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Fundamental Theorem of

Calculus

Basic Properties of Integrals


Upper and Lower Estimates
Intermediate Value Theorem for Integrals
First Part of the Fundamental Theorem of Calculus
Second Part of the Fundamental Theorem of Calculus
Fundamental Theorem of Calculus

Index FAQ
Basic Properties of Integrals
Through this section we assume that all functions are continuous on a
closed interval I = [a,b]. Below r is a real number, f and g are functions.

Basic Properties of Integrals


c b a
1 ∫ f ( x ) dx = 0
c
2 ∫ f ( x ) dx = −∫ f ( x ) dx
a b

b c b b b

3 ∫ f ( x ) dx = ∫ f ( x ) dx + ∫ f ( x ) dx 4 ∫ r f ( x ) dx = r ∫ f ( x ) dx
a a
a a c

b b b

5 ∫ ( f ( x ) + g ( x ) ) dx = ∫ f ( x ) dx + ∫ g ( x ) dx
a a a

These properties of integrals follow from the definition of integrals as limits


of Riemann sums.

Index Mika Seppälä: Fundamental Theorems


FAQ
Upper and Lower Estimates
Theorem 1 If f ( x ) ≤ g ( x ) ≤ h ( x ) ∀x ∈ [a, b ],
b b b

∫ f ( x ) dx ≤ ∫ g ( x ) dx ≤ ∫ h ( x ) dx.
a a a
Especially:

{ } { }
b
min g ( x ) x ∈ [a, b ] ( b − a ) ≤ ∫ g ( x ) dx ≤ max g ( x ) x ∈ [a, b ] ( b − a ) .
a

The rectangle bounded The rectangle bounded


from above by the red from above by the green
line is contained in the line contains the domain
domain bounded by the bounded by the graph of g.
graph of g.

Index Mika Seppälä: Fundamental Theorems


FAQ
Intermediate Value Theorem for Integrals

Theorem 2
b
∃ξ ∈ [a, b ] such that ∫ f ( x ) dx = f (ξ )( b − a ).
a

Proof By the previous theorem,

{ }
min f ( x ) x ∈ [a, b ] ≤
1
b−a ∫ f ( x ) dx ≤ max {f ( x ) x ∈ [a, b]}
a

By the Intermediate Value Theorem for Continuous Functions,

b
1
∃ξ ∈ [a, b ] such that f (ξ ) = ∫ f ( x ) dx.
b−a a
This proves the theorem.

Index Mika Seppälä: Fundamental Theorems


FAQ
First Part of the Fundamental Theorem of
Calculus
First Part of the Fundamental Theorem of Calculus
x
The function F ( x ) = ∫ f ( t ) dt is differentiable for x ∈ ( a, b )
a

and F′ ( x ) = f ( x ) for all x ∈ ( a, b ) .


By the
properties
of integrals.
F( x + h) − F( x ) 1
x +h
Proof Let h ≠ 0.
h
=
h ∫ f ( t ) dt
x

=
1
h
( )
f (ξ h ) ( ( x + h ) − x ) = f (ξ h ) where
By the Intermediate Value
ξh is between x and x + h. Theorem for Integrals

As h → 0, ξ h → x. Since f is continuous, lim f (ξ h ) = f ( x ) .


h →0

Index Mika Seppälä: Fundamental Theorems


FAQ
Second Part of the Fundamental Theorem
of Calculus
Second Part of the Fundamental Theorem of Calculus

Assume that F is an antiderivative of a continuous


b
function f. Then ∫ f ( x ) dx = F ( b ) − F ( a ) .
a

Proof By the First Fundamental Theorem of Calculus, the function


x
G ( x ) = ∫ f ( t ) dt is an antiderivative of the function f.
a b
We have G ( a ) = 0 and ∫ f ( x ) dx = G ( b ) = G ( b ) − G ( a ) .
a
If F is a general antiderivative of the function f, then F ( x ) = G ( x ) + C
b
for some constant C. Hence F ( b ) − F ( a ) = G ( b ) − G ( a ) = ∫ f ( x ) dx.
a

Index Mika Seppälä: Fundamental Theorems


FAQ
Fundamental Theorem of Calculus
We collect the previous two results into one theorem.

Fundamental Theorem of Calculus

Assume that f is a continuous function.


x
1. The function g ( x ) = ∫ f ( t ) dt is an antiderivative of f.
a b
2. Let F be an antiderivative of f. Then ∫ f ( x ) dx = F ( b ) − F ( a ) .
a

F ( x ) ⎤⎦ a = F ( b ) − F ( a ) . Other common notations for


b
Notation

the same quantity F ( x ) a and ⎡⎣F ( x ) ⎤⎦ a .


b b

b
We have ∫ f ( x ) dx = F ( x ) ⎤⎦ a .
b

Index Mika Seppälä: Fundamental Theorems


FAQ
Examples (1)
x
Let f ( x ) = ∫ e− t dt . Compute f ′ ( x ) .
2
Example
0

Solution

The function to be integrated in the formula defining f is


continuous. Hence f ′ ( x ) = e − x2
by the Fundamental
Theorem of Calculus.

Index Mika Seppälä: Fundamental Theorems


FAQ
Examples (2)
x2
sin ( t )
Example Let g ( x ) = ∫ dt . Compute g′ ( x ) .
0
t
Solution
sin ( t )
Here one must first observe that the function h ( t ) = is
t
everywhere continuous provided that we set h ( 0 ) = 1. Hence
the integral is well defined and we can apply the Fundamental
Theorem of Calculus.
u
sin ( t ) sin ( u )
Let f ( u ) = ∫ dt , and u ( x ) = x . Then f ′ ( u ) =
2
,
0
t u

g ( x ) = f ( u ( x ) ) ⇒ g′ ( x ) = f ′ ( u ( x ) ) u′ ( x ) =
( ) ( 2x ) =
sin x 2 ( )
2sin x 2
2
x x

Index Mika Seppälä: Fundamental Theorems


FAQ

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