Prove there exists $\xi \in (a,b)$ such that $f(\xi)=f^{(n+1)}(\xi)$. Problem
Let $f(x)$ be $n$-times differentiable over $[a,b]$ and $n+1$-times differentiable over $(a,b)$. $f^{(k)}(a)=f^{(k)}(b)=0$, where $k=0,1,2,\cdots,n$. Prove there exists $\xi \in (a,b)$ such that $f(\xi)=f^{(n+1)}(\xi)$.
Attempt
Consider applying Taylor's formula expanding at $x=a,b$. We have
\begin{align*}
f(x)&=f(a)+f'(a)(x-a)+\cdots+\frac{f^{(n+1)}(\xi_1)}{(n+1)!}(x-a)^{n+1}
=\frac{f^{(n+1)}(\xi_1)}{(n+1)!}(x-a)^{n+1}.
\end{align*}
and
\begin{align*}
f(x)&=f(b)+f'(b)(x-b)+\cdots+\frac{f^{(n+1)}(\xi_2)}{(n+1)!}(x-b)^{n+1}
=\frac{f^{(n+1)}(\xi_2)}{(n+1)!}(x-b)^{n+1}.
\end{align*}
Can we go on from these?
Edit
Later I consulted some reference books and find a similar problem in the book named Problems In Real Analysis: Advanced Calculus On The Real Axis.

Thus, I wonder whether the conclusion holds or not ,if we are only given that   $f(x)$ is $n$-times differentiable over $[a,b]$ and $n+1$-times differentiable over $(a,b)$.
 A: Failed attempt:
Consider the function
$$g(x)=(f(x)+f'(x)+\ldots+f^{(n)}(x))e^{-x} $$
that is continuous(!) over $[a,b]$ and differentiable over $(a,b)$ with derivative
$$\begin{align}g'(x)&=(f'(x)+f''(x)+\ldots+f^{(n+1)}(x))e^{-x}-(f(x)+f'(x)+\ldots+f^{(n)}(x))e^{-x}\\&=(f^{n+1}(x)-f(x))e^{-x}.\end{align}$$
As $g(a)=g(b)=0$, the Rolle theorem tells us that here exists $\xi\in(a,b)$ with $g'(\xi)=0$.
Correction:
Unfortunately, $g$ need not be continuous at $a$ or $b$, so the Rolle theorem cannot be applied. $g$ will only be continuous (and differentiable) over $(a,b)$. In other words, the Rolle theorem holds under somewhat weaker assumptions, but it is usually not presented that way - for the simple reason that Rolle is one of the first theorems about derivatives one encounters.
Here's how to mend the mistake above:
Assume $g$ is injective over $(a,b)$.
Then $g$ must be strictly monotonic over $(a,b)$ (and in particular not constant). Pick $c\in(a,b)$ with $g(c)\ne 0$, wlog. $g(c)>0$ (or else replace $f$ with $-f$). Then either $g(x)>g(c)$ for all $x\in(a,c)$ or for all $x\in (c,b)$; wlog the former (or else replace $f$ with $x\mapsto f(a+b-x)$).
As $e^x$ is bounded over $[a,c]$, it follows that there exist $\delta>0,\epsilon>0$ such that $$\tag1h(x):=e^xg(x)>\epsilon$$ for all $a<x<a+\delta$. But
$ h(x)=f(x)+f'(x)+\ldots+f^{(n)}(x)$ is the derivative of $x\mapsto \int_a^xf(t)\,\mathrm dt+f(x)+\ldots +f^{(n-1)}(x)$ and hence has the Darboux (aka. Inermediate Value) property. In particular, as $h(a)=0$, there must exist $x\in(a,a+\delta)$ with $h(x)=\frac12\epsilon$, contradicting $(1)$.
We conclude that $g$ cannot be injective over $(a,b)$. Hence, there are $u,v$ with $a<u<v<b$ and $g(u)=g(v)$. By Rolle, there exixts $\xi\in(u,v)$ with $g(\xi)=0$. This implies that $f^{(n+1)}(\xi)=f(\xi)$.
A: Proof
At first, let's introduce and prove a lemma, which could be stated as follows.

Lemma Let $f(x)$ be differentiable over $[a,b]$, and $f'(x)$ be
continuous over $(a,b)$. $f'(a)=f'(b)=0$. Then there exist $x_1,x_2$
satisfying $a<x_2<x_1<b$ such that $f'(x_1)=f'(x_2),$ namely, $f'(x)$
can not be injective over $(a,b)$.

Consider proving by contradiction. Assume the conclusion does not hold. Then $f'(x)$ is injective over $(a,b)$. Taking the fact $f(x)$ is continuous over $(a,b)$ into account, we may obtain $f'(x)$ is strictly monotonic over $(a,b)$. Without loss of generality, we assume $f'(x)$ is strictly increasing over $(a,b)$. Obviously, there exsits $c \in (a,b)$ such that $f'(c) \neq 0$. Without loss of generality, we assume $f'(c)>0$ and consider the interval $(c,b)$. (If $f'(c)<0$, we may consider the interval $(a,c)$. The reasoning is similar.) Notice that $f'(c)>0$ and $f'(b)=0$. According to Darboux's theorem, there exists $\xi \in (c,b)$ such that $f'(\xi)=\dfrac{1}{2}f'(c)$. But, since $f'(x)$ is strictly increasing over $(c,b)$, we may have $\dfrac{1}{2}f'(c)=f'(\xi)>f'(c)>0$,  which contradicts.
Now, we can go back to deal with the target problem. We must restrain that $n \geq 1$. Otherwise, the statement need not hold, and I have given a conterexample before when $n=0$. Denote$$F(x):=(n+1)\int_a^x e^{-t}f(t){\rm d}t+\sum_{k=0}^{n-1}(n-k)e^{-x}f^{(k)}(x), x\in [a,b].$$Then $F(x)$ is differentiable over $[a,b]$, and$$F'(x)=e^{-x}\sum_{k=0}^{n}f^{(k)}(x).$$It's easy to verify that $F'(x)$ is continuous over $(a,b)$ and $F'(a)=F'(b)=0$. Thus，by Lemma，$$\exists x_1,x_2(a<x_1<x_2<b):F'(x_1)=F'(x_2).$$Further， by Rolle's theorem，$$\exists \xi \in (x_1,x_2)\subset (a,b):F''(\xi)=e^{-\xi}[f^{(n+1)}(\xi)-f(\xi)]=0,$$which implies$$f(\xi)=f^{(n+1)}(\xi).$$
A: Analysis and Counterexample
We will point out that the statement does not hold necessarily just from the given assumption conditions. Consider the version when $n=0$.

Let $f(x)$ be $0$-times differentiable over $[a,b]$ and $0+1$-times
differentiable over $(a,b)$. $f^{(k)}(a)=f^{(k)}(b)=0$, where
$k=0$. Prove there exists $\xi \in (a,b)$ such that
$f(\xi)=f^{(1)}(\xi)$.

What dose this say? Maybe we can state more directly as follows:

Let $f(x)$ be defined over $[a,b]$ and differentiable over $(a,b)$. $f(a)=f(b)=0$
. Prove there exists $\xi \in (a,b)$ such that
$f(\xi)=f^{'}(\xi)$.

Unfortunately, it does not hold. Here is a counterexample. Let
$$f(x)=\begin{cases}\sin x+2, &0<x<\pi;\\0,&x=0,\text{or}~\pi.\end{cases}$$
Obviously, $f(x)$ has definitions over $[0,\pi]$ and differentiable over $(0,\pi)$. $f(0)=f(\pi)=0.$ But there exsits no $\xi \in (a,b)$ such that $f(\xi)=f'(\xi)$, because the equation
$$f(x)=f'(x),x \in (a,b)$$
namely
$$\sin x+2=\cos x$$
has no solution at all.
A: First, let's prove the case of $n=1$
You have two contnuous functions. $f(x)$ and $g = f'(x)$. Let's look at the interval $[a, a+ s]$ such that for the first time $f(s)=0$ That means that the derivative has different signs at $a$ and $a+s$. (The case of the function touching the line should be treated carefully, but nothing special there.) So, we have $f-g$ that is positive on the one side of $[a, a+s]$ and negative on the another. By continuousity, there is $0$ of $f-g$ somewhere.
I don't know how to make an indction step, but looks like that's possible. 
