Proof verification: Darboux’s theorem.

calculusderivativesreal-analysissolution-verification

I wrote a proof of Darboux's theorem and would appreciate it if someone could review it.

The idea of the proof is to instead prove the following equivalent reformulation of the theorem:

If $f:(a,b)\to\mathbb{R}$ is differentiable and nonconstant, then for any $x_1,x_2\in (a,b)$, if $f'(x_1)$ and $f'(x_2)$ have opposite sign (the only way for this to make sense is if $f$ is nonconstant), then there is a $c\in(x_1,x_2)$ with $f'(c)=0$.

The equivalence of this statement to Darboux's can be seen by defining $g(x)=f(x)-\mu x$, where $\mu$ is a number between $f'(x_1)$ and $f'(x_2)$, and noting that $g'(x_1)=f'(x_1)-\mu$ and $g'(x_2)=f'(x_2)-\mu$ are of opposite sign. Thus, $g'$ will have a root if and only if there's a $c\in(x_1,x_2)$ with $f'(c)=\mu$.

The proof then proceeds by arguing that because $f'(x_1)$ and $f'(x_2)$ have opposite sign, say $f'(x_1)<0$ and $f'(x_2)>0$, $f$ must decrease near $x_1$ and increase near $x_2$, so the minimum of $f$ cannot occur at the endpoints. At this minimum, the derivative of $f$ will be zero, proving the statement.

Proof: Pick $x_1,x_2\in(a,b)$ arbitrarily and suppose that $f'(x_1)<0<f'(x_2)$ (the idea of the proof for the case $f'(x_1)>0>f'(x_2)$ is identical). Since $f$ is differentiable on $(a,b)$, it must be continuous on $[x_1,x_2]$, so the extreme value theorem guarantees that $f$ has a minimum on $[x_1,x_2]$.

We will now argue that the minimum of $f$ on $[x_1,x_2]$ cannot occur at $x_1$ or $x_2$. We assumed that $f'(x_1)<0$, or $-f'(x_1)>0$, so the definition of $\lim_{x\to x_1}\frac{f(x)-f(x_1)}{x-x_1}=f'(x_1)$ implies the following bound holds in some deleted neighborhood of $x_1$:

$$\left|\frac{f(x)-f(x_1)}{x-x_1}-f'(x_1)\right|<-f'(x_1)$$

This is equivalent to

$$2f'(x_1)<\frac{f(x)-f(x_1)}{x-x_1}<0\tag{$\star$}$$

so if $x$ is sufficiently small and $x>x_1$, then $x-x_1>0$, so multiplying $(\star)$ through by $x-x_1$ implies $f(x)-f(x_1)<0$, that is, $f(x)<f(x_1)$. This shows that thare are values of $f(x)$ smaller than $f(x_1)$, so $f(x_1)$ cannot be the minimum of $f$.

Proceeding similarly for $x_2$, we get the following bound for all $x$ in a deleted neighborhood of $x_2$:

$$0<\frac{f(x)-f(x_2)}{x-x_2}<2f'(x_2)$$

It follows that for sufficiently small $x$ with $x<x_2$, we have $x-x_2<0$, so multiplying throughout this bound by $x-x_2$ gives $f(x)-f(x_2)<0$, that is, $f(x)<f(x_2)$. We conclude that $f(x_2)$ cannot be the minimum either.

It follows from the above that the minimum of $f$ is located in $(x_1,x_2)$, say $c$. Since $f$ is differentiable at $c$, its derivative there must be zero from Fermat's theorem on local extrema. $\blacksquare$

I appreciate any and all feedback.

Best Answer

The proof is generally correct. These are my remarks:

  • The statement: 'since $f'(x_1)<0$, $f$ must decrease near $x_1$' is false! What is true is that $f(x)<f(x_1)$ for $x_1<x<x_1+\varepsilon$ and this is what you use. There are examples of functions with $f'(x_1)<0$ such that $f$ isn't decreasing on any neighbourhood of $x_1$. I don't remember exactly the formula, one can experiment with something like $$f(0)=0,\quad f(x)=-ax+x^2\sin\frac 1x,\ x\neq 0.$$
  • The main part of the proof is quite complicated. You prove the lemma: if $f'(x_1)<0$ then $f(x)<f(x_1)$ in some right neighbourhood of $x_1$. What you need is a weaker statement: if $f(x)\geq f(x_1)$ in some right neighbourhood of $x_1$ then $f'(x_1)\geq 0$. This follows from the very simple calculations: $$f'(x_1) = \lim_{x\to x_1+}\frac{f(x)-f(x_1)}{x-x_1}\geq 0.$$ Therefore, since $f'(x_1)<0$, $f$ can't have a local minimum in $x_1$.