Use Derivative to Find the Extreme Values

May 31, 2023

Introduction

demo piecewise function

I use the graph to show you what is the meaning of extreme value.

Suppose x[2,3]x \in [-2, 3]

  • f(e)f(e) is the global minimum value, x[2,3]x \in [-2, 3].
  • f(c)f(c) is the global maximum value, x[2,3]x \in [-2, 3].
  • f(b)f(b) is the local minimum value, x[1,0]x \in [-1, 0].
  • f(a)f(a) is the local maximum value, x[2,0]x \in [-2, 0].

Definition: Global Extreme Value

Let cc \in DD, DD is the Domain of the function ff.

  • If f(c)f(x)f(c) \geq f(x), xD\forall x \in D, then f(c)f(c) is the global maximum value.
  • If f(c)f(x)f(c) \leq f(x), xD\forall x \in D, then f(c)f(c) is the global minimum value.

Definition: Local Extreme Value

Let cc \in SS, DD is the Domain of the function ff and SDS \subset D.

  • If f(c)f(x)f(c) \geq f(x), xS\forall x \in S, then f(c)f(c) is the local maximum value.
  • If f(c)f(x)f(c) \leq f(x), xS\forall x \in S, then f(c)f(c) is the local minimum value.

The Extreme Value Theorem

ff is continuous on [a,b]R[a, b] \in R \Rightarrow it exists the global extreme values of ff.

Fermat’s Theorem

ff has a local extremum at x=cx = c \Rightarrow f(c)=0f'(c) = 0 or f(c)f'(c) does not exist.

Proof

Let h>0h > 0 or h<0h < 0, Then

f(c)f(c+h)f(c+h)f(c)0\begin{aligned} f(c) &\geq f(c + h) \\ f(c + h) - f(c) &\leq 0 \\ \end{aligned}

Case 1. h>0h > 0

f(c+h)f(c)h0f(c)=limh0f(c+h)f(c)hlimh0+0=0\begin{aligned} \frac{f(c + h) - f(c)}{h} &\leq 0 \\ f'(c) = \lim\limits_{h \to 0}\frac{f(c + h) - f(c)}{h} &\leq \lim\limits_{h \to 0^+} 0 = 0 \\ \end{aligned}

Case 2. h<0h < 0

f(c+h)f(c)h0f(c)=limh0f(c+h)f(c)hlimh00=0\begin{aligned} \frac{f(c + h) - f(c)}{h} &\geq 0 \\ f'(c) = \lim\limits_{h \to 0}\frac{f(c + h) - f(c)}{h} &\geq \lim\limits_{h \to 0^-} 0 = 0 \\ \end{aligned}

If f(c)0f'(c) \geq 0 and f(c)0f'(c) \leq 0, f(c)=0f'(c) = 0 must be true.

Definition: Critical Point

If cc is a critical point of ff \Leftrightarrow f(c)=0f'(c) = 0 or f(c)f'(c) does not exist.

Algorithm: Find the Global Extreme Value

  1. Find the derivative of the function ff, ff in [a,b][a, b]
  2. Find all critical points using f(x)=0f'(x) = 0
  3. Evaluate the values of ff at all critical points
  4. Evaluate the values of ff at all endpoints
  5. Compare the evaluated values and get the extreme values

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Written by Gapry, 魏秋
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