The intermediate value theorem states that if is continuous and lies between and , then some satisfies .
It is enough to prove the caseLetChoose with . Continuity gives . If , continuity would make for some , contradicting that is an upper bound of . Thus . The case with reversed endpoint inequalities follows by replacing with .
Choose withRestrict to the line segment between them:This is continuous, with . The intermediate value theorem gives a with . Thereforeis the required zero on a line segment.
Define the continuous functionAt the mesh points its values telescope:If one term is zero, the result follows immediately. Otherwise the terms cannot all have the same sign, so there are mesh points at which is positive and negative. The intermediate value theorem between those points gives an with . Thus the telescoping increment lemma yields
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