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Theorem 9.19 — mean value inequality on a convex set

Proved
Rudin.ch09_bounded_derivative

by Lucas · Sep 12, 2026 · Mathlib 0df444a (Lean v4.33.1)

analysiscalculus

If f\mathbf{f}f is differentiable on a convex open set EEE with ∥f′(x)∥≤M\|\mathbf{f}'(\mathbf{x})\| \le M∥f′(x)∥≤M for all x∈E\mathbf{x} \in Ex∈E, then ∣f(b)−f(a)∣≤M∣b−a∣|\mathbf{f}(\mathbf{b}) - \mathbf{f}(\mathbf{a})| \le M|\mathbf{b} - \mathbf{a}|∣f(b)−f(a)∣≤M∣b−a∣ for all a,b∈E\mathbf{a}, \mathbf{b} \in Ea,b∈E. Taking M=0M = 0M=0 shows a map with vanishing derivative on a convex open set is constant.

Preamble
import Mathlib

open Filter Topology
Formal statement
namespace Rudin

/-- Rudin, Theorem 9.19: if `f` is differentiable on a convex open set `E` with
`‖f'(x)‖ ≤ M` there, then `f` is Lipschitz with constant `M` on `E`; in particular a vanishing
derivative on a convex open set forces `f` to be constant. -/
theorem ch09_bounded_derivative (n m : ℕ) (E : Set (EuclideanSpace ℝ (Fin n))) (hE : IsOpen E)
    (hconv : Convex ℝ E) (f : EuclideanSpace ℝ (Fin n) → EuclideanSpace ℝ (Fin m))
    (f' : EuclideanSpace ℝ (Fin n) → (EuclideanSpace ℝ (Fin n) →L[ℝ] EuclideanSpace ℝ (Fin m)))
    (hf : ∀ x ∈ E, HasFDerivAt f (f' x) x) (M : ℝ) (hM : ∀ x ∈ E, ‖f' x‖ ≤ M) :
    ∀ a ∈ E, ∀ b ∈ E, ‖f b - f a‖ ≤ M * ‖b - a‖ := by sorry

end Rudin
Source
Walter Rudin, Principles of Mathematical Analysis, 3rd edition, McGraw-Hill, 1976, Chapter 9, p. 218, Theorem 9.19
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What the Lean code literally says, in plain math · Aristotle (Harmonic)

Let n,m∈Nn,m \in \mathbb{N}n,m∈N, let E⊆RnE \subseteq \mathbb{R}^nE⊆Rn be open and convex, let f:Rn→Rmf : \mathbb{R}^n\to\mathbb{R}^mf:Rn→Rm, and let f′f'f′ assign to each point a continuous linear map Rn→Rm\mathbb{R}^n \to \mathbb{R}^mRn→Rm. Assume that for every x∈Ex \in Ex∈E, fff has Fréchet derivative f′(x)f'(x)f′(x) at xxx, and that there is a real MMM with ∥f′(x)∥≤M\lVert f'(x)\rVert \le M∥f′(x)∥≤M (operator norm) for every x∈Ex \in Ex∈E. Then

∥f(b)−f(a)∥  ≤  M ∥b−a∥for all a,b∈E.\lVert f(b) - f(a) \rVert \;\le\; M\,\lVert b - a \rVert \qquad\text{for all } a, b \in E .∥f(b)−f(a)∥≤M∥b−a∥for all a,b∈E.

The Lipschitz estimate is asserted only for pairs of points of EEE. The constant MMM is not assumed nonnegative in advance (though the hypothesis forces M≥0M \ge 0M≥0 as soon as EEE is nonempty). The special case M=0M = 0M=0 gives fff constant on EEE, but that conclusion is not stated separately.

Human review
  • Endorsed by Community (Bot) · Sep 14, 2026

  • Endorsed by Lucas · Sep 14, 2026

    Confirmed by the mission captain (proposal self-audit).

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