Tangent Line to Concave Up Graph

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Theorem

Let $f$ be a real function that is continuous on some closed interval $[a..b]$ and differentiable and concave up on some open interval $(a..b)$.

Then all the tangent lines to $f$ are below the graph of $f$.

Proof

Concaveup.png

Let $\mathcal T$ be the tangent line to $f$ at some point $\left(c, f\left(c\right)\right)$, $c \in \left(a..b\right)$.

From the gradient-intercept form of a line, given any point $\left({x_1, y_1}\right)$ and the gradient $m$, the equation of such a line is:

$y - y_1 = m \left({x - x_1}\right)$

$\implies y = m\left(x - x_1\right) + y_1$

For $\mathcal T$:

  • $y = \mathcal T \left(x\right)$
  • $y_1 = f\left(c\right)$
  • $m = f^\prime \left(c\right)$
  • $x = x$
  • $x_1 = c$

so

$\mathcal T \left(x\right) = f^\prime \left(c\right)\left(x - c\right) + f\left(c\right)$

Consider the graph of $f$ to the right of $\left(c, f\left(c\right)\right)$, that is, any $x$ in $(c..b)$.

Let $d$ be the directed vertical distance from $\mathcal T$ to the graph of $f$. That is, if $f$ is above $\mathcal T$ then $d > 0$. If $f$ is below $\mathcal T$, then $d < 0$.

(From the diagram, it is apparent that $\mathcal T$ is below $f$, but we shall prove it analytically.)

$d$ can be evaluated by

$d = f\left(x\right) - \mathcal T \left(x\right)$

$= f\left(x\right) - f^\prime \left(c\right)\left(x - c\right) - f\left(c\right)$
$= f\left(x\right) - f\left(c\right) - f^\prime \left(c\right)\left(x - c\right)$

By the Mean Value Theorem, there exists some constant $k$ in $\left(c..b\right)$ such that

$f^\prime\left(k\right) = \dfrac {f\left(x\right)-f\left(c\right)}{x-c}$
$\implies f^\prime\left(k\right)\left(x-c\right) = f\left(x\right)-f\left(c\right)$

Substitute this into the formula for $d$

$d = f^\prime\left(k\right)\left(x-c\right) - f^\prime \left(c\right)\left(x - c\right)$
$= \left(f^\prime\left(k\right) - f^\prime \left(c\right)\right) \left(x - c\right)$

Recall that $x$ lies in the interval $\left(c..b\right)$. So $x > c$, and the quantity $x - c$ is positive.

$k$ is also in the interval $\left(c..b\right)$ and so $k > c$. By construction, $f$ is concave up.

By the definition of concavity,

$k > c \implies f^\prime\left(k\right) > f^\prime\left(c\right)$

which means that the quantity $\left(f^\prime\left(k\right) - f^\prime \left(c\right)\right)$ is also positive.

Then $d$ is the product of two positive quantities and is itself positive.

Similarly, consider the graph of $f$ to the left of $\left(c, f\left(c\right)\right)$, that is, any $x$ in $(a..c)$.

By the same process as above, we will have

$d = \left(f^\prime\left(k\right) - f^\prime \left(c\right)\right) \left(x - c\right)$

This time, $x < c$ and the quantity $x - c$ is negative.

Further, $k < c$, and so by a similar argument as above,

$k < c \implies f^\prime\left(k\right) < f^\prime\left(c\right)$

and the quantity $\left(f^\prime\left(k\right) - f^\prime \left(c\right)\right)$ is also negative.

Thus $d$ will be the product of two negative quantities, and will again be positive.

$\blacksquare$


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