In this section, we use the Mean Value Theorem and the Intermediate Value Theorem to prove Darboux's Theorem.
First, let's recall what Darboux's Theorem says:
Suppose f(x) is differentiable on an open interval I. Then for all a,b in I with a≤b, and for all r between f′(a) and f′(b), there exists d∈I such that f′(d)=r.
So, we'll start out by assuming that r lies strictly between f′(a) and f′(b). We then define two continuous functions fa,fb:I→R by
fa(x)={a−tf(a)−f(t)f′(a):t=a:t=a
and
fb(x)={t−bf(t)−f(b)f′(b):t=b:t=b
We first remark that since
t→alima−tf(a)−f(t)=f′(a) and t→blimt−bf(t)−f(b)=f′(b),
the functions are indeed continuous everywhere.
Now, by definition, we have fa(a)=f′(a),fa(b)=fb(a), and fb(b)=f′(b). Therefore, we must have that either r lies between fa(a) and fa(b), or it lies between fb(a) and fb(b).
So without loss of generality, suppose r is between fa(a) and fa(b). Since fa(x) is continuous, by the Intermediate Value Theorem there exists D between a and b such that
r=fa(D)=D−af(D)−f(a).
Finally, by the Mean Value Theorem on f(x), it follows that there exists d between a and b for which
r=D−af(D)−f(a)=f′(d).
This completes the proof.