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Exercise 1801Calculus › Multivariable calculus › Partial derivativesM1Added 3 Nov 2026

Mean value inequality

#mean value#inequality#gradient

Statement

Let f:Rn→Rf:\mathbb{R}^n\to\mathbb{R} be C1C^1 and ∥∇f∥≤M\| \nabla f\|\le M. Show that ∣f(b)−f(a)∣≤M∥b−a∥|f(b)-f(a)|\le M\|b-a\|.

Hint

Apply the univariate MVT to t↦f(a+t(b−a))t\mapsto f(a+t(b-a)).

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Solution

Restriction. g(t)=f(a+t(b−a))g(t)=f(a+t(b-a)) on [0,1][0,1]. Then g(0)=f(a)g(0)=f(a), g(1)=f(b)g(1)=f(b), and g′(t)=∇f(a+t(b−a))⋅(b−a)g'(t)=\nabla f(a+t(b-a))\cdot(b-a).

MVT. f(b)−f(a)=g′(c)f(b)-f(a)=g'(c) for some c∈(0,1)c\in(0,1).

Bound. ∣g′(c)∣≤∥∇f∥⋅∥b−a∥≤M∥b−a∥|g'(c)|\le\|\nabla f\|\cdot\|b-a\|\le M\|b-a\|.

Conclusion. Lipschitz bound ∣f(b)−f(a)∣≤M∥b−a∥|f(b)-f(a)|\le M\|b-a\|.