1
00:00:00,000 --> 00:00:02,330
The following content is
provided under a Creative

2
00:00:02,330 --> 00:00:03,610
Commons license.

3
00:00:03,610 --> 00:00:05,990
Your support will help
MIT OpenCourseWare

4
00:00:05,990 --> 00:00:10,010
continue to offer high quality
educational resources for free.

5
00:00:10,010 --> 00:00:12,540
To make a donation, or to
view additional materials

6
00:00:12,540 --> 00:00:15,870
from hundreds of MIT courses,
visit MIT OpenCourseWare

7
00:00:15,870 --> 00:00:21,422
at ocw.mit.edu.

8
00:00:21,422 --> 00:00:23,380
PROFESSOR: What we're
going to talk about today

9
00:00:23,380 --> 00:00:26,750
is a continuation of last time.

10
00:00:26,750 --> 00:00:29,600
I want to review Newton's
method because I want to talk

11
00:00:29,600 --> 00:00:41,220
to you about its accuracy.

12
00:00:41,220 --> 00:00:46,090
So if you remember, the way
Newton's method works is this.

13
00:00:46,090 --> 00:00:49,280
If you have a curve
and you want to know

14
00:00:49,280 --> 00:00:52,642
whether it crosses the axis.

15
00:00:52,642 --> 00:00:54,100
And you don't know
where this point

16
00:00:54,100 --> 00:01:00,100
is, this point which I'll
call x here, what you do

17
00:01:00,100 --> 00:01:01,250
is you take a guess.

18
00:01:01,250 --> 00:01:03,590
Maybe you take a point x_0 here.

19
00:01:03,590 --> 00:01:06,640
And then you go down to
this point on the graph,

20
00:01:06,640 --> 00:01:08,602
and you draw the tangent line.

21
00:01:08,602 --> 00:01:10,560
I'll draw these in a
couple of different colors

22
00:01:10,560 --> 00:01:13,180
so that you can see the
difference between them.

23
00:01:13,180 --> 00:01:14,410
So here's a tangent line.

24
00:01:14,410 --> 00:01:18,280
It's coming out like that.

25
00:01:18,280 --> 00:01:20,750
And that one is going
to get a little closer

26
00:01:20,750 --> 00:01:23,090
to our target point.

27
00:01:23,090 --> 00:01:26,550
But now the trick is,
and this is rather hard

28
00:01:26,550 --> 00:01:30,060
to see because the scale
gets small incredibly fast,

29
00:01:30,060 --> 00:01:32,500
is that if you go
right up from that,

30
00:01:32,500 --> 00:01:34,420
and you do this same
trick over again.

31
00:01:34,420 --> 00:01:38,400
That is, this is your
second guess, x_1, and now

32
00:01:38,400 --> 00:01:41,360
you draw the second
tangent line.

33
00:01:41,360 --> 00:01:44,680
Which is going to
come down this way.

34
00:01:44,680 --> 00:01:46,290
That's really close.

35
00:01:46,290 --> 00:01:48,570
You can see here
on the chalkboard,

36
00:01:48,570 --> 00:01:51,740
it's practically the
same as the dot of x.

37
00:01:51,740 --> 00:01:54,610
So that's the next guess.

38
00:01:54,610 --> 00:01:56,860
Which is x_2.

39
00:01:56,860 --> 00:02:03,620
And I want to analyze,
now, how close it gets.

40
00:02:03,620 --> 00:02:05,990
And just describe
to you how it works.

41
00:02:05,990 --> 00:02:09,060
So let me just remind
you of the formulas, too.

42
00:02:09,060 --> 00:02:11,150
It's worth having
them in your head.

43
00:02:11,150 --> 00:02:19,240
So the formula for
the next one is this.

44
00:02:19,240 --> 00:02:23,570
And then the idea is just
to repeat this process.

45
00:02:23,570 --> 00:02:28,720
Which has a fancy name,
in algorithms, which

46
00:02:28,720 --> 00:02:31,210
is to iterate, if you like.

47
00:02:31,210 --> 00:02:32,530
So we repeat the process.

48
00:02:32,530 --> 00:02:35,720
And that means, for example,
we generate x_2 from x_1

49
00:02:35,720 --> 00:02:41,730
by the same formula.

50
00:02:41,730 --> 00:02:43,170
And we did this last time.

51
00:02:43,170 --> 00:02:47,930
And, more generally, the (n+1)st
is generated from the nth

52
00:02:47,930 --> 00:02:55,150
guess, by this formula here.

53
00:02:55,150 --> 00:03:02,820
So what I'd like to do is just
draw the picture of one step

54
00:03:02,820 --> 00:03:03,920
a little bit more closely.

55
00:03:03,920 --> 00:03:05,580
So I want to blow up
the picture, which

56
00:03:05,580 --> 00:03:10,880
is above me there.

57
00:03:10,880 --> 00:03:11,950
That's a little too high.

58
00:03:11,950 --> 00:03:16,750
Where are my erasers?

59
00:03:16,750 --> 00:03:18,390
Got to get it a little
lower than that,

60
00:03:18,390 --> 00:03:21,890
since I'm going to depict
everything above the line here.

61
00:03:21,890 --> 00:03:24,180
So here's my curve coming down.

62
00:03:24,180 --> 00:03:30,620
And suppose that x_1 is
here, so this is directly

63
00:03:30,620 --> 00:03:32,170
above it is this point here.

64
00:03:32,170 --> 00:03:35,040
And then as I drew
it, this green

65
00:03:35,040 --> 00:03:38,530
tangent coming down like that.

66
00:03:38,530 --> 00:03:42,970
It's a little bit closer,
and this was the place, x_2,

67
00:03:42,970 --> 00:03:46,440
and then here was
x, our target, which

68
00:03:46,440 --> 00:03:49,390
is where the curve crosses as
opposed to the straight tangent

69
00:03:49,390 --> 00:03:52,600
line crossing.

70
00:03:52,600 --> 00:03:56,310
So that's the picture that
I want you to keep in mind.

71
00:03:56,310 --> 00:04:00,440
And now, we're just going to
do a very qualitative kind

72
00:04:00,440 --> 00:04:03,450
of error analysis.

73
00:04:03,450 --> 00:04:12,960
So here's our error analysis.

74
00:04:12,960 --> 00:04:19,355
And we're starting out, the
distance between x_1 and x

75
00:04:19,355 --> 00:04:20,480
is what we want to measure.

76
00:04:20,480 --> 00:04:23,530
In other words, how close we
are to where we're heading.

77
00:04:23,530 --> 00:04:26,600
And so I've called that, I'm
going to call that Error 1.

78
00:04:26,600 --> 00:04:31,440
That's x - x1, in
absolute value.

79
00:04:31,440 --> 00:04:37,010
And then, E_2 would be x
- x_2, in absolute value.

80
00:04:37,010 --> 00:04:39,100
And so forth.

81
00:04:39,100 --> 00:04:44,190
And, last time, when I was
estimating the size of this--

82
00:04:44,190 --> 00:04:45,870
So E_n would be whatever it was.

83
00:04:45,870 --> 00:04:51,900
Last time, remember, we
did it for a specific case.

84
00:04:51,900 --> 00:04:56,020
So last time, I actually
wrote down the numbers.

85
00:04:56,020 --> 00:04:57,700
And they were these
numbers, maybe

86
00:04:57,700 --> 00:05:00,365
you could call them E_n,
which was the absolute value

87
00:05:00,365 --> 00:05:03,270
of square root of 5 minus x_n.

88
00:05:03,270 --> 00:05:06,610
These are the sizes that I
was writing down last time.

89
00:05:06,610 --> 00:05:11,620
And I just want to talk about
in general what to expect.

90
00:05:11,620 --> 00:05:13,480
That worked
amazingly well, and I

91
00:05:13,480 --> 00:05:16,990
want to show you that that's
true pretty much in general.

92
00:05:16,990 --> 00:05:23,660
So the first distance, again,
is E_1, is this distance here.

93
00:05:23,660 --> 00:05:25,190
That's the E_1.

94
00:05:25,190 --> 00:05:27,570
And then this shorter
distance, here,

95
00:05:27,570 --> 00:05:37,410
this little bit, which I'll
mark maybe in green, is E_2.

96
00:05:37,410 --> 00:05:40,970
So how much shorter
is E_1 than E_2?

97
00:05:40,970 --> 00:05:44,080
Well, the idea is pretty simple.

98
00:05:44,080 --> 00:05:46,895
It's that if this distance
and this vertical distance,

99
00:05:46,895 --> 00:05:49,520
they are probably about the same
as the perpendicular distance.

100
00:05:49,520 --> 00:05:51,550
And this is basically
the situation

101
00:05:51,550 --> 00:05:54,140
of a curve touching
a tangent line.

102
00:05:54,140 --> 00:05:58,010
Then the separation is
going to be quadratic.

103
00:05:58,010 --> 00:06:00,150
And that's basically
what's going to happen.

104
00:06:00,150 --> 00:06:03,780
So, in other words
the distance E_2

105
00:06:03,780 --> 00:06:06,530
is going to be about the
square of the distance E_1.

106
00:06:06,530 --> 00:06:10,579
And that's really the
only feature of this

107
00:06:10,579 --> 00:06:11,620
that I want to point out.

108
00:06:11,620 --> 00:06:14,175
So, approximately,
this is the situation

109
00:06:14,175 --> 00:06:17,880
that we're going to get.

110
00:06:17,880 --> 00:06:21,690
And so what that
means is, and maybe

111
00:06:21,690 --> 00:06:24,380
thinking from last
time, what we had was

112
00:06:24,380 --> 00:06:25,760
something roughly like this.

113
00:06:25,760 --> 00:06:29,060
You have an E_0, you have
an E_1, you have an E_2,

114
00:06:29,060 --> 00:06:31,590
you have an E_3, and so forth.

115
00:06:31,590 --> 00:06:34,370
Maybe I'll write down E_4 here.

116
00:06:34,370 --> 00:06:37,330
And last time, this
was about 10^(-1).

117
00:06:37,330 --> 00:06:39,650
So the expectation
based on this rule

118
00:06:39,650 --> 00:06:42,710
is that the next error's the
square of the previous one.

119
00:06:42,710 --> 00:06:44,500
So that's 10^(-2).

120
00:06:44,500 --> 00:06:47,140
The next one is the square
of the previous one.

121
00:06:47,140 --> 00:06:49,090
So that's 10^(-4).

122
00:06:49,090 --> 00:06:52,069
And the next one is the square
of that, that's 10^(-8).

123
00:06:52,069 --> 00:06:53,110
And this one is 10^(-16).

124
00:06:55,980 --> 00:06:59,550
So the thing that's impressive
about this list of numbers

125
00:06:59,550 --> 00:07:02,780
is you can see that the
number of digits of accuracy

126
00:07:02,780 --> 00:07:09,590
doubles at each stage.

127
00:07:09,590 --> 00:07:20,760
Accuracy doubles at each step.

128
00:07:20,760 --> 00:07:23,710
The number of digits of
accuracy doubles at each step.

129
00:07:23,710 --> 00:07:28,150
So, very, very quickly
you get past the accuracy

130
00:07:28,150 --> 00:07:31,150
of your calculator, as you
saw on your problem set.

131
00:07:31,150 --> 00:07:34,220
And this thing
works beautifully.

132
00:07:34,220 --> 00:07:42,700
So, let me just summarize by
saying that Newton's method

133
00:07:42,700 --> 00:07:49,680
works very well.

134
00:07:49,680 --> 00:07:52,250
By which I mean
this kind of rate.

135
00:07:52,250 --> 00:07:55,450
And I want to be just
slightly specific.

136
00:07:55,450 --> 00:08:00,490
If-- there are really two
conditions disguised in this,

137
00:08:00,490 --> 00:08:01,480
that are going on.

138
00:08:01,480 --> 00:08:09,890
One is that f' has to be,
not to big-- to be not small.

139
00:08:09,890 --> 00:08:19,624
And f'' has to be not too big.

140
00:08:19,624 --> 00:08:21,290
That's roughly speaking
what's going on.

141
00:08:21,290 --> 00:08:23,320
I'll explain these
in just a second.

142
00:08:23,320 --> 00:08:34,050
And x_0 starts nearby.

143
00:08:34,050 --> 00:08:37,490
Nearby the target value x.

144
00:08:37,490 --> 00:08:42,050
So that's really
what's going on here.

145
00:08:42,050 --> 00:08:44,610
So let me just
illustrate to you.

146
00:08:44,610 --> 00:08:48,920
So I'm not going to explain
this, except to say the reason

147
00:08:48,920 --> 00:08:51,120
why this second
derivative gets involved

148
00:08:51,120 --> 00:08:53,360
is that it's how
curved the curve is,

149
00:08:53,360 --> 00:08:55,330
that how far away you get.

150
00:08:55,330 --> 00:08:57,507
If the second
derivative were 0, that

151
00:08:57,507 --> 00:08:58,840
would be the best possible case.

152
00:08:58,840 --> 00:09:00,660
Then we would get
it on the nose.

153
00:09:00,660 --> 00:09:02,890
If the second derivative
is not too big,

154
00:09:02,890 --> 00:09:05,360
that means the quadratic
part is not too big.

155
00:09:05,360 --> 00:09:07,820
So we don't get away very
far from the green line

156
00:09:07,820 --> 00:09:14,110
to the curve itself.

157
00:09:14,110 --> 00:09:17,460
The other thing to
say is, as I said,

158
00:09:17,460 --> 00:09:19,050
that x_0 needs to start nearby.

159
00:09:19,050 --> 00:09:21,520
So I'll explain
that by explaining

160
00:09:21,520 --> 00:09:23,310
what maybe could go wrong.

161
00:09:23,310 --> 00:09:40,080
So the ways the method can fail,
and one example which actually

162
00:09:40,080 --> 00:09:45,080
would have happened in our
example from last time,

163
00:09:45,080 --> 00:09:51,750
which was y = x^2 - 5, is
suppose we'd started x_0 over

164
00:09:51,750 --> 00:09:54,840
here.

165
00:09:54,840 --> 00:09:57,430
Then this thing would
have gone off to the left,

166
00:09:57,430 --> 00:10:00,713
and we would have landed
on not the square root

167
00:10:00,713 --> 00:10:03,030
of 5 but the other root.

168
00:10:03,030 --> 00:10:11,750
So if it's too far away,
then we get the wrong root.

169
00:10:11,750 --> 00:10:15,590
So that's an example,
explaining that the x_0 needs

170
00:10:15,590 --> 00:10:18,710
to start near the root
that we're talking about.

171
00:10:18,710 --> 00:10:21,460
Otherwise, the
method doesn't know

172
00:10:21,460 --> 00:10:22,940
which root you're asking for.

173
00:10:22,940 --> 00:10:24,580
It only knows where you started.

174
00:10:24,580 --> 00:10:27,310
So it may go off
to the wrong place.

175
00:10:27,310 --> 00:10:34,430
OK, it can't read your mind.

176
00:10:34,430 --> 00:10:35,350
Yes, question.

177
00:10:35,350 --> 00:10:42,610
STUDENT: [INAUDIBLE]

178
00:10:42,610 --> 00:10:44,460
PROFESSOR: Oh, good question.

179
00:10:44,460 --> 00:10:49,550
So the question was, what if the
first error is larger than 1.

180
00:10:49,550 --> 00:10:51,220
Are you in trouble?

181
00:10:51,220 --> 00:10:56,000
And the answer is,
absolutely, yes.

182
00:10:56,000 --> 00:10:58,110
If you have quadratic
behavior, you can see.

183
00:10:58,110 --> 00:11:00,800
If you have a
quadratic nearby, it's

184
00:11:00,800 --> 00:11:02,820
pretty close to
the straight line.

185
00:11:02,820 --> 00:11:05,900
But far away, a parabola is
miles from a straight line.

186
00:11:05,900 --> 00:11:08,180
It's way, way, way far away.

187
00:11:08,180 --> 00:11:14,010
So if you're foolish
enough to start over here,

188
00:11:14,010 --> 00:11:17,150
you may have some
trouble making progress.

189
00:11:17,150 --> 00:11:20,430
Actually, it isn't, when
I-- that little wiggle

190
00:11:20,430 --> 00:11:22,010
there just meant
proportional to.

191
00:11:22,010 --> 00:11:24,570
In fact, in the particular
case of a parabola,

192
00:11:24,570 --> 00:11:25,810
it manages to get back.

193
00:11:25,810 --> 00:11:27,150
It saves itself.

194
00:11:27,150 --> 00:11:30,010
But there's no guarantee
of that sort of thing.

195
00:11:30,010 --> 00:11:32,790
You really do want to
start reasonably close.

196
00:11:32,790 --> 00:11:33,350
Yep.

197
00:11:33,350 --> 00:11:40,140
STUDENT: [INAUDIBLE]

198
00:11:40,140 --> 00:11:42,580
PROFESSOR: What you have to
do is you have to watch out.

199
00:11:42,580 --> 00:11:46,790
That is, it's hard to know what
assumptions to make about x_0.

200
00:11:46,790 --> 00:11:50,250
You plug it into the machine
and you see what you get.

201
00:11:50,250 --> 00:11:53,227
And either it works
or it doesn't.

202
00:11:53,227 --> 00:11:55,560
You can tell that it's marching
toward a specific place,

203
00:11:55,560 --> 00:11:58,400
and you can tell that that place
probably is a zero, usually.

204
00:11:58,400 --> 00:12:00,510
But maybe it's not the
one you were looking for.

205
00:12:00,510 --> 00:12:02,384
So in other words, you
have to use your head.

206
00:12:02,384 --> 00:12:05,230
You run the program and
then you see what it does.

207
00:12:05,230 --> 00:12:08,000
And if you're lucky-- the
problem is, if you have no idea

208
00:12:08,000 --> 00:12:12,270
where the zero is, you may
just wander around forever.

209
00:12:12,270 --> 00:12:14,720
As we'll see in a second.

210
00:12:14,720 --> 00:12:20,870
So the next example
here is the following.

211
00:12:20,870 --> 00:12:24,590
I said that f' has
to be not too small.

212
00:12:24,590 --> 00:12:26,970
There's a real
catastrophe hiding just

213
00:12:26,970 --> 00:12:28,250
inside this picture.

214
00:12:28,250 --> 00:12:30,935
Which is the transition between
when you find the positive root

215
00:12:30,935 --> 00:12:32,890
and when you find the
negative root here.

216
00:12:32,890 --> 00:12:35,480
Which is, if you're
right down here.

217
00:12:35,480 --> 00:12:37,860
If you were foolish
enough to get 0,

218
00:12:37,860 --> 00:12:41,060
then what's going to
happen is your tangent line

219
00:12:41,060 --> 00:12:41,940
is horizontal.

220
00:12:41,940 --> 00:12:44,610
It doesn't even meet the axis.

221
00:12:44,610 --> 00:12:47,840
So in the formula, you can
see that's a catastrophe.

222
00:12:47,840 --> 00:12:53,030
Because there's an f'
in the denominator.

223
00:12:53,030 --> 00:12:53,530
So that's 0.

224
00:12:53,530 --> 00:12:54,791
That's undefined.

225
00:12:54,791 --> 00:12:56,290
It's not surprising,
it's consistent

226
00:12:56,290 --> 00:12:59,480
that the parallel line
doesn't meet the axis.

227
00:12:59,480 --> 00:13:01,940
And you have no x_1.

228
00:13:01,940 --> 00:13:06,370
So you had-- So if you
like, another point here

229
00:13:06,370 --> 00:13:12,870
is that f' = 0 is a disaster.

230
00:13:12,870 --> 00:13:24,310
A disaster for the method.

231
00:13:24,310 --> 00:13:28,620
Because the next-- So
say, if f(x_0) = 0,

232
00:13:28,620 --> 00:13:34,700
then x_1 is undefined.

233
00:13:34,700 --> 00:13:39,170
And finally, there's one other
weird thing that can happen.

234
00:13:39,170 --> 00:13:43,460
Which is, which I'll just draw
a picture of schematically.

235
00:13:43,460 --> 00:13:47,150
Which you can get from a wiggle.

236
00:13:47,150 --> 00:13:49,260
So this wiggle has three roots.

237
00:13:49,260 --> 00:13:52,060
The way I've drawn it.

238
00:13:52,060 --> 00:13:56,720
And it can be that you can
start over here with your x_0.

239
00:13:56,720 --> 00:14:01,200
And draw your tangent line
and go over here to an x_1.

240
00:14:01,200 --> 00:14:05,510
And then that tangent line will
take you right back to the x_0.

241
00:14:05,510 --> 00:14:09,560
I didn't draw it quite right,
but that's about right.

242
00:14:09,560 --> 00:14:11,330
So it goes over like this.

243
00:14:11,330 --> 00:14:13,520
So let me draw the
two tangent lines, so

244
00:14:13,520 --> 00:14:14,760
that you can see it properly.

245
00:14:14,760 --> 00:14:16,614
Sorry, I messed it up.

246
00:14:16,614 --> 00:14:18,030
So here are the
two tangent lines.

247
00:14:18,030 --> 00:14:20,870
This guy and this guy.

248
00:14:20,870 --> 00:14:25,950
And it just goes back and
forth. x_0 cycles to x_1,

249
00:14:25,950 --> 00:14:27,520
and x_1 goes back to x_0.

250
00:14:27,520 --> 00:14:30,200
We have a cycle.

251
00:14:30,200 --> 00:14:32,090
And it never goes anywhere.

252
00:14:32,090 --> 00:14:34,915
This is, the grass
is always greener.

253
00:14:34,915 --> 00:14:36,540
It's over here, it
thinks, oh, I really

254
00:14:36,540 --> 00:14:39,000
would prefer to go to
this zero and then it

255
00:14:39,000 --> 00:14:40,840
thinks oh, I want to go back.

256
00:14:40,840 --> 00:14:43,650
And it goes back and
forth, and back and forth.

257
00:14:43,650 --> 00:14:47,060
Grass is always greener on
the other side of the fence.

258
00:14:47,060 --> 00:14:50,090
Never, never gets anywhere.

259
00:14:50,090 --> 00:14:52,510
So those are the sorts of
things that can go wrong

260
00:14:52,510 --> 00:14:53,490
with Newton's method.

261
00:14:53,490 --> 00:14:55,210
Nevertheless, it's fantastic.

262
00:14:55,210 --> 00:14:59,740
It works very well, in
a lot of situations.

263
00:14:59,740 --> 00:15:03,510
And solves basically any
equation that you can imagine,

264
00:15:03,510 --> 00:15:10,894
numerically.

265
00:15:10,894 --> 00:15:12,060
Next we're going to move on.

266
00:15:12,060 --> 00:15:13,518
We're going to move
on to something

267
00:15:13,518 --> 00:15:15,730
which is a little theoretical.

268
00:15:15,730 --> 00:15:18,170
Which is the mean value theorem.

269
00:15:18,170 --> 00:15:22,410
And that will allow
us in just a day or so

270
00:15:22,410 --> 00:15:26,150
to launch into the
ideas of integration,

271
00:15:26,150 --> 00:15:31,140
which is the whole second
half of the course.

272
00:15:31,140 --> 00:15:50,200
So let's get started with that.

273
00:15:50,200 --> 00:15:57,030
The mean value theorem will
henceforth be abbreviated MVT.

274
00:15:57,030 --> 00:15:58,630
So I don't have
to write quite as

275
00:15:58,630 --> 00:16:03,750
much every time I refer to it.

276
00:16:03,750 --> 00:16:07,290
The mean value
theorem, colloquially,

277
00:16:07,290 --> 00:16:09,530
says the following.

278
00:16:09,530 --> 00:16:23,040
If you go from Boston to LA,
which I think a lot of Red Sox

279
00:16:23,040 --> 00:16:31,110
fans are going to want to do
soon, so that's 3,000 miles.

280
00:16:31,110 --> 00:16:47,800
In 6 hours, then
at some time you

281
00:16:47,800 --> 00:16:55,640
are going at a certain speed.

282
00:16:55,640 --> 00:17:01,360
The average of this speed.

283
00:17:01,360 --> 00:17:08,850
Average, so, speed, which
in this case is what?

284
00:17:08,850 --> 00:17:10,770
So we're going at
the average speed.

285
00:17:10,770 --> 00:17:16,890
That's 3,000 miles
times 6 hours,

286
00:17:16,890 --> 00:17:21,420
so that's 500 miles per hour.

287
00:17:21,420 --> 00:17:23,340
Exactly.

288
00:17:23,340 --> 00:17:26,442
So some time on your journey--
of course, some of the time

289
00:17:26,442 --> 00:17:28,150
you're going more than
500 miles an hour,

290
00:17:28,150 --> 00:17:29,610
sometimes you are going less.

291
00:17:29,610 --> 00:17:33,220
And some time you must've
been going 500 miles an hour

292
00:17:33,220 --> 00:17:35,110
exactly.

293
00:17:35,110 --> 00:17:37,520
That's the mean value theorem.

294
00:17:37,520 --> 00:17:39,890
The reason why it's
called mean value theorem

295
00:17:39,890 --> 00:17:55,440
is that word mean is the
same as the word average.

296
00:17:55,440 --> 00:18:08,160
So now I'm going to state it in
math symbols, the same theorem.

297
00:18:08,160 --> 00:18:10,470
And it's a formula.

298
00:18:10,470 --> 00:18:16,275
It says that the
difference quotient

299
00:18:16,275 --> 00:18:20,410
- so this is the
distance traveled

300
00:18:20,410 --> 00:18:25,570
divided by the time elapsed,
that's the average speed -

301
00:18:25,570 --> 00:18:35,320
is equal to the infinitesimal
speed for some time in between.

302
00:18:35,320 --> 00:18:48,590
So some c, which is in between
a and b-- I'm not quite done.

303
00:18:48,590 --> 00:18:53,130
It's a real theorem,
it has hypotheses.

304
00:18:53,130 --> 00:18:56,230
I've told you the
conclusion first,

305
00:18:56,230 --> 00:18:58,030
but there are some
hypotheses, they're

306
00:18:58,030 --> 00:18:59,650
straightforward hypotheses.

307
00:18:59,650 --> 00:19:03,320
Provided f is
differentiable, that is,

308
00:19:03,320 --> 00:19:12,820
it has a derivative in
the interval a < x < b.

309
00:19:12,820 --> 00:19:21,560
And continuous in a <= x <= b.

310
00:19:29,110 --> 00:19:32,080
There has to be a sense that
you can make out of the speed,

311
00:19:32,080 --> 00:19:36,140
or the rate of change of f
at each intermediate point.

312
00:19:36,140 --> 00:19:40,200
And in order for the values
at the ends to make sense,

313
00:19:40,200 --> 00:19:41,200
it has to be continuous.

314
00:19:41,200 --> 00:19:44,470
There has to be a link
between the values at the ends

315
00:19:44,470 --> 00:19:47,409
and what's going on in between.

316
00:19:47,409 --> 00:19:48,950
If it were discontinuous,
there would

317
00:19:48,950 --> 00:19:52,330
be no relation between
the left and right values

318
00:19:52,330 --> 00:19:55,970
and the rest of the function.

319
00:19:55,970 --> 00:20:00,160
So here's the theorem,
conclusion and its hypothesis.

320
00:20:00,160 --> 00:20:11,780
And it means what I said
more colloquially up above.

321
00:20:11,780 --> 00:20:14,540
Now, I'm going to prove
this theorem immediately.

322
00:20:14,540 --> 00:20:18,110
At least, give a geometric
intuitive argument,

323
00:20:18,110 --> 00:20:21,220
which is not very different
from the one that's given

324
00:20:21,220 --> 00:20:26,410
in a very systematic treatment.

325
00:20:26,410 --> 00:20:34,280
So here's the proof of
the mean value theorem.

326
00:20:34,280 --> 00:20:36,860
It's really just a picture.

327
00:20:36,860 --> 00:20:42,880
So here's a place, and here's
another place on the graph.

328
00:20:42,880 --> 00:20:47,180
And the graph is going
along like this, let's say.

329
00:20:47,180 --> 00:20:50,700
And this line here
is the secant line.

330
00:20:50,700 --> 00:20:55,310
So this is (a, f(a)) down here.

331
00:20:55,310 --> 00:20:59,320
And this is (b, f(b)) up there.

332
00:20:59,320 --> 00:21:02,720
And this segment is
the secant, its slope

333
00:21:02,720 --> 00:21:04,480
is the slope that
we're aiming for.

334
00:21:04,480 --> 00:21:09,400
The slope of that line is the
left-hand side of this formula

335
00:21:09,400 --> 00:21:11,190
here.

336
00:21:11,190 --> 00:21:14,062
So we need to find
something with that slope.

337
00:21:14,062 --> 00:21:16,520
And what we need to find is a
tangent line with that slope,

338
00:21:16,520 --> 00:21:18,340
because what's on
the right-hand side

339
00:21:18,340 --> 00:21:20,220
is the slope of a tangent line.

340
00:21:20,220 --> 00:21:22,340
So here's how we construct it.

341
00:21:22,340 --> 00:21:27,240
We take a parallel
line, down here.

342
00:21:27,240 --> 00:21:31,125
And then we just translate
it up, leaving it parallel,

343
00:21:31,125 --> 00:21:32,750
we move it up.

344
00:21:32,750 --> 00:21:34,080
Towards this one.

345
00:21:34,080 --> 00:21:38,410
Until it touches.

346
00:21:38,410 --> 00:21:43,040
And where it touches, at this
point of tangency, down there,

347
00:21:43,040 --> 00:21:47,490
I've just found my value of c.

348
00:21:47,490 --> 00:21:49,830
And you can see that if the
tangent line is parallel

349
00:21:49,830 --> 00:21:53,180
to this line, that's exactly
the equation we want.

350
00:21:53,180 --> 00:21:59,910
So this thing has slope f'(c).

351
00:21:59,910 --> 00:22:07,150
And this other one has slope
equal to this complicated

352
00:22:07,150 --> 00:22:15,970
expression, (f(b)
- f(a)) / (b - a).

353
00:22:15,970 --> 00:22:19,840
That is almost the
end of the proof.

354
00:22:19,840 --> 00:22:25,330
There's one problem.

355
00:22:25,330 --> 00:22:29,880
So, again, we move
a parallel line up.

356
00:22:29,880 --> 00:22:43,310
Move up the parallel
line until it touches.

357
00:22:43,310 --> 00:22:46,300
There's a little subtlety here,
which I just want to emphasize.

358
00:22:46,300 --> 00:22:49,210
Which is that that dotted
line keeps on going here.

359
00:22:49,210 --> 00:22:51,220
But when we bring
it up, we're going

360
00:22:51,220 --> 00:22:54,500
to ignore what's
happening outside of a.

361
00:22:54,500 --> 00:22:56,870
And beyond b, alright?

362
00:22:56,870 --> 00:23:01,590
So we're just going to
ignore the rest of the graph.

363
00:23:01,590 --> 00:23:06,090
But there is one thing
that can go wrong.

364
00:23:06,090 --> 00:23:16,800
So if it does not touch, then
the picture looks likes this.

365
00:23:16,800 --> 00:23:18,230
Here are the same two points.

366
00:23:18,230 --> 00:23:20,240
And the graph is all above.

367
00:23:20,240 --> 00:23:22,060
And we brought up our thing.

368
00:23:22,060 --> 00:23:23,960
And it went like that.

369
00:23:23,960 --> 00:23:27,480
So we didn't construct
a tangent line.

370
00:23:27,480 --> 00:23:29,520
If this happens.

371
00:23:29,520 --> 00:23:31,980
So we're in trouble,
in that point.

372
00:23:31,980 --> 00:23:37,010
In this situation, sorry.

373
00:23:37,010 --> 00:23:40,860
But there's a trick, which
is a straightforward trick.

374
00:23:40,860 --> 00:23:55,810
Then bring the tangent
lines down from the top.

375
00:23:55,810 --> 00:23:58,040
So parallel lines,
sorry, not tangent lines.

376
00:23:58,040 --> 00:24:06,580
Parallel lines.

377
00:24:06,580 --> 00:24:11,600
From above.

378
00:24:11,600 --> 00:24:16,380
So, that's the whole story.

379
00:24:16,380 --> 00:24:43,460
That's how we cook up this point
c, with the right properties.

380
00:24:43,460 --> 00:24:46,640
I want to point out just
one more theoretical thing.

381
00:24:46,640 --> 00:24:50,087
And then the rest, we're going
to be drawing conclusions.

382
00:24:50,087 --> 00:24:51,670
So there's one more
theoretical remark

383
00:24:51,670 --> 00:24:55,490
about the proof, which
is something that is

384
00:24:55,490 --> 00:24:59,130
fairly important to understand.

385
00:24:59,130 --> 00:25:01,640
When you understand a
proof, you should always

386
00:25:01,640 --> 00:25:06,170
be thinking about why the
hypotheses are necessary.

387
00:25:06,170 --> 00:25:08,280
Where do I use the hypothesis.

388
00:25:08,280 --> 00:25:10,890
And I want to give you an
example the proof doesn't

389
00:25:10,890 --> 00:25:15,350
work to show you that the
hypothesis is an important one.

390
00:25:15,350 --> 00:25:17,230
So the example is the following.

391
00:25:17,230 --> 00:25:18,710
I'll just take a
function which is

392
00:25:18,710 --> 00:25:22,400
two straight lines like this.

393
00:25:22,400 --> 00:25:27,920
And if you try to perform
this trick with these things,

394
00:25:27,920 --> 00:25:32,380
then it's going to come up
and it's going to touch here.

395
00:25:32,380 --> 00:25:36,070
But the problem is that
the tangent line is not

396
00:25:36,070 --> 00:25:36,740
defined here.

397
00:25:36,740 --> 00:25:38,660
There are lots of
tangents, and there's

398
00:25:38,660 --> 00:25:40,610
no derivative at this point.

399
00:25:40,610 --> 00:25:44,860
So the derivative
doesn't exist here.

400
00:25:44,860 --> 00:25:57,230
So this is the claim that one
bad point ruins the proof.

401
00:25:57,230 --> 00:26:08,730
We need f' to exist at all--
so, f'(x) to exist at all x

402
00:26:08,730 --> 00:26:14,340
in between.

403
00:26:14,340 --> 00:26:30,980
Can't get away even with
one defective point.

404
00:26:30,980 --> 00:26:40,620
Now it's time to draw
some consequences.

405
00:26:40,620 --> 00:26:45,670
And the main
consequence is going

406
00:26:45,670 --> 00:26:57,880
to have to do with
applications to graphing.

407
00:26:57,880 --> 00:27:01,090
But we'll see tomorrow and
for the rest of the course

408
00:27:01,090 --> 00:27:03,920
that this is even
more significant.

409
00:27:03,920 --> 00:27:09,790
It's significant to all
the rest of calculus.

410
00:27:09,790 --> 00:27:12,440
I'm going to list three
consequences which you're

411
00:27:12,440 --> 00:27:14,890
quite familiar with already.

412
00:27:14,890 --> 00:27:27,550
So, the first one is if f' is
positive, then f is increasing.

413
00:27:27,550 --> 00:27:40,430
And the second one is if f' is
negative, then f is decreasing.

414
00:27:40,430 --> 00:27:44,130
And the last one seems
like the simplest.

415
00:27:44,130 --> 00:27:48,460
But even this one alone
is the key to everything.

416
00:27:48,460 --> 00:28:03,340
If f' = 0, then f is constant.

417
00:28:03,340 --> 00:28:13,490
These are three consequences,
now, of the mean value theorem.

418
00:28:13,490 --> 00:28:17,130
And let me show you
how they're proved.

419
00:28:17,130 --> 00:28:22,870
I just told you that they
were true, maybe, a while ago.

420
00:28:22,870 --> 00:28:27,030
And certainly I
mentioned the first two.

421
00:28:27,030 --> 00:28:30,200
The last one was so simple
that we maybe just swept it

422
00:28:30,200 --> 00:28:30,810
under the rug.

423
00:28:30,810 --> 00:28:36,570
You did use it on a
problem set, once or twice.

424
00:28:36,570 --> 00:28:39,140
But it turns out that this
actually requires proof,

425
00:28:39,140 --> 00:28:48,010
and we're going to give
the proof right now.

426
00:28:48,010 --> 00:28:52,190
The way that the proof goes
is simply to write down,

427
00:28:52,190 --> 00:28:54,500
to rewrite star.

428
00:28:54,500 --> 00:28:59,440
Rewrite our formula.

429
00:28:59,440 --> 00:29:05,440
Which says that (f(b) -
f(a)) / (b - a) = f'(c).

430
00:29:10,050 --> 00:29:13,730
And you see I've written
it from left to right here

431
00:29:13,730 --> 00:29:16,110
to say that the right-hand
side information

432
00:29:16,110 --> 00:29:17,590
about the derivative
is going to be

433
00:29:17,590 --> 00:29:19,340
giving the information
about the function.

434
00:29:19,340 --> 00:29:22,230
That's the way I'm
going to read it.

435
00:29:22,230 --> 00:29:26,360
In order to express
this, though, I'm

436
00:29:26,360 --> 00:29:30,760
going to just rewrite it
a couple of times here.

437
00:29:30,760 --> 00:29:37,360
So here's f(a), multiplying
through by the denominator.

438
00:29:37,360 --> 00:29:40,470
And now I'm going to write
it in another customary form

439
00:29:40,470 --> 00:29:42,300
for the mean value theorem.

440
00:29:42,300 --> 00:29:46,120
Which is f(b) =
f(a) + f'(c) (b-a).

441
00:29:51,300 --> 00:29:53,524
So here's another version.

442
00:29:53,524 --> 00:29:55,440
I should probably have
put this one in the box

443
00:29:55,440 --> 00:29:59,870
to begin with anyway.

444
00:29:59,870 --> 00:30:03,800
And, just changing it
around algebraically,

445
00:30:03,800 --> 00:30:07,160
it's this fact here.

446
00:30:07,160 --> 00:30:13,310
They're the same thing.

447
00:30:13,310 --> 00:30:17,760
And now with the formula
written in this form,

448
00:30:17,760 --> 00:30:24,060
I claim that I can
check these three facts.

449
00:30:24,060 --> 00:30:26,680
Let's start with the first one.

450
00:30:26,680 --> 00:30:33,580
I'm going to set things
up always so that a < b.

451
00:30:33,580 --> 00:30:36,840
And that's the setup
of the theorem.

452
00:30:36,840 --> 00:30:42,010
And so that means that
b - a is positive.

453
00:30:42,010 --> 00:30:48,190
Which means that this factor
over here is a positive number.

454
00:30:48,190 --> 00:30:56,000
If f' is positive,
which is what happens

455
00:30:56,000 --> 00:30:58,830
in the first case, that's the
assumption that we're making,

456
00:30:58,830 --> 00:31:01,210
then this is a positive number.

457
00:31:01,210 --> 00:31:02,750
And so f(b) > f(a).

458
00:31:08,190 --> 00:31:09,565
Which means that
it's increasing.

459
00:31:09,565 --> 00:31:13,900
It goes up as the value goes up.

460
00:31:13,900 --> 00:31:20,780
Similarly, if f'(c) is negative,
then this is a positive times

461
00:31:20,780 --> 00:31:22,830
a negative number,
this is negative.

462
00:31:22,830 --> 00:31:25,610
f(b) < f(a).

463
00:31:25,610 --> 00:31:37,850
So it goes the other way.

464
00:31:37,850 --> 00:31:39,520
Maybe I'll write this way.

465
00:31:39,520 --> 00:31:49,910
And finally, if f'(c)
= 0, then f(b) = f(a).

466
00:31:49,910 --> 00:31:52,110
Which if you apply it
to all possible ends,

467
00:31:52,110 --> 00:31:56,110
means if you can do it for
every interval, which you can,

468
00:31:56,110 --> 00:31:57,940
then that means
that f is constant.

469
00:31:57,940 --> 00:32:12,640
It never gets to change values.

470
00:32:12,640 --> 00:32:17,260
Well you might have believed
these facts already.

471
00:32:17,260 --> 00:32:20,670
But I just want to emphasize
to you that this turns out

472
00:32:20,670 --> 00:32:23,670
to be the one key link
between infinitesimals,

473
00:32:23,670 --> 00:32:27,610
between limits and these
actual differences.

474
00:32:27,610 --> 00:32:30,240
Before, we were saying that
the difference quotient

475
00:32:30,240 --> 00:32:32,530
was approximately equal
to the derivative.

476
00:32:32,530 --> 00:32:35,520
Now we're saying that it's
exactly equal to a derivative.

477
00:32:35,520 --> 00:32:38,930
Although we don't know
exactly which point to use.

478
00:32:38,930 --> 00:32:47,150
It's some point in between.

479
00:32:47,150 --> 00:32:49,900
I'm going to be deducing some
other consequences in a second,

480
00:32:49,900 --> 00:32:52,187
but let me stop for
second to make sure

481
00:32:52,187 --> 00:32:53,270
that everybody's on board.

482
00:32:53,270 --> 00:32:56,880
Especially since I've
finished the blackboards here.

483
00:32:56,880 --> 00:32:59,510
Before we-- everybody happy?

484
00:32:59,510 --> 00:33:00,100
One question.

485
00:33:00,100 --> 00:33:08,617
STUDENT: [INAUDIBLE]

486
00:33:08,617 --> 00:33:10,950
PROFESSOR: I'm just going to
repeat your question first.

487
00:33:10,950 --> 00:33:12,950
I'm a little bit
confused, you said,

488
00:33:12,950 --> 00:33:16,230
about what guarantees that
there's a point of tangency.

489
00:33:16,230 --> 00:33:19,030
That's what you said.

490
00:33:19,030 --> 00:33:20,780
So do you want to
elaborate, or do you

491
00:33:20,780 --> 00:33:23,152
want to want to stop
with what you just said?

492
00:33:23,152 --> 00:33:24,360
What is it that confuses you?

493
00:33:24,360 --> 00:33:28,764
STUDENT: [INAUDIBLE]

494
00:33:28,764 --> 00:33:29,430
PROFESSOR: Yeah.

495
00:33:29,430 --> 00:33:43,500
STUDENT: [INAUDIBLE]

496
00:33:43,500 --> 00:33:46,305
PROFESSOR: So I'm not claiming
that there's only one point.

497
00:33:46,305 --> 00:33:48,180
This could wiggle a lot
of times and it maybe

498
00:33:48,180 --> 00:33:49,990
touches at ten places.

499
00:33:49,990 --> 00:33:54,640
In other words, it's OK with me
if it touches more than once.

500
00:33:54,640 --> 00:33:56,830
Then I just have more,
the more the merrier.

501
00:33:56,830 --> 00:33:59,550
In other words, I don't
want there necessarily only

502
00:33:59,550 --> 00:34:00,050
to be one.

503
00:34:00,050 --> 00:34:02,720
It could come down like this.

504
00:34:02,720 --> 00:34:05,140
And touch a second time.

505
00:34:05,140 --> 00:34:09,290
Is that what was concerning you?

506
00:34:09,290 --> 00:34:11,580
So in mathematics,
when we claim that this

507
00:34:11,580 --> 00:34:14,410
is true for some point,
we don't necessarily

508
00:34:14,410 --> 00:34:16,210
mean that it doesn't
work for others.

509
00:34:16,210 --> 00:34:18,310
In fact, if the
function is constant,

510
00:34:18,310 --> 00:34:25,960
this is 0 and in fact this
equation is true for every c.

511
00:34:25,960 --> 00:34:30,840
That satisfies your question?

512
00:34:30,840 --> 00:34:33,620
The fact that this point exists
actually is a touchy point.

513
00:34:33,620 --> 00:34:35,320
I just convinced
you of it visually.

514
00:34:35,320 --> 00:34:39,030
It's a geometric issue, whether
you're allowed to do this.

515
00:34:39,030 --> 00:34:41,840
Indeed, it has to do
with the existence

516
00:34:41,840 --> 00:34:44,150
of tangent lines
and more analysis

517
00:34:44,150 --> 00:34:46,120
than we can do in this class.

518
00:34:46,120 --> 00:34:46,620
Yeah.

519
00:34:46,620 --> 00:34:47,328
Another question.

520
00:34:47,328 --> 00:34:48,880
STUDENT: [INAUDIBLE]

521
00:34:48,880 --> 00:34:50,437
PROFESSOR: Pardon me.

522
00:34:50,437 --> 00:34:51,270
STUDENT: [INAUDIBLE]

523
00:34:51,270 --> 00:34:52,686
PROFESSOR: The
question is, what's

524
00:34:52,686 --> 00:34:56,780
the difference between this
and the linear approximation.

525
00:34:56,780 --> 00:35:11,010
And I think, let me see
if I can describe that.

526
00:35:11,010 --> 00:35:12,520
I'll leave the
theorem on the board.

527
00:35:12,520 --> 00:35:14,490
I'm going to get rid of
the colloquial version

528
00:35:14,490 --> 00:35:19,380
of the theorem.

529
00:35:19,380 --> 00:35:26,200
And I'll try to describe to
you the difference between this

530
00:35:26,200 --> 00:35:32,130
and the linear approximation.

531
00:35:32,130 --> 00:35:34,220
I was planning to
do that in a while,

532
00:35:34,220 --> 00:35:36,890
but we'll do it right now since
that's what you're asking.

533
00:35:36,890 --> 00:35:37,660
That's fine.

534
00:35:37,660 --> 00:35:45,570
So here's the situation.

535
00:35:45,570 --> 00:35:51,660
The linear approximation,
so let's say comparison

536
00:35:51,660 --> 00:35:57,390
with linear approximation.

537
00:35:57,390 --> 00:35:59,710
They're very closely related.

538
00:35:59,710 --> 00:36:02,710
The linear approximation says
the change in f over the change

539
00:36:02,710 --> 00:36:06,290
in x, that's the left-hand
side of this thing,

540
00:36:06,290 --> 00:36:09,980
is approximately f'(a).

541
00:36:09,980 --> 00:36:21,200
For b near a, and
b - a = delta x.

542
00:36:21,200 --> 00:36:23,110
This statement, which
is in the box, which

543
00:36:23,110 --> 00:36:25,980
is sitting right up
there, is the statement

544
00:36:25,980 --> 00:36:31,330
that this change in f is
actually equal to something.

545
00:36:31,330 --> 00:36:33,180
Not approximately equal to it.

546
00:36:33,180 --> 00:36:37,670
It's equal to f' of some c.

547
00:36:37,670 --> 00:36:41,330
And the problem here is that
we don't know exactly which c.

548
00:36:41,330 --> 00:36:43,930
This is for some c.

549
00:36:43,930 --> 00:36:53,190
Between a and b.

550
00:36:53,190 --> 00:36:54,810
Right, so.

551
00:36:54,810 --> 00:36:59,190
That's the difference
between the two.

552
00:36:59,190 --> 00:37:19,700
And let me elaborate
a little bit.

553
00:37:19,700 --> 00:37:27,050
If you're trying to understand
what (f(b) - f(a)) / (b -

554
00:37:27,050 --> 00:37:32,840
a) is, the mean value theorem
is telling you for sure that

555
00:37:32,840 --> 00:37:35,530
it's equal to this f'(c).

556
00:37:35,530 --> 00:37:38,230
So that means it's less
than or equal to the largest

557
00:37:38,230 --> 00:37:44,280
possible value on the-- largest
value you can get, for sure.

558
00:37:44,280 --> 00:37:48,110
And this is on the
whole interval.

559
00:37:48,110 --> 00:37:49,980
And I'm going to
include the ends,

560
00:37:49,980 --> 00:37:54,050
because when you take a max it's
sometimes achieved at the ends.

561
00:37:54,050 --> 00:37:58,770
And similarly, because it's
f'(c), it's definitely bigger

562
00:37:58,770 --> 00:38:07,030
than the min on this
same interval here.

563
00:38:07,030 --> 00:38:13,420
This is all you can say based
on the mean value theorem.

564
00:38:13,420 --> 00:38:14,620
All you know is this.

565
00:38:14,620 --> 00:38:17,710
And colloquially,
what that means

566
00:38:17,710 --> 00:38:25,690
is that the average speed
is between the maximum

567
00:38:25,690 --> 00:38:29,000
and the minimum.

568
00:38:29,000 --> 00:38:31,450
Not very surprising.

569
00:38:31,450 --> 00:38:33,120
The mean value
theorem is supposed

570
00:38:33,120 --> 00:38:36,480
to be very intuitively obvious.

571
00:38:36,480 --> 00:38:39,370
It's saying the average
speed is trapped

572
00:38:39,370 --> 00:38:42,850
between the maximum speed
and the minimum speed.

573
00:38:42,850 --> 00:38:44,830
For sure, that's
something, that's

574
00:38:44,830 --> 00:38:48,340
why-- incidentally this
wasn't really proved when

575
00:38:48,340 --> 00:38:50,350
Newton and Leibniz were around.

576
00:38:50,350 --> 00:38:52,860
But, let's write this
so that you can read it.

577
00:38:52,860 --> 00:39:01,350
Average speed is between
the max and the min.

578
00:39:01,350 --> 00:39:04,960
But nobody had any trouble,
they didn't disbelieve it

579
00:39:04,960 --> 00:39:09,750
because it's a
very natural thing.

580
00:39:09,750 --> 00:39:16,980
Now if, for example, I take any
kind of linear approximation,

581
00:39:16,980 --> 00:39:25,670
say, for instance, e^x
is approximately 1 + x.

582
00:39:25,670 --> 00:39:30,620
Then I'm making the guess-- no,
I don't want to say this yet.

583
00:39:30,620 --> 00:39:35,830
That's not going to explain
it to you well enough.

584
00:39:35,830 --> 00:39:38,690
What we're saying, so this
is the mean value here.

585
00:39:38,690 --> 00:39:40,840
This is what the mean
value theorem says.

586
00:39:40,840 --> 00:39:47,270
And here's the
linear approximation.

587
00:39:47,270 --> 00:39:52,140
The linear approximation is
saying that the average speed

588
00:39:52,140 --> 00:39:59,550
is approximately the
initial speed, or possibly

589
00:39:59,550 --> 00:40:01,900
the final speed.

590
00:40:01,900 --> 00:40:07,140
So if a is the left endpoint,
then it's the initial speed.

591
00:40:07,140 --> 00:40:09,630
If it happens to be the right
endpoint, if the value of x

592
00:40:09,630 --> 00:40:13,460
is to the left then
it's the final speed.

593
00:40:13,460 --> 00:40:16,640
So those are the-- so you can
see it's approximately right.

594
00:40:16,640 --> 00:40:19,180
Because the speed, when
you're on a short interval,

595
00:40:19,180 --> 00:40:20,530
shouldn't be varying very much.

596
00:40:20,530 --> 00:40:22,696
The max and the min should
be pretty close together.

597
00:40:22,696 --> 00:40:25,630
So that's why the linear
approximation is reasonable.

598
00:40:25,630 --> 00:40:27,800
And this is telling
you absolutely,

599
00:40:27,800 --> 00:40:34,140
it's no less than the min
and no more than the max.

600
00:40:34,140 --> 00:40:34,640
Yeah.

601
00:40:34,640 --> 00:40:40,965
STUDENT: [INAUDIBLE]

602
00:40:40,965 --> 00:40:42,090
PROFESSOR: The little kink?

603
00:40:42,090 --> 00:40:46,074
STUDENT: [INAUDIBLE]

604
00:40:46,074 --> 00:40:47,740
PROFESSOR: If you
approach from the top.

605
00:40:47,740 --> 00:40:50,507
So if it's still under here
I can show you it again.

606
00:40:50,507 --> 00:40:51,590
Oh yeah, it's still there.

607
00:40:51,590 --> 00:40:52,090
Good.

608
00:40:52,090 --> 00:40:54,630
STUDENT: [INAUDIBLE]

609
00:40:54,630 --> 00:40:56,830
PROFESSOR: Oh, the one
with the wiggle on top?

610
00:40:56,830 --> 00:40:57,872
Yeah, this one you can't.

611
00:40:57,872 --> 00:40:59,704
Because there's nothing
to touch and it also

612
00:40:59,704 --> 00:41:02,160
fails from the bottom because
there's this bad point.

613
00:41:02,160 --> 00:41:04,217
From the top, it could work.

614
00:41:04,217 --> 00:41:05,550
It can certainly work both ways.

615
00:41:05,550 --> 00:41:07,760
So, for example.

616
00:41:07,760 --> 00:41:09,940
See if you're a
machine, you maybe

617
00:41:09,940 --> 00:41:11,310
don't have a way of doing this.

618
00:41:11,310 --> 00:41:14,330
But if you're a human being
you can spot all the places.

619
00:41:14,330 --> 00:41:17,990
There are a bunch of spots
where the slope is right.

620
00:41:17,990 --> 00:41:20,770
And it's perfectly OK.

621
00:41:20,770 --> 00:41:21,780
All of them work.

622
00:41:21,780 --> 00:41:25,139
STUDENT: [INAUDIBLE]

623
00:41:25,139 --> 00:41:26,930
PROFESSOR: It's not
that the c is the same.

624
00:41:26,930 --> 00:41:29,470
It's just we've now found
one, two, three, four,

625
00:41:29,470 --> 00:41:31,160
five c's for which it works.

626
00:41:31,160 --> 00:41:40,390
STUDENT: [INAUDIBLE] PROFESSOR:
If you're asked to find a c,

627
00:41:40,390 --> 00:41:44,897
so first of all that's
kind of a phony question.

628
00:41:44,897 --> 00:41:46,730
There are some questions
on your problem set

629
00:41:46,730 --> 00:41:48,340
which ask you to find a c.

630
00:41:48,340 --> 00:41:51,850
That actually is struggling
to get you to understand what

631
00:41:51,850 --> 00:41:54,310
the statement of the
mean value theorem is,

632
00:41:54,310 --> 00:41:58,890
but you should not pay a lot of
attention to those questions.

633
00:41:58,890 --> 00:42:01,870
They're not very impressive.

634
00:42:01,870 --> 00:42:04,860
But, of course, you would have
to find all the-- if it asked

635
00:42:04,860 --> 00:42:06,110
you to find one, you find one.

636
00:42:06,110 --> 00:42:10,950
If you can find some more, fine.

637
00:42:10,950 --> 00:42:13,470
You can pick whichever
one you want.

638
00:42:13,470 --> 00:42:16,560
Mean value theorem
just doesn't care.

639
00:42:16,560 --> 00:42:18,190
The mean value
theorem doesn't care

640
00:42:18,190 --> 00:42:21,060
because actually, the mean
value theorem is never

641
00:42:21,060 --> 00:42:28,020
used except to-- in real life,
except in this context here.

642
00:42:28,020 --> 00:42:31,225
You can never nail
down which c it

643
00:42:31,225 --> 00:42:33,140
is, so the only
thing you can say

644
00:42:33,140 --> 00:42:35,980
is that you're going slower
than the maximum speed

645
00:42:35,980 --> 00:42:40,414
and faster than
the minimum speed.

646
00:42:40,414 --> 00:42:41,330
Sorry, say that again?

647
00:42:41,330 --> 00:42:47,057
STUDENT: [INAUDIBLE]

648
00:42:47,057 --> 00:42:48,890
PROFESSOR: If you're
asked for a specific c,

649
00:42:48,890 --> 00:42:51,080
you have to find a specific c.

650
00:42:51,080 --> 00:42:53,070
And it has to be in the range.

651
00:42:53,070 --> 00:43:04,420
In between, it
has to be in here.

652
00:43:04,420 --> 00:43:07,880
So now I want to tell you about
another kind of application,

653
00:43:07,880 --> 00:43:11,100
which is really just
a consequence of what

654
00:43:11,100 --> 00:43:22,070
I've described here.

655
00:43:22,070 --> 00:43:26,050
I should emphasize, by
the way, this, probably,

656
00:43:26,050 --> 00:43:27,420
should be doing this.

657
00:43:27,420 --> 00:43:32,120
I guess we've never
used this color here.

658
00:43:32,120 --> 00:43:32,950
It's popular.

659
00:43:32,950 --> 00:43:33,640
This is pink.

660
00:43:33,640 --> 00:43:35,480
So this one is so good.

661
00:43:35,480 --> 00:43:47,360
So since we're going to do this.

662
00:43:47,360 --> 00:43:50,960
So the reason why the
exclamation points

663
00:43:50,960 --> 00:43:54,150
are temporary, this is
such an obvious fact.

664
00:43:54,150 --> 00:43:57,857
But this is the way
that you're going

665
00:43:57,857 --> 00:43:59,440
to want to use the
mean value theorem,

666
00:43:59,440 --> 00:44:01,650
and this is the only way
you need to understand

667
00:44:01,650 --> 00:44:02,670
the mean value theorem.

668
00:44:02,670 --> 00:44:06,520
On your test, or ever
in your whole life.

669
00:44:06,520 --> 00:44:10,630
So this is the way
it will be used.

670
00:44:10,630 --> 00:44:17,140
As I will make very clear
when we review for the exam.

671
00:44:17,140 --> 00:44:18,714
In practice what
happens is you even

672
00:44:18,714 --> 00:44:21,130
forget about the mean value
theorem, and what you remember

673
00:44:21,130 --> 00:44:24,360
is these three properties here.

674
00:44:24,360 --> 00:44:26,000
Which are themselves
consequences

675
00:44:26,000 --> 00:44:27,720
of the mean value theorem.

676
00:44:27,720 --> 00:44:31,950
So these are the ones that
I want to illustrate now.

677
00:44:31,950 --> 00:44:35,710
In my next discussion here.

678
00:44:35,710 --> 00:44:42,420
I'm just going to talk
about inequalities.

679
00:44:42,420 --> 00:44:46,930
Inequalities are relationships
between functions.

680
00:44:46,930 --> 00:44:50,170
And I'm going to prove a couple
of them using the properties

681
00:44:50,170 --> 00:44:52,300
over there, the
properties that functions

682
00:44:52,300 --> 00:44:56,900
with positive derivatives
are increasing.

683
00:44:56,900 --> 00:44:58,900
Here's an example.

684
00:44:58,900 --> 00:45:08,390
e^x > 1 + x, where x > 0.

685
00:45:08,390 --> 00:45:10,940
The proof is the following.

686
00:45:10,940 --> 00:45:16,070
I consider-- So here's a proof.

687
00:45:16,070 --> 00:45:21,550
I consider the function f(x),
which is the difference.

688
00:45:21,550 --> 00:45:22,490
e^x - (1+x).

689
00:45:27,360 --> 00:45:37,140
I observe that it starts at f(0)
equal to, well, that's e^0 -

690
00:45:37,140 --> 00:45:42,110
(1+0), which is 0.

691
00:45:42,110 --> 00:45:45,510
And, it keeps on going.

692
00:45:45,510 --> 00:45:50,310
f'(x) is e^x, if I differentiate
here, the 1 goes away.

693
00:45:50,310 --> 00:45:54,117
I get minus 1.

694
00:45:54,117 --> 00:45:55,700
That's the derivative
of the function.

695
00:45:55,700 --> 00:46:03,750
And this function, because e^x
> 1 for x positive, is positive.

696
00:46:03,750 --> 00:46:07,095
As x gets bigger and bigger,
this rate of increase

697
00:46:07,095 --> 00:46:08,290
is positive.

698
00:46:08,290 --> 00:46:13,940
And therefore, three
dots, that's therefore,

699
00:46:13,940 --> 00:46:23,350
f(x) is bigger than its
starting place, for x > 0.

700
00:46:23,350 --> 00:46:27,100
If it's increasing, then
that's-- in particular,

701
00:46:27,100 --> 00:46:28,730
it's increasing starting from 0.

702
00:46:28,730 --> 00:46:30,340
So this is true.

703
00:46:30,340 --> 00:46:36,000
Now, all I have to do is read
what this inequality says.

704
00:46:36,000 --> 00:46:39,860
And what it says is that
e^x, just plug in for f(x),

705
00:46:39,860 --> 00:46:45,130
which is right here, minus (1+x)
is greater than the starting

706
00:46:45,130 --> 00:46:48,590
value, which was 0.

707
00:46:48,590 --> 00:46:52,050
Now, I put the thing that's
negative on the other side.

708
00:46:52,050 --> 00:47:01,550
So that's the same
thing as e^x > 1 + x.

709
00:47:01,550 --> 00:47:04,330
That's a typical inequality.

710
00:47:04,330 --> 00:47:11,150
And now, we'll use
this principle again.

711
00:47:11,150 --> 00:47:12,900
Oh gee, I erased
the wrong thing.

712
00:47:12,900 --> 00:47:15,490
I erased the statement
and not the proof.

713
00:47:15,490 --> 00:47:23,340
Well, hide the proof.

714
00:47:23,340 --> 00:47:27,500
The next thing I want to prove
to you is that e^x > 1 + x +

715
00:47:27,500 --> 00:47:28,000
x^2 / 2.

716
00:47:33,090 --> 00:47:34,300
So, how do I do that?

717
00:47:34,300 --> 00:47:42,174
I introduce a function g(x),
which is e^x minus this.

718
00:47:42,174 --> 00:47:44,340
And now, I'm just going to
do exactly the same thing

719
00:47:44,340 --> 00:47:45,780
I did before.

720
00:47:45,780 --> 00:47:51,870
Which is, I get started
with g(0), which is 1 - 1.

721
00:47:51,870 --> 00:47:53,680
Which is 0.

722
00:47:53,680 --> 00:48:00,690
And g'(x) is e^x minus - now,
look at what happens when I

723
00:48:00,690 --> 00:48:03,590
differentiate this.

724
00:48:03,590 --> 00:48:04,870
The 1 goes away.

725
00:48:04,870 --> 00:48:10,600
The x gives me a 1, and the
x^2 / 2 gives me a plus x.

726
00:48:10,600 --> 00:48:18,190
And this one is positive for
x > 0, because of step 1.

727
00:48:18,190 --> 00:48:21,840
Because of the previous
one that I did.

728
00:48:21,840 --> 00:48:28,340
So this one is increasing.
g is increasing.

729
00:48:28,340 --> 00:48:33,350
Which says that g(x) > g(0).

730
00:48:33,350 --> 00:48:36,620
And if you just read that
off, it's exactly the same

731
00:48:36,620 --> 00:48:41,690
as our inequality here.
e^x > 1 + x + x^2 / 2.

732
00:48:48,270 --> 00:48:54,010
Now, you can keep on going
with this essentially forever.

733
00:48:54,010 --> 00:48:58,510
And let me just write
down what you get.

734
00:48:58,510 --> 00:49:04,772
You get e^x is greater
than 1 plus x plus x^2 / 2,

735
00:49:04,772 --> 00:49:06,480
the next one turns
out to be x^3 / (3*2).

736
00:49:10,460 --> 00:49:11,730
x^4 / (4*3*2).

737
00:49:14,850 --> 00:49:16,820
And you can do
whatever you want.

738
00:49:16,820 --> 00:49:19,490
You can do others.

739
00:49:19,490 --> 00:49:22,860
And this is like the
tortoise and the hare.

740
00:49:22,860 --> 00:49:27,740
This is the tortoise, and this
is the hare, it's always ahead.

741
00:49:27,740 --> 00:49:31,910
But eventually, if you go
infinitely far, it catches up.

742
00:49:31,910 --> 00:49:38,190
So this turns out to be exactly
equal to e^x in the limit.

743
00:49:38,190 --> 00:49:41,280
And we'll talk about that
maybe at the end of the course.