JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS 227, 216᎐226 Ž1998.

ARTICLE NO. AY986097

Limit Properties of Differential Mean Values

R. C. Powers,* T. Riedel, and P. K. Sahoo

Department of Mathematics, Uni¨ ersity of Louis¨ ille, Louis¨ ille, Kentucky 40292

Submitted by Bruce C. Berndt

Received November 17, 1997

In this paper, we establish some results that concern the behavior of two types of
differential mean values as the interval length shrinks to zero. The first type
involves divided difference and the second type is connected to a theorem due to
Flett w Math. Gazette 42 Ž1958., 38᎐39x. We show that if a function f Ž t . is of the
form pŽ t . q Ž t y a. ␣ g Ž t ., where pŽ t . is a polynomial, then the behavior of the
limit is essentially independent of the function g Ž t .. The results established by
Bao-lin w Amer. Math. Monthly 104 Ž1997., 561᎐562x and Jacobson w Amer. Math.
Monthly 89 Ž1982., 300᎐301x are special cases of our results. 䊚 1998 Academic Press

Bao-lin w1x and Jacobson w6x described the behavior of integral mean
values as the length of the interval shrinks to zero. In this paper we give a
similar description for two types of differential mean values. The first type
involves divided difference and the second type is connected to a theorem
due to Flett w3x. In our approach for the first type not only does the
interval length shrink to zero but we also allow for the possibility that the
interval shifts to the left. For other types of limiting behavior of means
based on divided difference, the reader is referred to Horwitz w4x and
references therein.
For distinct points x 1 , x 2 , . . . , x n in ⺢, the di¨ ided difference of f : ⺢ ª ⺢
is defined recursively as w x 1; f Ž x .x s f Ž x 1 . and

x1 , x 2 , . . . , x n ; f Ž x .
x 1 , x 2 , . . . , x ny1 ; f Ž x . y x 2 , x 3 , . . . , x n ; f Ž x .
s .
x1 y x n

*E-mail: rcpowe01@homer.louisville.edu.

216
0022-247Xr98 $25.00
Copyright 䊚 1998 by Academic Press
All rights of reproduction in any form reserved.
 LIMIT PROPERTIES 217

For all natural numbers n G 2 the n-point divided difference of f can be

expressed as
n f Ž xi .
x1 , x 2 , . . . , x n ; f Ž x . s Ý . Ž 1.
n
is1 Ł j/ i , js1 Ž xi y x j .

The mean value theorem for the n-point divided difference Žsee w5x or w7,
p. 249x. states that if f : w a, b x ª ⺢ is Ž n y 1.-times continuously differen-
tiable and x 1 , . . . , x n are n distinct points in w a, b x, then there exists ␩
gxmin x 1 , . . . , x n4 , max x 1 , . . . , x n4w such that

f Ž ny1. Ž ␩ .
x1 , . . . , x n ; f Ž x . s . Ž 2.
Ž n y 1. !
Here f Ž ny1. Ž t . denotes the Ž n y 1.st derivative of f Ž t . and ␩ is referred to
as a differential mean ¨ alue.
Consider the function f Ž t . s t 2 on the interval w1, 2x. Applying Ž2. with
n s 2 to f on the interval w1, x x, where x gx1, 2w, we obtain

f Ž x . y f Ž 1.
s f ⬘Ž ␩ .
xy1
for some ␩ in x1, x w. Since f Ž t . s t 2 , the differential mean value ␩ is given
by
␩ s 12 Ž x q 1 . .

Now evaluating the limit of Ž␩ y 1.rŽ x y 1. as x approaches 1 from the

right, we get

␩y1 1
2 Ž x q 1. y 1 1
limq s limq s .
xª1 xy1 xª1 xy1 2
Similarly, if we consider another function f Ž t . s e t on the interval w0, 2x,
then again we have

␩y0 1 ex y 1
lim s limq ln ž /
xª0 q xy0 xª0 x x

1 x x2 1
s limq ln 1 q q q ⭈⭈⭈ s
xª0 x ž 2 3! / 2
.

This type of limiting behavior is true for many functions. In Theorem 1

Žand also in Theorem 2. we state a general result about such limits.
218 POWERS, RIEDEL, AND SAHOO

We now consider a variable interval w a, a q x x, where 0 - x - b y a.

Let 0 F m1 - ⭈⭈⭈ - m n F 1. Then x 1 s a q m1 x, . . . , x n s a q m n x are
n distinct points in w a, a q x x. If f : w a, b x ª ⺢ is Ž n y 1.-times continu-
ously differentiable, then, by the mean value theorem for n-point divided
difference applied to f on the interval w a q m1 x, a q m n x x, there exists a
mean value in the interval x a q m1 x, a q m n x w such that Ž2. is satisfied. To
emphasize the dependence on the variable x we denote this mean value by
␩x . There may be many possible choices for ␩x . Therefore, the correspon-
dence x ª ␩x involves a choice function. Our goal is to study the behavior
of ␩x as x goes to zero.
We now present the statement and proof of our first result describing
the behavior of differential mean values for the divided difference.
THEOREM 1. Let f : x a, b x ª ⺢ be Ž n y 1.-times continuously differen-
tiable such that
␣
f Ž t . s p Ž t . q Ž t y a. g Ž t . , Ž 3.
where pŽ t . is a polynomial of degree at most n y 1, g Ž ny1. Ž t . is bounded on
x a, b x, g Ž a. s lim x ª 0q g Ž a q x . / 0, and ␣ g ⺢ _  0, 1, . . . , n y 14 . Then
1r Ž ␣ q1yn .
␩x y a m1 , . . . , m n ; x ␣
lim s , Ž 4.
xª0 q x ␣
ž ny1 /
where 0 - m1 - ⭈⭈⭈ - m n F 1, ␩x is the mean ¨ alue gi¨ en in Ž2. for
w a q m1 x, . . . , a q m n x; f Ž x .x, and 0 - x - b y a.
Proof. In view of Ž1., we can write
n f Ž a q mi x .
a q m1 x, . . . , a q m n x ; f Ž t . s Ý . Ž 5.
is1 x ny1
Ł nj/ i , js1 Ž m i y m j .

Since pŽ t . is a polynomial of degree at most Ž n y 1., the left- and

right-hand sides of Ž2. yield the same constant and they cancel; thus we
may assume without loss of generality that pŽ t . s 0. Thus, from Ž3., we
have
␣
f Ž a q mi x . s Ž mi x . g Ž a q mi x . .

Substituting this into the right-hand side of Eq. Ž5. yields

␣
n Ž mi x . g Ž a q mi x .
a q m1 x, . . . , a q m n x ; f Ž t . s Ý ,
is1 x ny1
Ł nj/ i , js1 Ž m i y m j .
 LIMIT PROPERTIES 219

which is

a q m1 x, . . . , a q m n x ; f Ž t .
n m ␣i g Ž a q m i x .
s x ␣yŽ ny1. Ý . Ž 6.
is1 Ł nj/ i , js1 Ž m i y m j .

We now use the product rule to determine f Ž ny1. Ž t .. If we let t s ␩x , then

ny1 jy1
ny1
f Ž ny1. Ž ␩x . s Ý ž j /½ Ł Ž ␣ y i . Ž ␩x y ␣ . ␣yj g Ž ny1yj. Ž ␩x . . Ž 7.
5
js0 is0

jy1 Ž
The product Ł is0 ␣ y i . is understood to be 1 when j s 0. Now from Ž6.
and Ž7. we find that Eq. Ž2. yields

n m ␣i g Ž a q m i x .
x ␣yŽ ny1. Ý
is1 Ł nj/i , js1 Ž m i y m j .
ny1 jy1
1 ny1 ␣yj
s
Ž n y 1. !
Ý
js0
ž j /½ŁŽ is0
5
␣ y i . Ž ␩x y a . g Ž ny1yj. Ž ␩x . .

Next divide by x ␣yŽ ny1. to get

n m ␣i g Ž a q m i x .
Ý Ł nj/i , js1 Ž m i y m j .
is1

␣yj
Ž 8.
ny1
ny1
jy1
Ł is0 Ž ␣ y i. Ž ␩x y a .
s Ý
js0
ž j /½ Ž n y 1. ! 5 x ␣yŽ ny1.
g Ž ny1yj. Ž ␩x . .

Now we can take the limit as x approaches 0 from the right and observe
that ␩x tends to a. It follows from the hypotheses on g that each summand
on the right-hand side of Ž8. is zero except when j s n y 1. Thus

ny 2
Ł is0 Ž ␣ y i. ␩x y a ␣ y Ž ny1 .
limq ž / g Ž ␩x .
Ž n y 1. ! xª0 x
n m ␣i lim x ª 0q g Ž a q m i x .
s Ý .
is1 Ł nj/ i , js1 Ž m i y m j .
220 POWERS, RIEDEL, AND SAHOO

Using the fact that g Ž a. / 0 we finally get

␩x y a ␣ y Ž ny1 .
limq
xª0
ž x /
1 n m ␣i
s Ý ,
␣ Ł nj/ i , js1 Ž m i y m j .
ž ny1 / is1

where Ž n y␣ 1 . represents the generalized binomial coefficient. The desired

limit is obtained after taking roots. Now the proof of the theorem is
complete.
Remark 1. If f and g are Ž n y 1.-times continuously differentiable at
a, then Theorem 1 also holds with m1 s 0.
A version of Taylor’s formula which contains the remainder in the
Peano form Žsee w9, pp. 112᎐114x. is the following: Suppose that f is n times
differentiable at a. Then there is a function ⑀ Ž x . such that

n f Ž k . Ž a.
f Ž a q x. s Ý x k q ⑀ Ž x. x n, Ž 9.
ks0 k!

where lim x ª 0 ⑀ Ž x . s 0.
Using Taylor’s formula Ž9. and following the proof of Theorem 1, one
can establish the following theorem. However, we present its proof for the
sake of completeness.
THEOREM 2. Suppose f : w a, b x ª ⺢ has a continuous Ž n y 1. st deri¨ a-
ti¨ e and is k G n times differentiable at a with f Ž i. Ž a. s 0 for i s n, . . . , Ž k y
1. Ž ob¨ iously if k s n this condition is ¨ acuous., and f Ž k . Ž a. / 0. Then

1r Ž kq1yn .
␩x y a m1 , . . . , m n ; x k
lim s , Ž 10 .
xª0 q x k
ž ny1 /
where 0 F m1 - ⭈⭈⭈ - m n F 1, ␩x is the mean ¨ alue gi¨ en in Ž2. for
w a q m1 x, . . . , a q m n x; f Ž x .x, and 0 - x - b y a.
Proof. In view of Ž1., we can write
n f Ž a q mi x .
a q m1 x, . . . , a q m n x ; f Ž t . s Ý , Ž 11 .
is1 x ny1
Ł nj/ i , js1 Ž m i y m j .
 LIMIT PROPERTIES 221

and with the help of Taylor’s formula Žwhich contains the remainder in the
Peano form. we expand f Ž a q m i x . as

k f Ž l . Ž a. l k
f Ž a q mi x . s Ý Ž mi x . q ⑀ Ž mi x . Ž mi x . ,
ls0 l!

where lim x ª 0q ⑀ Ž m i x . s 0. Next, using the hypothesis that f Ž i. Ž a. s 0 for

i s n, . . . , k y 1 in the above, we obtain

ny1 f Ž l . Ž a. l
f Ž k . Ž a. k k
f Ž a q mi x . s Ý Ž mi x . q Ž mi x . q ⑀ Ž mi x . Ž mi x . .
ls0 l! k!

Substituting this into the right-hand side of Eq. Ž11. yields

w a q m1 x, . . . , a q m n x ; f Ž t . x
n Ý ny1
ls0 Ž f
Žl.
Ž a. rl! . Ž m i x . l q Ž f Ž k . Ž a. rk! . Ž m i x . k q ⑀ Ž m i x .Ž m i x . k
s Ý
is1
½ x ny1 Ł nj/ i , js1Ž m i y m j . 5 .

Now we can rearrange these terms to obtain expressions corresponding to

divided differences in the m i :

a q m1 x, . . . , a q m n x ; f Ž t .
ny2 f Ž l . Ž a. n m li
s Ý Ý
ls0 l! x Ž ny1.yl is1 Ł nj/ i , js1 Ž m i y m j .

f Ž ny1. Ž a . n m ny
i
1
q Ý
Ž n y 1 . ! is1 Ł nj/ i , js1 Ž m i y m j .
f Ž k . Ž a. n m ki x kyŽ ny1.
q Ý
k! is1 Ł nj/ i , js1 Ž m i y m j .
n ⑀ Ž m i x . x k m ki
qÝ .
is1 x ny 1 Ł nj/ i , js1 Ž m i y m j .

From the last expression and the fact that

0,
~
¡ for l - n y 1,
x 1 , . . . , x n ; x l s 1,
¢
x 1 q ⭈⭈⭈ qx n ,
for l s n y 1,
for l s n,
222 POWERS, RIEDEL, AND SAHOO

where l is some nonnegative integer, we get

a q m1 x, . . . , a q m n x ; f Ž t .
f Ž ny1. Ž a . f Ž k . Ž a. n m ki x kyŽ ny1.
s q Ý
Ž n y 1. ! k! is1 Ł nj/ i , js1 Ž m i y m j .
n ⑀ Ž m i x . x k m ki
qÝ . Ž 12 .
is1 x ny 1 Ł nj/ i , js1 Ž m i y m j .

Expanding f Ž ny1. Ž x . into a Taylor polynomial of degree k y Ž n y 1.

with remainder and evaluating at the mean value ␩x , we have

ky Ž ny1 . f Ž lqny1. Ž a . l ky Ž ny1 .

f Ž ny1. Ž ␩x . s Ý Ž ␩x y a . q ˆ
⑀ Ž ␩x y a . Ž ␩x y a . ,
ls0 l!

⑀ Ž␩x y a. s 0. Using the hypotheses of the theorem and

where lim ␩ x ª aq ˆ
the above equation, the right-hand side of Eq. Ž2. becomes

f Ž ny1. Ž ␩x . f Ž ny1. Ž a .
s
Ž n y 1. Ž n y 1. !
f Ž k . Ž a.
Ž ␩x y a. ky
Ž ny1 .
q
Ž n y 1. ! Ž k y Ž n y 1. . !
ky Ž ny1 .
ˆ⑀ Ž ␩x y a. Ž ␩x y a.
q . Ž 13 .
Ž n y 1. !

Using Ž2., Ž12., and Ž13., and cancelling f Ž ny1. Ž a.rŽ n y 1.!, we get

f Ž k . Ž a. n m ki x kyŽ ny1. n ⑀ Ž m i x . x k m ki
Ý q Ý
k! is1 Ł nj/ i , js1 Ž m i y m j . is1 x ny1 Ł nj/ i , js1 Ž m i y m j .

f Ž k . Ž a.
Ž ␩x y a. ky
Ž ny1 .
s
Ž n y 1. ! Ž k y Ž n y 1. . !
ky Ž ny1 .
ˆ⑀ Ž ␩x y a. Ž ␩x y a.
q .
Ž n y 1. !
 LIMIT PROPERTIES 223

Using x ) 0 and the fact that f Ž k . Ž a. / 0, we obtain

␩x y a ky Ž ny1 .

ž x /
Ž n y 1. ! Ž k y Ž n y 1. . ! n m ki
s Ý
k! is1 Ł nj/ i , js1 Ž m i y m j .

Ž n y 1. ! Ž k y Ž n y 1. . !
q
f Ž k . Ž a . x kyŽ ny1.
ky Ž ny1 .
n ⑀ Ž m i x . x k m ki
ˆ⑀ Ž ␩x ya. Ž ␩x ya.
ž
= Ý ny 1 n
is1 x Ł j/ i , js1 Ž m i ym j .
y
Ž n y 1. ! / .

Since lim x ª 0q ⑀ Ž m i x . s 0 Ž i s 1, . . . , n. and lim x ª 0q ˆ

⑀ Ž␩x y a. s 0, it fol-
lows that

␩x y a ky Ž ny1 .
limq
xª0
ž x /
Ž n y 1. ! Ž k y Ž n y 1. . ! n m ki
s Ý ,
k! is1 Ł nj/ i , js1 Ž m i y m j .

which after taking the roots yields the desired limit. The proof of the
theorem is complete.
Suppose f is continuous on w a, b x and is differentiable at a with
f Ž1. Ž a. / 0. For each x gx a, bw, let ␰ x be the value determined by the
integral mean value theorem where

x
Ha f Ž t . dt s f Ž ␰ . Ž x y a. .
x

If F Ž s . s Has f Ž t . dt, then the previous equation can be written as

F Ž x . y F Ž a.
F Ž1. Ž ␰ x . s .
xya

The last equation can be written in terms of the two-point divided

difference as

a, a q x ; F Ž s . s F Ž1. Ž ␰ x . .
224 POWERS, RIEDEL, AND SAHOO

Since F Ž s . is continuously differentiable on w a, b x, and is twice differen-

tiable at a with F Ž2. Ž a. / 0 it follows from Theorem 2 Žwith m1 s 0 and
n s 2. that
␰x y a w 0, 1; x 2 x 1
limq s s .
xª0 x 2 2
ž/
1
This was the result established by Jacobson w6x which follows immediately
from Theorem 2. Similarly, the results obtained by Bao-lin w1x also follow
immediately from Theorem 2. Finally, we note that the right-hand side of
Ž10. with n s 2 is the Stolarsky mean of order k Žsee w8x..
We now turn to a second type of differential mean value due to Flett w3x.
The original version of Flett’s mean value theorem w3x has endpoint
conditions not suitable for this study. However, in a recent paper Davitt et
al. w2x gave the following generalization of Flett’s mean value theorem:
THEOREM 3 ŽGeneralized Flett mean value theorem.. Let f be differen-
tiable on an open inter¨ al containing w a, a q x x. Then there is an ␩x gx a, a q
x w such that
1
2 Ž ␩x y a. a q x, a; f Ž1. Ž t . q ␩x , a; f Ž t . s f Ž1. Ž ␩x . . Ž 14 .

A simple calculation shows that if f is a polynomial of degree 2 or less

then any ␩x satisfies Ž14..
We are now ready to state the analog of Theorem 1. Since Eq. Ž14.
contains terms involving Ž␩x y a. we do not work with the interval w a q
m1 x, a q m 2 x x. Instead, we take m1 s 0 and, without loss of generality, we
assume that m 2 s 1.
THEOREM 4. Let f : w a, a q x x ª ⺢ be differentiable on w a, a q x x such
that
␣
f Ž t . s p Ž t . q Ž t y a. g Ž t . ,
where p is a polynomial of degree at most 2, g Ž1. Ž t . is bounded on x a, a q x x,
g Ž a. s lim x ª 0q g Ž a q x . / 0, and ␣ gx1, 2wjx2, ⬁w. Then
␩x y a ␣ 1r Ž ␣ y2 .
lim s , Ž 15 .
xª0 q x 2 Ž ␣ y 1.
where ␩x is the mean ¨ alue gi¨ en in Ž14..
Proof. Given the remark immediately after the statement of Theorem 3
we may assume that pŽ t . s 0. Then
␣ y1 ␣
f Ž1. Ž t . s ␣ Ž t y a . g Ž t . q Ž t y a . g Ž1. Ž t . .
 LIMIT PROPERTIES 225

Insert the previous expression into Eq. Ž14. to obtain

␣ ␣ y1 ␣
Ž ␩x y a . g Ž ␩x . s ␣ Ž ␩x y a . g Ž ␩x . q Ž ␩x y a . g Ž1. Ž ␩x . Ž ␩x y a .

1 ␣ x ␣y1 g Ž a q x . q x ␣ g Ž1. Ž a q x . 2
y Ž ␩x y a . .
2 x
Now we can divide by x ␣y2 Ž␩x y a. 2 and after collecting terms we obtain
␣y1
␩x y a ␣ y2 Ž ␩x y a .
Ž1 y ␣ . ž / g Ž ␩x . s g Ž1. Ž ␩x .
x x ␣y2
␣ g Ž a q x . q xg Ž1. Ž a q x .
y .
2
Next we take the limit as x approaches 0 from the right and notice that
␩x also approaches zero. This together with the continuity of g at a and
the fact that g Ž1. is bounded implies

␩x y a ␣y2 g Ž a. ␣
Ž 1 y ␣ . g Ž a. ž limq / sy .
xª0 x 2
Since g Ž a. / 0 we get

␩x y a ␣ 1r Ž ␣ y2 .
limq s ,
xª0 x 2 Ž ␣ y 1.

and the proof is complete.

It would be of interest to extend Theorem 4 from 2-point divided
difference to n-point divided difference. For this, one needs to extend
Theorem 3 to n-point divided difference. This will be treated elsewhere.

ACKNOWLEDGMENT

The authors gratefully acknowledge several helpful comments of the referee.

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functions, submitted for publication.
226 POWERS, RIEDEL, AND SAHOO

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