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Fundamental theorem of calculus

The fundamental theorem of calculus is a theorem that links the concept of differentiating a function (calculating its slopes, or rate of change at each time) with the concept of integrating a function (calculating the area under its graph, or the cumulative effect of small contributions). The two operations are inverses of each other apart from a constant value which depends on where one starts to compute area.

The first part of the theorem, the first fundamental theorem of calculus, states that for a function f , an antiderivative or indefinite integral F may be obtained as the integral of f over an interval with a variable upper bound. This implies the existence of antiderivatives for continuous functions.[1]

Conversely, the second part of the theorem, the second fundamental theorem of calculus, states that the integral of a function f over a fixed interval is equal to the change of any antiderivative F between the ends of the interval. This greatly simplifies the calculation of a definite integral provided an antiderivative can be found by symbolic integration, thus avoiding numerical integration.

History edit

The fundamental theorem of calculus relates differentiation and integration, showing that these two operations are essentially inverses of one another. Before the discovery of this theorem, it was not recognized that these two operations were related. Ancient Greek mathematicians knew how to compute area via infinitesimals, an operation that we would now call integration. The origins of differentiation likewise predate the fundamental theorem of calculus by hundreds of years; for example, in the fourteenth century the notions of continuity of functions and motion were studied by the Oxford Calculators and other scholars. The historical relevance of the fundamental theorem of calculus is not the ability to calculate these operations, but the realization that the two seemingly distinct operations (calculation of geometric areas, and calculation of gradients) are actually closely related.

From the conjecture and the proof of the fundamental theorem of calculus, calculus as a unified theory of integration and differentiation is started. The first published statement and proof of a rudimentary form of the fundamental theorem, strongly geometric in character,[2] was by James Gregory (1638–1675).[3][4] Isaac Barrow (1630–1677) proved a more generalized version of the theorem,[5] while his student Isaac Newton (1642–1727) completed the development of the surrounding mathematical theory. Gottfried Leibniz (1646–1716) systematized the knowledge into a calculus for infinitesimal quantities and introduced the notation used today.

Geometric meaning edit

 
The area shaded in red stripes is close to h times f(x). Alternatively, if the function A(x) were known, this area would be exactly A(x + h) − A(x). These two values are approximately equal, particularly for small h.

The first fundamental theorem may be interpreted as follows. Given a continuous function y = f(x) whose graph is plotted as a curve, one defines a corresponding "area function"   such that A(x) is the area beneath the curve between 0 and x. The area A(x) may not be easily computable, but it is assumed to be well defined.

The area under the curve between x and x + h could be computed by finding the area between 0 and x + h, then subtracting the area between 0 and x. In other words, the area of this "strip" would be A(x + h) − A(x).

There is another way to estimate the area of this same strip. As shown in the accompanying figure, h is multiplied by f(x) to find the area of a rectangle that is approximately the same size as this strip. So:

 

In fact, this estimate becomes a perfect equality if we add the red "Excess" area in the diagram. So:

 

Rearranging terms:

 

As h approaches 0 in the limit, the last fraction must go to zero.[6] To see this, note that the excess region is inside the tiny black-bordered rectangle, giving an upper bound for the excess area:

 

where   and   are points where f reaches its maximum and its minimum, respectively, in the interval [x, x + h].

Thus:

 
By the continuity of f, the right-hand expression tends to zero as h does. Therefore, the left-hand side also tends to zero, and:
 

That is, the derivative of the area function A(x) exists and is equal to the original function f(x), so the area function is an antiderivative of the original function.

Thus, the derivative of the integral of a function (the area) is the original function, so that derivative and integral are inverse operations which reverse each other. This is the essence of the Fundamental Theorem.

Physical intuition edit

Intuitively, the fundamental theorem states that integration and differentiation are essentially inverse operations which reverse each other.

The second fundamental theorem says that the sum of infinitesimal changes in a quantity over time (the integral of the derivative of the quantity) adds up to the net change in the quantity. To visualize this, imagine traveling in a car and wanting to know the distance traveled (the net change in position along the highway). You can see the velocity on the speedometer but cannot look out to see your location. Each second, you can find how far the car has traveled using distance = speed × time, multiplying the current speed (in kilometers or miles per hour) by the time interval (1 second =   hour). Summing up all these small steps, you can calculate the total distance traveled, without ever looking outside the car:

 
As   becomes infinitesimally small, the summing up corresponds to integration. Thus, the integral of the velocity function (the derivative of position) computes how far the car has traveled (the net change in position).

The first fundamental theorem says that any quantity is the rate of change (the derivative) of the integral of the quantity from a fixed time up to a variable time. Continuing the above example, if you imagine a velocity function, you can integrate it from the starting time up to any given time to obtain a distance function whose derivative is the given velocity. (To obtain the highway-marker position, you need to add your starting position to this integral.)

Formal statements edit

There are two parts to the theorem. The first part deals with the derivative of an antiderivative, while the second part deals with the relationship between antiderivatives and definite integrals.

First part edit

This part is sometimes referred to as the first fundamental theorem of calculus.[7]

Let f be a continuous real-valued function defined on a closed interval [a, b]. Let F be the function defined, for all x in [a, b], by

 

Then F is uniformly continuous on [a, b] and differentiable on the open interval (a, b), and

 
for all x in (a, b) so F is an antiderivative of f.

Corollary edit

 
Fundamental theorem of calculus (animation)

The fundamental theorem is often employed to compute the definite integral of a function   for which an antiderivative   is known. Specifically, if   is a real-valued continuous function on   and   is an antiderivative of   in  , then

 

The corollary assumes continuity on the whole interval. This result is strengthened slightly in the following part of the theorem.

Second part edit

This part is sometimes referred to as the second fundamental theorem of calculus[8] or the Newton–Leibniz theorem.

Let   be a real-valued function on a closed interval   and   a continuous function on   which is an antiderivative of   in  :

 

If   is Riemann integrable on   then

 

The second part is somewhat stronger than the corollary because it does not assume that   is continuous.

When an antiderivative   of   exists, then there are infinitely many antiderivatives for  , obtained by adding an arbitrary constant to  . Also, by the first part of the theorem, antiderivatives of   always exist when   is continuous.

Proof of the first part edit

For a given function f, define the function F(x) as

 

For any two numbers x1 and x1 + Δx in [a, b], we have

 
the latter equality resulting from the basic properties of integrals and the additivity of areas.

According to the mean value theorem for integration, there exists a real number   such that

 

It follows that

 
and thus that
 

Taking the limit as   and keeping in mind that   one gets

 
that is,
 
according to the definition of the derivative, the continuity of f, and the squeeze theorem.[9]

Proof of the corollary edit

Suppose F is an antiderivative of f, with f continuous on [a, b]. Let

 

By the first part of the theorem, we know G is also an antiderivative of f. Since F′ − G′ = 0 the mean value theorem implies that FG is a constant function, that is, there is a number c such that G(x) = F(x) + c for all x in [a, b]. Letting x = a, we have

 
which means c = −F(a). In other words, G(x) = F(x) − F(a), and so
 

Proof of the second part edit

This is a limit proof by Riemann sums.

To begin, we recall the mean value theorem. Stated briefly, if F is continuous on the closed interval [a, b] and differentiable on the open interval (a, b), then there exists some c in (a, b) such that

 

Let f be (Riemann) integrable on the interval [a, b], and let f admit an antiderivative F on (a, b) such that F is continuous on [a, b]. Begin with the quantity F(b) − F(a). Let there be numbers x0, ..., xn such that

 

It follows that

 

Now, we add each F(xi) along with its additive inverse, so that the resulting quantity is equal:

 

The above quantity can be written as the following sum:

 

 

 

 

 

(1')

The function F is differentiable on the interval (a, b) and continuous on the closed interval [a, b]; therefore, it is also differentiable on each interval (xi−1, xi) and continuous on each interval [xi−1, xi]. According to the mean value theorem (above), for each i there exists a   in (xi−1, xi) such that

 

Substituting the above into (1'), we get

 

The assumption implies   Also,   can be expressed as   of partition  .

 

 

 

 

 

(2')

 
A converging sequence of Riemann sums. The number in the upper left is the total area of the blue rectangles. They converge to the definite integral of the function.

We are describing the area of a rectangle, with the width times the height, and we are adding the areas together. Each rectangle, by virtue of the mean value theorem, describes an approximation of the curve section it is drawn over. Also   need not be the same for all values of i, or in other words that the width of the rectangles can differ. What we have to do is approximate the curve with n rectangles. Now, as the size of the partitions get smaller and n increases, resulting in more partitions to cover the space, we get closer and closer to the actual area of the curve.

By taking the limit of the expression as the norm of the partitions approaches zero, we arrive at the Riemann integral. We know that this limit exists because f was assumed to be integrable. That is, we take the limit as the largest of the partitions approaches zero in size, so that all other partitions are smaller and the number of partitions approaches infinity.

So, we take the limit on both sides of (2'). This gives us

 

Neither F(b) nor F(a) is dependent on  , so the limit on the left side remains F(b) − F(a).

 

The expression on the right side of the equation defines the integral over f from a to b. Therefore, we obtain

 
which completes the proof.

Relationship between the parts edit

As discussed above, a slightly weaker version of the second part follows from the first part.

Similarly, it almost looks like the first part of the theorem follows directly from the second. That is, suppose G is an antiderivative of f. Then by the second theorem,  . Now, suppose  . Then F has the same derivative as G, and therefore F′ = f. This argument only works, however, if we already know that f has an antiderivative, and the only way we know that all continuous functions have antiderivatives is by the first part of the Fundamental Theorem.[1] For example, if f(x) = ex2, then f has an antiderivative, namely

 
and there is no simpler expression for this function. It is therefore important not to interpret the second part of the theorem as the definition of the integral. Indeed, there are many functions that are integrable but lack elementary antiderivatives, and discontinuous functions can be integrable but lack any antiderivatives at all. Conversely, many functions that have antiderivatives are not Riemann integrable (see Volterra's function).

Examples edit

Computing a particular integral edit

Suppose the following is to be calculated:

 

Here,   and we can use   as the antiderivative. Therefore:

 

Using the first part edit

Suppose

 
is to be calculated. Using the first part of the theorem with   gives
 

This can also be checked using the second part of the theorem. Specifically,   is an antiderivative of  , so

 

An integral where the corollary is insufficient edit

Suppose

 
Then   is not continuous at zero. Moreover, this is not just a matter of how   is defined at zero, since the limit as   of   does not exist. Therefore, the corollary cannot be used to compute
 
But consider the function
 
Notice that   is continuous on   (including at zero by the squeeze theorem), and   is differentiable on   with   Therefore, part two of the theorem applies, and
 

Theoretical example edit

The theorem can be used to prove that

 

Since,

 
the result follows from,
 

Generalizations edit

The function f does not have to be continuous over the whole interval. Part I of the theorem then says: if f is any Lebesgue integrable function on [a, b] and x0 is a number in [a, b] such that f is continuous at x0, then

 

is differentiable for x = x0 with F′(x0) = f(x0). We can relax the conditions on f still further and suppose that it is merely locally integrable. In that case, we can conclude that the function F is differentiable almost everywhere and F′(x) = f(x) almost everywhere. On the real line this statement is equivalent to Lebesgue's differentiation theorem. These results remain true for the Henstock–Kurzweil integral, which allows a larger class of integrable functions.[10]

In higher dimensions Lebesgue's differentiation theorem generalizes the Fundamental theorem of calculus by stating that for almost every x, the average value of a function f over a ball of radius r centered at x tends to f(x) as r tends to 0.

Part II of the theorem is true for any Lebesgue integrable function f, which has an antiderivative F (not all integrable functions do, though). In other words, if a real function F on [a, b] admits a derivative f(x) at every point x of [a, b] and if this derivative f is Lebesgue integrable on [a, b], then[11]

 

This result may fail for continuous functions F that admit a derivative f(x) at almost every point x, as the example of the Cantor function shows. However, if F is absolutely continuous, it admits a derivative F′(x) at almost every point x, and moreover F′ is integrable, with F(b) − F(a) equal to the integral of F′ on [a, b]. Conversely, if f is any integrable function, then F as given in the first formula will be absolutely continuous with F′ = f almost everywhere.

The conditions of this theorem may again be relaxed by considering the integrals involved as Henstock–Kurzweil integrals. Specifically, if a continuous function F(x) admits a derivative f(x) at all but countably many points, then f(x) is Henstock–Kurzweil integrable and F(b) − F(a) is equal to the integral of f on [a, b]. The difference here is that the integrability of f does not need to be assumed.[12]

The version of Taylor's theorem, which expresses the error term as an integral, can be seen as a generalization of the fundamental theorem.

There is a version of the theorem for complex functions: suppose U is an open set in C and f : UC is a function that has a holomorphic antiderivative F on U. Then for every curve γ : [a, b] → U, the curve integral can be computed as

 

The fundamental theorem can be generalized to curve and surface integrals in higher dimensions and on manifolds. One such generalization offered by the calculus of moving surfaces is the time evolution of integrals. The most familiar extensions of the fundamental theorem of calculus in higher dimensions are the divergence theorem and the gradient theorem.

One of the most powerful generalizations in this direction is Stokes' theorem (sometimes known as the fundamental theorem of multivariable calculus):[13] Let M be an oriented piecewise smooth manifold of dimension n and let   be a smooth compactly supported (n − 1)-form on M. If M denotes the boundary of M given its induced orientation, then

 

Here d is the exterior derivative, which is defined using the manifold structure only.

The theorem is often used in situations where M is an embedded oriented submanifold of some bigger manifold (e.g. Rk) on which the form   is defined.

The fundamental theorem of calculus allows us to pose a definite integral as a first-order ordinary differential equation.

 
can be posed as
 
with   as the value of the integral.

See also edit

Notes edit

References edit

  1. ^ a b Spivak, Michael (1980), Calculus (2nd ed.), Houston, Texas: Publish or Perish Inc.
  2. ^ Malet, Antoni (1993). "James Gregorie on tangents and the "Taylor" rule for series expansions". Archive for History of Exact Sciences. Springer-Verlag. 46 (2): 97–137. doi:10.1007/BF00375656. S2CID 120101519. Gregorie's thought, on the other hand, belongs to a conceptual framework strongly geometrical in character. (page 137)
  3. ^ See, e.g., Marlow Anderson, Victor J. Katz, Robin J. Wilson, Sherlock Holmes in Babylon and Other Tales of Mathematical History, Mathematical Association of America, 2004, p. 114.
  4. ^ Gregory, James (1668). Geometriae Pars Universalis. Museo Galileo: Patavii: typis heredum Pauli Frambotti.
  5. ^ Child, James Mark; Barrow, Isaac (1916). The Geometrical Lectures of Isaac Barrow. Chicago: Open Court Publishing Company.
  6. ^ Bers, Lipman. Calculus, pp. 180–181 (Holt, Rinehart and Winston (1976).
  7. ^ Apostol 1967, §5.1
  8. ^ Apostol 1967, §5.3
  9. ^ Leithold, L. (1996), The calculus of a single variable (6th ed.), New York: HarperCollins College Publishers, p. 380.
  10. ^ Bartle (2001), Thm. 4.11.
  11. ^ Rudin 1987, th. 7.21
  12. ^ Bartle (2001), Thm. 4.7.
  13. ^ Spivak, M. (1965). Calculus on Manifolds. New York: W. A. Benjamin. pp. 124–125. ISBN 978-0-8053-9021-6.

Bibliography edit

Further reading edit

  • Courant, Richard; John, Fritz (1965), Introduction to Calculus and Analysis, Springer.
  • Larson, Ron; Edwards, Bruce H.; Heyd, David E. (2002), Calculus of a single variable (7th ed.), Boston: Houghton Mifflin Company, ISBN 978-0-618-14916-2.
  • Malet, A., Studies on James Gregorie (1638-1675) (PhD Thesis, Princeton, 1989).
  • Hernandez Rodriguez, O. A.; Lopez Fernandez, J. M. . "Teaching the Fundamental Theorem of Calculus: A Historical Reflection", Loci: Convergence (MAA), January 2012.
  • Stewart, J. (2003), "Fundamental Theorem of Calculus", Calculus: early transcendentals, Belmont, California: Thomson/Brooks/Cole.
  • Turnbull, H. W., ed. (1939), The James Gregory Tercentenary Memorial Volume, London{{citation}}: CS1 maint: location missing publisher (link).

External links edit

  • "Fundamental theorem of calculus", Encyclopedia of Mathematics, EMS Press, 2001 [1994]
  • at Convergence
  • Isaac Barrow's proof of the Fundamental Theorem of Calculus
  • Fundamental Theorem of Calculus at imomath.com
  • Fundamental Theorem of Calculus MIT.
  • Fundamental Theorem of Calculus Mathworld.

fundamental, theorem, calculus, fundamental, theorem, calculus, theorem, that, links, concept, differentiating, function, calculating, slopes, rate, change, each, time, with, concept, integrating, function, calculating, area, under, graph, cumulative, effect, . The fundamental theorem of calculus is a theorem that links the concept of differentiating a function calculating its slopes or rate of change at each time with the concept of integrating a function calculating the area under its graph or the cumulative effect of small contributions The two operations are inverses of each other apart from a constant value which depends on where one starts to compute area The first part of the theorem the first fundamental theorem of calculus states that for a function f an antiderivative or indefinite integral F may be obtained as the integral of f over an interval with a variable upper bound This implies the existence of antiderivatives for continuous functions 1 Conversely the second part of the theorem the second fundamental theorem of calculus states that the integral of a function f over a fixed interval is equal to the change of any antiderivative F between the ends of the interval This greatly simplifies the calculation of a definite integral provided an antiderivative can be found by symbolic integration thus avoiding numerical integration Contents 1 History 2 Geometric meaning 3 Physical intuition 4 Formal statements 4 1 First part 4 2 Corollary 4 3 Second part 5 Proof of the first part 6 Proof of the corollary 7 Proof of the second part 8 Relationship between the parts 9 Examples 9 1 Computing a particular integral 9 2 Using the first part 9 3 An integral where the corollary is insufficient 9 4 Theoretical example 10 Generalizations 11 See also 12 Notes 13 References 13 1 Bibliography 14 Further reading 15 External linksHistory editSee also History of calculus The fundamental theorem of calculus relates differentiation and integration showing that these two operations are essentially inverses of one another Before the discovery of this theorem it was not recognized that these two operations were related Ancient Greek mathematicians knew how to compute area via infinitesimals an operation that we would now call integration The origins of differentiation likewise predate the fundamental theorem of calculus by hundreds of years for example in the fourteenth century the notions of continuity of functions and motion were studied by the Oxford Calculators and other scholars The historical relevance of the fundamental theorem of calculus is not the ability to calculate these operations but the realization that the two seemingly distinct operations calculation of geometric areas and calculation of gradients are actually closely related From the conjecture and the proof of the fundamental theorem of calculus calculus as a unified theory of integration and differentiation is started The first published statement and proof of a rudimentary form of the fundamental theorem strongly geometric in character 2 was by James Gregory 1638 1675 3 4 Isaac Barrow 1630 1677 proved a more generalized version of the theorem 5 while his student Isaac Newton 1642 1727 completed the development of the surrounding mathematical theory Gottfried Leibniz 1646 1716 systematized the knowledge into a calculus for infinitesimal quantities and introduced the notation used today Geometric meaning edit nbsp The area shaded in red stripes is close to h times f x Alternatively if the function A x were known this area would be exactly A x h A x These two values are approximately equal particularly for small h The first fundamental theorem may be interpreted as follows Given a continuous function y f x whose graph is plotted as a curve one defines a corresponding area function x A x displaystyle x mapsto A x nbsp such that A x is the area beneath the curve between 0 and x The area A x may not be easily computable but it is assumed to be well defined The area under the curve between x and x h could be computed by finding the area between 0 and x h then subtracting the area between 0 and x In other words the area of this strip would be A x h A x There is another way to estimate the area of this same strip As shown in the accompanying figure h is multiplied by f x to find the area of a rectangle that is approximately the same size as this strip So A x h A x f x h displaystyle A x h A x approx f x cdot h nbsp In fact this estimate becomes a perfect equality if we add the red Excess area in the diagram So A x h A x f x h Excess displaystyle A x h A x f x cdot h text Excess nbsp Rearranging terms f x A x h A x h Excess h displaystyle f x frac A x h A x h frac text Excess h nbsp As h approaches 0 in the limit the last fraction must go to zero 6 To see this note that the excess region is inside the tiny black bordered rectangle giving an upper bound for the excess area Excess h f x h 1 f x h 2 displaystyle text Excess leq h f x h 1 f x h 2 nbsp where x h 1 displaystyle x h 1 nbsp and x h 2 displaystyle x h 2 nbsp are points where f reaches its maximum and its minimum respectively in the interval x x h Thus f x A x h A x h Excess h h f x h 1 f x h 2 h f x h 1 f x h 2 displaystyle left f x frac A x h A x h right frac text Excess h leq frac h f x h 1 f x h 2 h f x h 1 f x h 2 nbsp By the continuity of f the right hand expression tends to zero as h does Therefore the left hand side also tends to zero and f x lim h 0 A x h A x h def A x displaystyle f x lim h to 0 frac A x h A x h stackrel text def A x nbsp That is the derivative of the area function A x exists and is equal to the original function f x so the area function is an antiderivative of the original function Thus the derivative of the integral of a function the area is the original function so that derivative and integral are inverse operations which reverse each other This is the essence of the Fundamental Theorem Physical intuition editIntuitively the fundamental theorem states that integration and differentiation are essentially inverse operations which reverse each other The second fundamental theorem says that the sum of infinitesimal changes in a quantity over time the integral of the derivative of the quantity adds up to the net change in the quantity To visualize this imagine traveling in a car and wanting to know the distance traveled the net change in position along the highway You can see the velocity on the speedometer but cannot look out to see your location Each second you can find how far the car has traveled using distance speed time multiplying the current speed in kilometers or miles per hour by the time interval 1 second 1 3600 displaystyle tfrac 1 3600 nbsp hour Summing up all these small steps you can calculate the total distance traveled without ever looking outside the car distance traveled velocity at each time time interval v t D t displaystyle text distance traveled sum left begin array c text velocity at text each time end array right times left begin array c text time text interval end array right sum v t times Delta t nbsp As D t displaystyle Delta t nbsp becomes infinitesimally small the summing up corresponds to integration Thus the integral of the velocity function the derivative of position computes how far the car has traveled the net change in position The first fundamental theorem says that any quantity is the rate of change the derivative of the integral of the quantity from a fixed time up to a variable time Continuing the above example if you imagine a velocity function you can integrate it from the starting time up to any given time to obtain a distance function whose derivative is the given velocity To obtain the highway marker position you need to add your starting position to this integral Formal statements editThere are two parts to the theorem The first part deals with the derivative of an antiderivative while the second part deals with the relationship between antiderivatives and definite integrals First part edit This part is sometimes referred to as the first fundamental theorem of calculus 7 Let f be a continuous real valued function defined on a closed interval a b Let F be the function defined for all x in a b byF x a x f t d t displaystyle F x int a x f t dt nbsp Then F is uniformly continuous on a b and differentiable on the open interval a b andF x f x displaystyle F x f x nbsp for all x in a b so F is an antiderivative of f Corollary edit nbsp Fundamental theorem of calculus animation The fundamental theorem is often employed to compute the definite integral of a function f displaystyle f nbsp for which an antiderivative F displaystyle F nbsp is known Specifically if f displaystyle f nbsp is a real valued continuous function on a b displaystyle a b nbsp and F displaystyle F nbsp is an antiderivative of f displaystyle f nbsp in a b displaystyle a b nbsp then a b f t d t F b F a displaystyle int a b f t dt F b F a nbsp The corollary assumes continuity on the whole interval This result is strengthened slightly in the following part of the theorem Second part edit This part is sometimes referred to as the second fundamental theorem of calculus 8 or the Newton Leibniz theorem Let f displaystyle f nbsp be a real valued function on a closed interval a b displaystyle a b nbsp and F displaystyle F nbsp a continuous function on a b displaystyle a b nbsp which is an antiderivative of f displaystyle f nbsp in a b displaystyle a b nbsp F x f x displaystyle F x f x nbsp If f displaystyle f nbsp is Riemann integrable on a b displaystyle a b nbsp then a b f x d x F b F a displaystyle int a b f x dx F b F a nbsp The second part is somewhat stronger than the corollary because it does not assume that f displaystyle f nbsp is continuous When an antiderivative F displaystyle F nbsp of f displaystyle f nbsp exists then there are infinitely many antiderivatives for f displaystyle f nbsp obtained by adding an arbitrary constant to F displaystyle F nbsp Also by the first part of the theorem antiderivatives of f displaystyle f nbsp always exist when f displaystyle f nbsp is continuous Proof of the first part editFor a given function f define the function F x asF x a x f t d t displaystyle F x int a x f t dt nbsp For any two numbers x1 and x1 Dx in a b we haveF x 1 D x F x 1 a x 1 D x f t d t a x 1 f t d t x 1 x 1 D x f t d t displaystyle begin aligned F x 1 Delta x F x 1 amp int a x 1 Delta x f t dt int a x 1 f t dt amp int x 1 x 1 Delta x f t dt end aligned nbsp the latter equality resulting from the basic properties of integrals and the additivity of areas According to the mean value theorem for integration there exists a real number c x 1 x 1 D x displaystyle c in x 1 x 1 Delta x nbsp such that x 1 x 1 D x f t d t f c D x displaystyle int x 1 x 1 Delta x f t dt f c cdot Delta x nbsp It follows thatF x 1 D x F x 1 f c D x displaystyle F x 1 Delta x F x 1 f c cdot Delta x nbsp and thus that F x 1 D x F x 1 D x f c displaystyle frac F x 1 Delta x F x 1 Delta x f c nbsp Taking the limit as D x 0 displaystyle Delta x to 0 nbsp and keeping in mind that c x 1 x 1 D x displaystyle c in x 1 x 1 Delta x nbsp one getslim D x 0 F x 1 D x F x 1 D x lim D x 0 f c displaystyle lim Delta x to 0 frac F x 1 Delta x F x 1 Delta x lim Delta x to 0 f c nbsp that is F x 1 f x 1 displaystyle F x 1 f x 1 nbsp according to the definition of the derivative the continuity of f and the squeeze theorem 9 Proof of the corollary editSuppose F is an antiderivative of f with f continuous on a b LetG x a x f t d t displaystyle G x int a x f t dt nbsp By the first part of the theorem we know G is also an antiderivative of f Since F G 0 the mean value theorem implies that F G is a constant function that is there is a number c such that G x F x c for all x in a b Letting x a we haveF a c G a a a f t d t 0 displaystyle F a c G a int a a f t dt 0 nbsp which means c F a In other words G x F x F a and so a b f x d x G b F b F a displaystyle int a b f x dx G b F b F a nbsp Proof of the second part editThis is a limit proof by Riemann sums To begin we recall the mean value theorem Stated briefly if F is continuous on the closed interval a b and differentiable on the open interval a b then there exists some c in a b such thatF c b a F b F a displaystyle F c b a F b F a nbsp Let f be Riemann integrable on the interval a b and let f admit an antiderivative F on a b such that F is continuous on a b Begin with the quantity F b F a Let there be numbers x0 xn such thata x 0 lt x 1 lt x 2 lt lt x n 1 lt x n b displaystyle a x 0 lt x 1 lt x 2 lt cdots lt x n 1 lt x n b nbsp It follows thatF b F a F x n F x 0 displaystyle F b F a F x n F x 0 nbsp Now we add each F xi along with its additive inverse so that the resulting quantity is equal F b F a F x n F x n 1 F x n 1 F x 1 F x 1 F x 0 F x n F x n 1 F x n 1 F x n 2 F x 2 F x 1 F x 1 F x 0 displaystyle begin aligned F b F a amp F x n F x n 1 F x n 1 cdots F x 1 F x 1 F x 0 amp F x n F x n 1 F x n 1 F x n 2 cdots F x 2 F x 1 F x 1 F x 0 end aligned nbsp The above quantity can be written as the following sum F b F a i 1 n F x i F x i 1 displaystyle F b F a sum i 1 n F x i F x i 1 nbsp 1 The function F is differentiable on the interval a b and continuous on the closed interval a b therefore it is also differentiable on each interval xi 1 xi and continuous on each interval xi 1 xi According to the mean value theorem above for each i there exists a c i displaystyle c i nbsp in xi 1 xi such thatF x i F x i 1 F c i x i x i 1 displaystyle F x i F x i 1 F c i x i x i 1 nbsp Substituting the above into 1 we getF b F a i 1 n F c i x i x i 1 displaystyle F b F a sum i 1 n F c i x i x i 1 nbsp The assumption implies F c i f c i displaystyle F c i f c i nbsp Also x i x i 1 displaystyle x i x i 1 nbsp can be expressed as D x displaystyle Delta x nbsp of partition i displaystyle i nbsp F b F a i 1 n f c i D x i displaystyle F b F a sum i 1 n f c i Delta x i nbsp 2 nbsp A converging sequence of Riemann sums The number in the upper left is the total area of the blue rectangles They converge to the definite integral of the function We are describing the area of a rectangle with the width times the height and we are adding the areas together Each rectangle by virtue of the mean value theorem describes an approximation of the curve section it is drawn over Also D x i displaystyle Delta x i nbsp need not be the same for all values of i or in other words that the width of the rectangles can differ What we have to do is approximate the curve with n rectangles Now as the size of the partitions get smaller and n increases resulting in more partitions to cover the space we get closer and closer to the actual area of the curve By taking the limit of the expression as the norm of the partitions approaches zero we arrive at the Riemann integral We know that this limit exists because f was assumed to be integrable That is we take the limit as the largest of the partitions approaches zero in size so that all other partitions are smaller and the number of partitions approaches infinity So we take the limit on both sides of 2 This gives uslim D x i 0 F b F a lim D x i 0 i 1 n f c i D x i displaystyle lim Delta x i to 0 F b F a lim Delta x i to 0 sum i 1 n f c i Delta x i nbsp Neither F b nor F a is dependent on D x i displaystyle Delta x i nbsp so the limit on the left side remains F b F a F b F a lim D x i 0 i 1 n f c i D x i displaystyle F b F a lim Delta x i to 0 sum i 1 n f c i Delta x i nbsp The expression on the right side of the equation defines the integral over f from a to b Therefore we obtainF b F a a b f x d x displaystyle F b F a int a b f x dx nbsp which completes the proof Relationship between the parts editAs discussed above a slightly weaker version of the second part follows from the first part Similarly it almost looks like the first part of the theorem follows directly from the second That is suppose G is an antiderivative of f Then by the second theorem G x G a a x f t d t textstyle G x G a int a x f t dt nbsp Now suppose F x a x f t d t G x G a textstyle F x int a x f t dt G x G a nbsp Then F has the same derivative as G and therefore F f This argument only works however if we already know that f has an antiderivative and the only way we know that all continuous functions have antiderivatives is by the first part of the Fundamental Theorem 1 For example if f x e x2 then f has an antiderivative namelyG x 0 x f t d t displaystyle G x int 0 x f t dt nbsp and there is no simpler expression for this function It is therefore important not to interpret the second part of the theorem as the definition of the integral Indeed there are many functions that are integrable but lack elementary antiderivatives and discontinuous functions can be integrable but lack any antiderivatives at all Conversely many functions that have antiderivatives are not Riemann integrable see Volterra s function Examples editComputing a particular integral edit Suppose the following is to be calculated 2 5 x 2 d x displaystyle int 2 5 x 2 dx nbsp Here f x x 2 displaystyle f x x 2 nbsp and we can use F x 1 3 x 3 textstyle F x frac 1 3 x 3 nbsp as the antiderivative Therefore 2 5 x 2 d x F 5 F 2 5 3 3 2 3 3 125 3 8 3 117 3 39 displaystyle int 2 5 x 2 dx F 5 F 2 frac 5 3 3 frac 2 3 3 frac 125 3 frac 8 3 frac 117 3 39 nbsp Using the first part edit Supposed d x 0 x t 3 d t displaystyle frac d dx int 0 x t 3 dt nbsp is to be calculated Using the first part of the theorem with f t t 3 displaystyle f t t 3 nbsp gives d d x 0 x t 3 d t f x x 3 displaystyle frac d dx int 0 x t 3 dt f x x 3 nbsp This can also be checked using the second part of the theorem Specifically F t 1 4 t 4 textstyle F t frac 1 4 t 4 nbsp is an antiderivative of f t displaystyle f t nbsp sod d x 0 x t 3 d t d d x F x d d x F 0 d d x x 4 4 x 3 displaystyle frac d dx int 0 x t 3 dt frac d dx F x frac d dx F 0 frac d dx frac x 4 4 x 3 nbsp An integral where the corollary is insufficient edit Supposef x sin 1 x 1 x cos 1 x x 0 0 x 0 displaystyle f x begin cases sin left frac 1 x right frac 1 x cos left frac 1 x right amp x neq 0 0 amp x 0 end cases nbsp Then f x displaystyle f x nbsp is not continuous at zero Moreover this is not just a matter of how f displaystyle f nbsp is defined at zero since the limit as x 0 displaystyle x to 0 nbsp of f x displaystyle f x nbsp does not exist Therefore the corollary cannot be used to compute 0 1 f x d x displaystyle int 0 1 f x dx nbsp But consider the function F x x sin 1 x x 0 0 x 0 displaystyle F x begin cases x sin left frac 1 x right amp x neq 0 0 amp x 0 end cases nbsp Notice that F x displaystyle F x nbsp is continuous on 0 1 displaystyle 0 1 nbsp including at zero by the squeeze theorem and F x displaystyle F x nbsp is differentiable on 0 1 displaystyle 0 1 nbsp with F x f x displaystyle F x f x nbsp Therefore part two of the theorem applies and 0 1 f x d x F 1 F 0 sin 1 displaystyle int 0 1 f x dx F 1 F 0 sin 1 nbsp Theoretical example edit The theorem can be used to prove that a b f x d x a c f x d x c b f x d x displaystyle int a b f x dx int a c f x dx int c b f x dx nbsp Since a b f x d x F b F a a c f x d x F c F a and c b f x d x F b F c displaystyle begin aligned int a b f x dx amp F b F a int a c f x dx amp F c F a text and int c b f x dx amp F b F c end aligned nbsp the result follows from F b F a F c F a F b F c displaystyle F b F a F c F a F b F c nbsp Generalizations editThe function f does not have to be continuous over the whole interval Part I of the theorem then says if f is any Lebesgue integrable function on a b and x0 is a number in a b such that f is continuous at x0 thenF x a x f t d t displaystyle F x int a x f t dt nbsp is differentiable for x x0 with F x0 f x0 We can relax the conditions on f still further and suppose that it is merely locally integrable In that case we can conclude that the function F is differentiable almost everywhere and F x f x almost everywhere On the real line this statement is equivalent to Lebesgue s differentiation theorem These results remain true for the Henstock Kurzweil integral which allows a larger class of integrable functions 10 In higher dimensions Lebesgue s differentiation theorem generalizes the Fundamental theorem of calculus by stating that for almost every x the average value of a function f over a ball of radius r centered at x tends to f x as r tends to 0 Part II of the theorem is true for any Lebesgue integrable function f which has an antiderivative F not all integrable functions do though In other words if a real function F on a b admits a derivative f x at every point x of a b and if this derivative f is Lebesgue integrable on a b then 11 F b F a a b f t d t displaystyle F b F a int a b f t dt nbsp This result may fail for continuous functions F that admit a derivative f x at almost every point x as the example of the Cantor function shows However if F is absolutely continuous it admits a derivative F x at almost every point x and moreover F is integrable with F b F a equal to the integral of F on a b Conversely if f is any integrable function then F as given in the first formula will be absolutely continuous with F f almost everywhere The conditions of this theorem may again be relaxed by considering the integrals involved as Henstock Kurzweil integrals Specifically if a continuous function F x admits a derivative f x at all but countably many points then f x is Henstock Kurzweil integrable and F b F a is equal to the integral of f on a b The difference here is that the integrability of f does not need to be assumed 12 The version of Taylor s theorem which expresses the error term as an integral can be seen as a generalization of the fundamental theorem There is a version of the theorem for complex functions suppose U is an open set in C and f U C is a function that has a holomorphic antiderivative F on U Then for every curve g a b U the curve integral can be computed as g f z d z F g b F g a displaystyle int gamma f z dz F gamma b F gamma a nbsp The fundamental theorem can be generalized to curve and surface integrals in higher dimensions and on manifolds One such generalization offered by the calculus of moving surfaces is the time evolution of integrals The most familiar extensions of the fundamental theorem of calculus in higher dimensions are the divergence theorem and the gradient theorem One of the most powerful generalizations in this direction is Stokes theorem sometimes known as the fundamental theorem of multivariable calculus 13 Let M be an oriented piecewise smooth manifold of dimension n and let w displaystyle omega nbsp be a smooth compactly supported n 1 form on M If M denotes the boundary of M given its induced orientation then M d w M w displaystyle int M d omega int partial M omega nbsp Here d is the exterior derivative which is defined using the manifold structure only The theorem is often used in situations where M is an embedded oriented submanifold of some bigger manifold e g Rk on which the form w displaystyle omega nbsp is defined The fundamental theorem of calculus allows us to pose a definite integral as a first order ordinary differential equation a b f x d x displaystyle int a b f x dx nbsp can be posed as d y d x f x y a 0 displaystyle frac dy dx f x y a 0 nbsp with y b displaystyle y b nbsp as the value of the integral See also edit nbsp Mathematics portalDifferentiation under the integral sign Telescoping series Fundamental theorem of calculus for line integrals Notation for differentiationNotes editReferences edit a b Spivak Michael 1980 Calculus 2nd ed Houston Texas Publish or Perish Inc Malet Antoni 1993 James Gregorie on tangents and the Taylor rule for series expansions Archive for History of Exact Sciences Springer Verlag 46 2 97 137 doi 10 1007 BF00375656 S2CID 120101519 Gregorie s thought on the other hand belongs to a conceptual framework strongly geometrical in character page 137 See e g Marlow Anderson Victor J Katz Robin J Wilson Sherlock Holmes in Babylon and Other Tales of Mathematical History Mathematical Association of America 2004 p 114 Gregory James 1668 Geometriae Pars Universalis Museo Galileo Patavii typis heredum Pauli Frambotti Child James Mark Barrow Isaac 1916 The Geometrical Lectures of Isaac Barrow Chicago Open Court Publishing Company Bers Lipman Calculus pp 180 181 Holt Rinehart and Winston 1976 Apostol 1967 5 1 Apostol 1967 5 3 Leithold L 1996 The calculus of a single variable 6th ed New York HarperCollins College Publishers p 380 Bartle 2001 Thm 4 11 Rudin 1987 th 7 21 Bartle 2001 Thm 4 7 Spivak M 1965 Calculus on Manifolds New York W A Benjamin pp 124 125 ISBN 978 0 8053 9021 6 Bibliography edit Apostol Tom M 1967 Calculus Vol 1 One Variable Calculus with an Introduction to Linear Algebra 2nd ed New York John Wiley amp Sons ISBN 978 0 471 00005 1 Bartle Robert 2001 A Modern Theory of Integration AMS ISBN 0 8218 0845 1 Leithold L 1996 The calculus of a single variable 6th ed New York HarperCollins College Publishers Rudin Walter 1987 Real and Complex Analysis third ed New York McGraw Hill Book Co ISBN 0 07 054234 1Further reading editCourant Richard John Fritz 1965 Introduction to Calculus and Analysis Springer Larson Ron Edwards Bruce H Heyd David E 2002 Calculus of a single variable 7th ed Boston Houghton Mifflin Company ISBN 978 0 618 14916 2 Malet A Studies on James Gregorie 1638 1675 PhD Thesis Princeton 1989 Hernandez Rodriguez O A Lopez Fernandez J M Teaching the Fundamental Theorem of Calculus A Historical Reflection Loci Convergence MAA January 2012 Stewart J 2003 Fundamental Theorem of Calculus Calculus early transcendentals Belmont California Thomson Brooks Cole Turnbull H W ed 1939 The James Gregory Tercentenary Memorial Volume London a href Template Citation html title Template Citation citation a CS1 maint location missing publisher link External links edit nbsp Wikibooks has more on the topic of Fundamental theorem of calculus Fundamental theorem of calculus Encyclopedia of Mathematics EMS Press 2001 1994 James Gregory s Euclidean Proof of the Fundamental Theorem of Calculus at Convergence Isaac Barrow s proof of the Fundamental Theorem of Calculus Fundamental Theorem of Calculus at imomath com Alternative proof of the fundamental theorem of calculus Fundamental Theorem of Calculus MIT Fundamental Theorem of Calculus Mathworld Retrieved from https en wikipedia org w index php title Fundamental theorem of calculus amp oldid 1190110123, wikipedia, wiki, book, books, library,

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