Image of Interval by Derivative
Theorem
Let $f$ be a real function that is everywhere differentiable.
Let $I \subseteq \operatorname{Dom}(f)$ be an interval.
Then $f'(I)$ is an interval.
Proof
Let $x_1, x_2 \in f'(I) : x_1 < x_2$.
Let $\xi \in (x_1..x_2)$.
We need to show that $\xi \in f'(I)$.
Let $a,b \in I : f'(a) = x_1 \land f'(b) = x_2$.
Assume $a < b$. The case $b < a$ is handled similarly.
Let $g(x) = f(x) - \xi x$.
Then $g'(x) = f'(x) - \xi$.
By Differentiable Function is Continuous, $g$ is continuous.
By Restriction of Continuous Mapping, $g\restriction_{[a..b]}$ is continuous.
From Corollary 3 to Continuous Image of a Compact Space is Compact, $g\restriction_{[a..b]}$ attains a minimum.
By hypothesis, $g'(a) < 0$ and $g'(b) > 0$.
Let $N^*_\epsilon(x)$ denote the deleted $\epsilon$-neighborhood of $x$.
Then from Behaviour of Function Near Limit:
- $\displaystyle\exists N^*_\epsilon(a) : \forall x \in N^*_\epsilon(a) : \frac{g(x) - g(a)}{x-a} < 0$
and
- $\displaystyle\exists N^*_\delta(b) : \forall x \in N^*_\delta(b) : \frac{g(x) - g(b)}{x-b} > 0$
Thus:
- $\exists x \in N^*_\epsilon(a) \cap [a..b]: g(x) < g(a)$
and
- $\exists x \in N^*_\delta(b) \cap [a..b]: g(x) < g(b)$
Hence $g(a)$ and $g(b)$ are not minima of $g\restriction_{[a..b]}$, and so $g\restriction_{[a..b]}$ must attain its minimum at some $m \in (a..b)$.
By Derivative at Maximum or Minimum, $g'(m) = 0$.
Hence $f'(m) = \xi$.
The result follows.
$\blacksquare$
Sources
- Robert B. Ash: Real Variables with Basic Metric Space Topology (2007): $\S 5.2.1$