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Proof of The FTC PDF

The document proves the two parts of the Fundamental Theorem of Calculus. Part I shows that if f is continuous on an interval, then the integral of f is differentiable on the interval and its derivative is f. Part II shows that if F is an antiderivative of f, then the integral of f between bounds a and b is equal to F(b) - F(a).

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Furious SK
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Topics covered

  • Integration techniques,
  • Integral calculus,
  • Antiderivative,
  • Continuous functions,
  • Mathematical structures,
  • Integration properties,
  • Proof techniques,
  • Proof of FTC Part II,
  • Mathematical analysis,
  • Differentiation rules
103 views3 pages

Proof of The FTC PDF

The document proves the two parts of the Fundamental Theorem of Calculus. Part I shows that if f is continuous on an interval, then the integral of f is differentiable on the interval and its derivative is f. Part II shows that if F is an antiderivative of f, then the integral of f between bounds a and b is equal to F(b) - F(a).

Uploaded by

Furious SK
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Topics covered

  • Integration techniques,
  • Integral calculus,
  • Antiderivative,
  • Continuous functions,
  • Mathematical structures,
  • Integration properties,
  • Proof techniques,
  • Proof of FTC Part II,
  • Mathematical analysis,
  • Differentiation rules

MATH 1A - PROOF OF THE FUNDAMENTAL THEOREM OF CALCULUS

PEYAM RYAN TABRIZIAN

1. T HE F UNDAMENTAL T HEOREM OF C ALCULUS


Theorem 1 (Fundamental Theorem of Calculus - Part I). If f is continuous on [a, b], then
the function g defined by:
Z x
g(x) = f (t)dt a≤x≤b
a
is continuous on [a, b], differentiable on (a, b) and g 0 (x) = f (x)
Theorem 2 (Fundamental Theorem of Calculus - Part II). If f is continuous on [a, b], then:
Z b
f (t)dt = F (b) − F (a)
a
where F is any antiderivative of f

2. P ROOF OF FTC - PART I


Let x ∈ [a, b], let  > 0 and let h be such that x + h < b AND 0 < h < δ.

Then:
R x+h Rx R x+h
g(x + h) − g(x) a
f (t)dt − a f (t)dt f (t)dt
= = x
h h h
Now, because f is continuous at x, there exists δ > 0 such that, when |t − x| < δ, then
|f (t) − f (x)| < .

In particular, if t ∈ [x, x + h], we have x ≤ t ≤ x + h, so 0 < t − x ≤ h < δ, and so


in particular |t − x| < δ, and so we get |f (t) − f (x)| < .

This implies that − < f (t) − f (x) < , so f (x) −  < f (t) < f (x) + .

Integrating this over [x, x + h], and using our comparison inequalities, we get:

f (x) −  < f (t) < f (x) + 


Z x+h Z x+h Z x+h
f (x) − dt < f (t)dt < f (x) + dt
x x x
Z x+h Z x+h Z x+h
(f (x) − ) dt < f (t)dt < (f (x) + ) dt
x x x

Date: Wednesday, November 17th, 2010.


1
2 PEYAM RYAN TABRIZIAN

This is because f (x) −  and f (x) +  are constants with respect to t


Z x+h
(f (x) − ) (x + h − x) < f (t)dt < (f (x) + ) (x + h − x)
x
Z x+h
(f (x) − ) h < f (t)dt < (f (x) + ) h
x
R x+h
x
f (t)dt
(f (x) − ) < < (f (x) + )
h
g(x + h) − g(x)
(f (x) − ) < < (f (x) + ) (by what we’ve shown above)
h
g(x + h) − g(x)
− < − f (x) < 
h
g(x + h) − g(x)
− f (x) < 
h
And so we’ve shown that:

g(x + h) − g(x)
lim+ = f (x)
h→0 h
Similarly, one can show that:

g(x + h) − g(x)
lim = f (x)
h→0− h
And hence, we get:

g(x + h) − g(x)
lim = f (x)
h→0 h
But, by definition of a derivative, we have:

g(x + h) − g(x)
lim = g 0 (x)
h→0 h
And so, we finally have:

g 0 (x) = f (x)
And we’re done! :D
MATH 1A - PROOF OF THE FUNDAMENTAL THEOREM OF CALCULUS 3

3. P ROOF OF FTC - PART II


This is much easier than Part I!

Let F be an antiderivative of f , as in the statement of the theorem.

Now define a new function g as follows:


Z x
g(x) = f (t)dt
a
By FTC Part I, g is continuous on [a, b] and differentiable on (a, b) and g 0 (x) = f (x)
for every x in (a, b).

Now define another new function H as follows:

h(x) = g(x) − F (x)


Then h is continuous on [a, b] and differentiable on (a, b) as a difference of two func-
tions with those two properties. Moreover, if x ∈ (a, b), h0 (x) = g 0 (x) − F 0 (x), but
g 0 (x) = f (x) by FTC Part I, and F 0 (x) = f (x) by definition of antiderivative. And so
h0 (x) = f (x) − f (x) = 0 for every x ∈ (a, b), and so, because in addition h is continuous
at a and b, h is constant on [a, b], and hence h(a) = h(b).

And so, in particular:

h(b) = h(a)
g(b) − F (b) = g(a) − F (a) (By definition of h)
g(b) = g(a) + (F (b) − F (a))
Z b Z a
f (t)dt = f (t)dt + (F (b) − F (a)) (By definition of g)
a a
Z b
f (t)dt = 0 + F (b) − F (a)
a
Z b
f (t)dt = F (b) − F (a)
a

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