I am working on this problem:
I want to prove that when $f$ is differentiable on a closed interval $[x_1,x_2]$, where $x_2>x_1$, $f$ is bounded.
At first I was thinking that I could prove (by contradiction) that $f$ had to be bounded because $\infty$ cannot be on a closed interval. And since $f$ is on a closed interval, it can't be unbounded. But I think we're supposed to use the mean value theorem.
So, I know that $f$ is bounded on $I$ when there exists a constant K such that $|f(x)|\leq K$ for all $x \epsilon I$. Since $f$ is differentiable, it is continuous. Vi can thus use the mean value theorem. We manipulte the formula a bit and get: $f'(c)(x_2-x_1)=f(x_2)-f(x_1)$, since $f$ is bounded at $|f(x)|\leq K$, $|f'(c)||x_2-x_1|=|f(x_2)-f(x_1)|$
Now, I'm trying to get to a point where I can prove that $f\leq K$, probably using the triangle inequality? Also that I could solve the MVT-expression for $f(x)$ when the $|MVT|\leq K$? Am I on to something?
That a function $f$ defined and continuous on a closed and bounded interval $[a,b]$ is bounded is ultimately a consequence of the Bolzano-Weierstrass theorem. BWT states that any bounded sequence has a convergent subsequence.
You could use BWT indirectly to prove that $f$ is bounded. Assume that $f$ is unbounded. This implies that for any positive integer $n$ there is a sequence $(x_n)$ in $[a,b]$ such that $|f(x_n)| > n$ -- leading eventually to a contradiction.
On the other hand, you can use another consequence of BWT, that the closed and bounded interval $[a,b]$ is compact, implying that any open cover has a finite subcover. In this way you can salvage your proof. You have shown that for any point $x \in [a,b]$ there exists an interval $I_x = (x - \delta_x,x + \delta_x)$ where $f$ is locally bounded, i.e. $|f(y)| < M_x$ for all $y \in I_x$.
Since $[a,b] \subset \cup_{x \in [a,b]}I_x$, then compactness implies there are a finite number of points $x_1, x_2, \ldots , x_n \in [a,b]$ such that $[a,b] \subset \cup_{k=1}^nI_{x_k}.$ Take $M = \max(M_{x_1}, M_{x_2}, \ldots, M_{x_n}).$ For any $x \in [a,b]$ there exists $1 \leqslant j \leqslant n$ such that $x \in I_{x_j}$and $|f(x)| < M_{x_j} < M$.