Mean value theorem (divided differences)

Mean value theorem (divided differences)

In mathematical analysis, the mean value theorem for divided differences generalizes the mean value theorem to higher derivatives.[1] It states that for any n + 1 points x0, ..., xn in the domain of an n-times differentiable function ƒ there exists an interior point

 \xi \in (\min\{x_0,\dots,x_n\},\max\{x_0,\dots,x_n\}) \,

where the nth derivative of ƒ equals n ! times the nth divided difference at these points:

 f[x_0,\dots,x_n] = \frac{f^{(n)}(\xi)}{n!}.

For n = 1, that is two function points, one obtains the simple mean value theorem.

Applications

The theorem can be used to generalise the Stolarsky mean to more than two variables.

References

  1. ^ de Boor, C. (2005). "Divided differences". Surv. Approx. Theory 1: 46–69. MR2221566. 

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