Mean value theorem (divided differences)
In mathematical analysis, the mean value theorem for divided differences generalizes the mean [value theorem] to higher derivatives.
Statement of the theorem
For any n + 1 pairwise distinct points x0, ..., xn in the domain of an n-times differentiable function f there exists an interior pointwhere the nth derivative of f equals n
For n = 1, that is two function points, one obtains the simple mean value theorem.
Proof
Let be the Lagrange [interpolation polynomial] for f at x0, ..., xn.Then it follows from the Newton form of that the highest order term of is.
Let be the remainder of the interpolation, defined by. Then has zeros: x0, ..., xn.
By applying Rolle's theorem first to, then to, and so on until, we find that has a zero. This means that