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Extreme Value Theorem PDF

The extreme value theorem states that if a function f is continuous on a closed bounded interval [a,b], then f must attain both a maximum and minimum value at least once on that interval. Specifically, there exist numbers c and d in [a,b] such that f(c) is the maximum value of f and f(d) is the minimum value of f on the interval. The theorem also states that the maximum value is equal to the least upper bound of f, and the minimum value is equal to the greatest lower bound of f. The proof involves first showing the function is bounded, then finding sequences where the images converge to the supremum and infimum to show the function attains those values.

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802 views2 pages

Extreme Value Theorem PDF

The extreme value theorem states that if a function f is continuous on a closed bounded interval [a,b], then f must attain both a maximum and minimum value at least once on that interval. Specifically, there exist numbers c and d in [a,b] such that f(c) is the maximum value of f and f(d) is the minimum value of f on the interval. The theorem also states that the maximum value is equal to the least upper bound of f, and the minimum value is equal to the greatest lower bound of f. The proof involves first showing the function is bounded, then finding sequences where the images converge to the supremum and infimum to show the function attains those values.

Uploaded by

abhi
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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In calculus, the extreme value theorem states that if a real-valued function f is continuous in

the closed and bounded interval [a,b], then f must attain a maximum and a minimum, each at
least once. That is, there exist numbers c and d in [a,b] such that:

A related theorem is the boundedness theorem which states that a continuous function f in
the closed interval [a,b] is bounded on that interval. That is, there exist real numbers m and M
such that:

The extreme value theorem enriches the boundedness theorem by saying that not only is the
function bounded, but it also attains its least upper bound as its maximum and its greatest
lower bound as its minimum.
The extreme value theorem is used to prove Rolle's theorem

A continuous function (x) on the closed interval [a,b] showing the absolute max (red) and
the absolute min (blue).
We look at the proof for the upper bound and the maximum of f. By applying these results to
the function f, the existence of the lower bound and the result for the minimum of f follows.
Also note that everything in the proof is done within the context of the real numbers.
We first prove the boundedness theorem, which is a step in the proof of the extreme value
theorem. The basic steps involved in the proof of the extreme value theorem are:
1.
2.
3.
4.

Prove the boundedness theorem.


Find a sequence so that its image converges to the supremum of f.
Show that there exists a subsequence that converges to a point in the domain.
Use continuity to show that the image of the subsequence converges to the supremum.

Proof of the boundedness theorem


Suppose the function f is not bounded above on the interval [a,b]. Then, for every natural
number n, there exists an xn in [a,b] such that f(xn) > n. This defines a sequence {xn}. Because
[a,b] is bounded, the BolzanoWeierstrass theorem implies that there exists a convergent
subsequence {
} of {xn}. Denote its limit by x. As [a,b] is closed, it contains x. Because f
is continuous at x, we know that {f(
)} converges to the real number f(x) (as f is
sequentially continuous at x.) But f(xnk) > nk k for every k, which implies that {f(xnk)}
diverges to +, a contradiction. Therefore, f is bounded above on [a,b].

Proof of the extreme value theorem


By the boundedness theorem, f is bounded from above, hence, by the Dedekind-completeness
of the real numbers, the least upper bound (supremum) M of f exists. It is necessary to find a
d in [a,b] such that M = f(d). Let n be a natural number. As M is the least upper bound, M
1/n is not an upper bound for f. Therefore, there exists dn in [a,b] so that M 1/n < f(dn). This
defines a sequence {dn}. Since M is an upper bound for f, we have M 1/n < f(dn) M for all
n. Therefore, the sequence {f(dn)} converges to M.
The BolzanoWeierstrass theorem tells us that there exists a subsequence {
}, which
converges to some d and, as [a,b] is closed, d is in [a,b]. Since f is continuous at d, the
sequence {f(
)} converges to f(d). But {f(dnk)} is a subsequence of {f(dn)} that converges
to M, so M = f(d). Therefore, f attains its supremum M at d.

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