quad \text{for all } z \text{ on the segment from } x \text{ to } y,

where Df(z)\|Df(z)\| is the of the derivative, then

f(y)f(x)Myx. \|f(y)-f(x)\|\le M\|y-x\|.

For k=m=1k=m=1 this recovers the familiar estimate f(y)f(x)supfyx|f(y)-f(x)|\le \sup |f'|\cdot |y-x| derived from the .