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Lecture 17: Fundamental Theorems of Calculus, Riemann Sum

The document discusses two fundamental theorems of calculus. The first theorem states that differentiation is the inverse operation of integration for continuous functions. Specifically, if F is the integral of f from a to x, then F is differentiable and its derivative is f(x). The second theorem states that if F is the antiderivative of f, then the integral of f from a to b is equal to F(b) - F(a). Examples are provided to illustrate the theorems.

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Ganesh Kumar
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23 views2 pages

Lecture 17: Fundamental Theorems of Calculus, Riemann Sum

The document discusses two fundamental theorems of calculus. The first theorem states that differentiation is the inverse operation of integration for continuous functions. Specifically, if F is the integral of f from a to x, then F is differentiable and its derivative is f(x). The second theorem states that if F is the antiderivative of f, then the integral of f from a to b is equal to F(b) - F(a). Examples are provided to illustrate the theorems.

Uploaded by

Ganesh Kumar
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Lecture 17 : Fundamental Theorems of Calculus, Riemann Sum


By looking at the denitions of dierentiation and integration, one may feel that these notions are totally dierent. Even the geometric interpretations do not give any idea that these two notions are related. In this lecture we will discuss two results, called fundamental theorems of calculus, which say that dierentiation and integration are, in a sense, inverse operations. Theorem 17.1: (First Fundamental Theorem of Calculus) Let f be integrable on [a, b]. x For a x b, let F (x) = a f (t)dt. Then F is continuous on [a, b] and if f is continuous at x0 then F is dierentiable at x0 and F (x0 ) = f (x0 ). Proof (*): Suppose M = sup{|f (x)| : x [a, b]}. Let a x < y b. Then
y

|F (y ) F (x)| = |
x

f (t)dt| M (y x).

Thus |F (x) F (y )| M |x y | for x, y [a, b]. Hence F is continuous, in fact uniformly continuous. Now suppose f is continuous at x0 . Given > 0 choose > 0 such that

|t x0 | < |f (t) f (x0 )| < . Let x be such that 0 |x x0 | < . Then F (x) F (x0 ) 1 f (x0 ) = x x0 x x0 This implies that F (x0 ) = f (x0 ). In the previous theorem, in a sense, we obtained f by dierentiating integral of f when f is continuous on [a, b]. A function F such that F (x) = f (x) x [a, b] is called an antiderivative of f on [a, b]. The existence of an antiderivative for a continuous function on [a, b] follows from the rst F.T.C. If an integrable function f has an antiderivative (and if we can nd it), then calculating its integral is very simple. The second F.T.C. explains this. Theorem 17.2 : (Second Fundamental Theorem of Calculus) Let f be integrable on [a, b]. b If there is a dierentiable function F on [a, b] such that F = f then a f (x)dx = F (b) F (a). Proof (*): Let > 0. Since f is integrable we can nd a partition P := {x0 , x1 , ..., xn } of [a, b] such that U (P, f ) L(P, f ) < . By the mean value theorem there exists ci [xi1 , xi ] such that F (xi ) F (xi1 ) = f (ci )xi . Hence f (ci )xi = F (b) F (a). we know that L(P, f )
a b x x0

[f (t) f (x0 )]dt < .

f dx U (P, f ) f (ci )xi U (P, f ).

and L(P, f ) Therefore |F (b) F (a)


b a f dx|

< . This completes the proof.

2 The second F.T.C. explains why the indenite integral of F is dened to be F. Remark : The proof of Theorem 17.2 becomes simpler if, instead of assuming f to be integrable, we make stonger assumption that f is continuous on [a, b]. In fact, the proof follows from Theorem 17.1 (prove !). Problem 1: Let p be a xed number and let f be a continuous function on R that satises the a+p equation f (x + p) = f (x) for every x R. Show that the integral a f (t)dt has the same value for every real number a. Solution : Suppose a, p > 0. Then by the rst F.T.C., we have d ( da
a+p

f (t)dt) =
a

d ( da

a+p

f (t)dt
0 0

f (t)dt) = f (a + p) f (a) = 0.
/2 f (t)dt 0

Problem 2: Let f be a continuous function on [0, /2] and a c (0, /2) such that f (c) = 2cos2c. Solution : Dene F on [0, 2 ] such that F (x) = theorem.
1 Problem 3: Show that limx0 x 3 x 0 t2 dt 1+t4 x

= 0. Show that there exists

f (t)dt sin 2x. Apply the rst F.T.C. and Rolles


0

=1 3.

Solution : Apply the rst F.T.C. and the LHospital rule. Riemann Sum We now see an important property of integrable functions. Denition: Let f : [a, b] R and let P = {x0 , x1 , ..., xn } be a partition of [a, b]. Let ck [xk1 , xk ], k = 1, 2, ..., n. Then a Riemann sum for f (corresponding to the partition P and the intermediate points ck ) is S (P, f ) = n k=1 f (ck )xk . The norm of P is dened by P = max1in xi .
P 0 b a f (x)dx.

Theorem 4: Let f : [a, b] R be integrable. Then lim S (P, f ) =

We will not present the proof of this theorem, however, we will use it later when we discuss the applications of integration. This result also has some other applications. For example, we can use this to approximate the integral of f when we cannot evaluate it exactly. Moreover, this result can also be used to nd limit of certain type of sequences.
1 1 Example : Let us evaluate limn xn where xn = n + n+1 + ... + 2n1 1 using the above theorem. Basically we have to write xn as a Riemann sum of some function on some interval. Note that

xn = where f (x) =
1 x

1 1 1 ( + n 1 1+

1 n

1 1+

2 n

+ ... +

1 1 ) = S (Pn , f ) 1 + n n
1 1 1+ k

1 2 for x [1, 2] and Pn = {1, 1 + n ,1 + n , ..., 1 + n n }. Note that here ck+1 = 2 1 1 x dx.

Therefore, by the previous theorem we have limn xn =

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