Difference between revisions of "The Fundamental Theorem of Calculus"
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+ | The fundamental theorem of calculus is a critical portion of calculus because it links the concept of a derivative to that of an integral. As a result, we can use our knowledge of derivatives to find the area under the curve, which is often quicker and simpler than using the [[Calculus/Definite integral|definition of the integral]]. | ||
+ | |||
+ | As an illustrative example see § {{Calculus/map page|Hyperbolic logarithm and angles}} for the connection of natural logarithm and 1/''x''. | ||
+ | |||
+ | ==Mean Value Theorem for Integration== | ||
+ | We will need the following theorem in the discussion of the Fundamental Theorem of Calculus. | ||
+ | |||
+ | {{Calculus/Def|text='''Mean Value Theorem for Integration''' | ||
+ | Suppose <math>f(x)</math> is continuous on <math>[a,b]</math> . Then <math>\frac{1}{b-a}\int\limits_a^b f(x)dx=f(c)</math> for some <math>c\in[a,b]</math> .}} | ||
+ | |||
+ | ===Proof of the Mean Value Theorem for Integration=== | ||
+ | <math>f(x)</math> satisfies the requirements of the [[Calculus/Some_Important_Theorems#Extreme_Value_Theorem|Extreme Value Theorem]], so it has a minimum <math>m</math> and a maximum <math>M</math> in <math>[a,b]</math> . Since | ||
+ | |||
+ | :<math>\int\limits_a^b f(x)dx=\lim_{n\to\infty}\sum_{k=1}^n f(x_k^*)\cdot\frac{b-a}{n}=\lim_{n\to\infty}\frac{b-a}{n}\cdot\sum_{k=1}^n f(x_k^*)</math> | ||
+ | |||
+ | and since | ||
+ | |||
+ | :<math>m\le f(x_k^*)\le M</math> for all <math>x_k^*\in[a,b]</math> | ||
+ | |||
+ | we have | ||
+ | |||
+ | :<math>\begin{align} | ||
+ | &\lim_{n\to\infty}\frac{b-a}{n}\cdot\sum_{k=1}^nm\le\lim_{n\to\infty}\frac{b-a}{n}\cdot\sum_{k=1}^n f(x_k^*)\le\lim_{n\to\infty}\frac{b-a}{n}\cdot\sum_{k=1}^n M\\ | ||
+ | |||
+ | &\lim_{n\to\infty}mn\cdot\frac{b-a}{n}\le\int\limits_a^b f(x)dx\le\lim_{n\to\infty}Mn\cdot\frac{b-a}{n}\\ | ||
+ | |||
+ | &\lim_{n\to\infty}m(b-a)\le\int\limits_a^b f(x)dx\le\lim_{n\to\infty}M(b-a)\\ | ||
+ | |||
+ | &m(b-a)\le\int\limits_a^b f(x)dx\le M(b-a)\\ | ||
+ | |||
+ | &m\le\frac{1}{b-a}\int\limits_a^b f(x)dx\le M\end{align}</math> | ||
+ | |||
+ | Since <math>f</math> is continuous, by the [[Calculus/Continuity#Intermediate_Value_Theorem|Intermediate Value Theorem]] there is some <math>f(c)</math> with <math>c\in[a,b]</math> such that | ||
+ | |||
+ | :<math>\frac{1}{b-a}\int\limits_a^b f(x)dx=f(c)</math> | ||
+ | |||
+ | ==Fundamental Theorem of Calculus== | ||
+ | {{wikipedia|Fundamental theorem of calculus}} | ||
+ | ===Statement of the Fundamental Theorem=== | ||
+ | Suppose that <math>f</math> is continuous on <math>[a,b]</math> . We can define a function <math>F</math> by | ||
+ | |||
+ | :<math>F(x)=\int\limits_a^x f(t)dt\quad\text{for }x\in[a,b]</math> | ||
+ | |||
+ | {{Calculus/Def|text='''Fundamental Theorem of Calculus Part I''' | ||
+ | Suppose <math>f</math> is continuous on <math>[a,b]</math> and <math>F</math> is defined by | ||
+ | :<math>F(x)=\int\limits_a^x f(t)dt</math> | ||
+ | Then <math>F</math> is differentiable on <math>(a,b)</math> and for all <math>x\in(a,b)</math> , | ||
+ | :<math>F'(x)=f(x)</math>}} | ||
+ | |||
+ | When we have such functions <math>F</math> and <math>f</math> where <math>F'(x)=f(x)</math> for every <math>x</math> in some interval <math>I</math> we say that <math>F</math> is the '''antiderivative''' of <math>f</math> on <math>I</math>. | ||
+ | |||
+ | {{Calculus/Def|text='''Fundamental Theorem of Calculus Part II''' | ||
+ | Suppose that <math>f</math> is continuous on <math>[a,b]</math> and that <math>F</math> is any antiderivative of <math>f</math> . | ||
+ | Then | ||
+ | :<math>\int\limits_a^b f(x)dx=F(b)-F(a)</math>}} | ||
+ | |||
+ | [[Image:Fundamental-theorem-1.png|thumb|350px|right|Figure 1]] | ||
+ | |||
+ | Note: a minority of mathematicians refer to part one as two and part two as one. All mathematicians refer to what is stated here as part 2 as The Fundamental Theorem of Calculus. | ||
+ | |||
+ | ===Proofs=== | ||
+ | ====Proof of Fundamental Theorem of Calculus Part I==== | ||
+ | Suppose <math>x\in(a,b)</math> . Pick <math>\Delta x</math> so that <math>x+\Delta x\in(a,b)</math> . Then | ||
+ | :<math>F(x)=\int\limits_a^x f(t)dt</math> | ||
+ | and | ||
+ | :<math>F(x+\Delta x)=\int\limits_a^{x+\Delta x}f(t)dt</math> | ||
+ | |||
+ | Subtracting the two equations gives | ||
+ | :<math>F(x+\Delta x)-F(x)=\int\limits_a^{x+\Delta x}f(t)dt-\int\limits_a^x f(t)dt</math> | ||
+ | |||
+ | Now | ||
+ | :<math>\int\limits_a^{x+\Delta x}f(t)dt=\int\limits_a^x f(t)dt+\int\limits_x^{x+\Delta x}f(t)dt</math> | ||
+ | so rearranging this we have | ||
+ | :<math>F(x+\Delta x)-F(x)=\int\limits_x^{x+\Delta x}f(t)dt</math> | ||
+ | |||
+ | According to the Mean Value Theorem for Integration, there exists a <math>c\in[x,x+\Delta x]</math> such that | ||
+ | :<math>\int\limits_x^{x+\Delta x}f(t)dt=f(c)\cdot\Delta x</math> | ||
+ | Notice that <math>c</math> depends on <math>\Delta x</math> . Anyway what we have shown is that | ||
+ | :<math>F(x+\Delta x)-F(x)=f(c)\cdot\Delta x</math> | ||
+ | and dividing both sides by <math>\Delta x</math> gives | ||
+ | :<math>\frac{F(x+\Delta x)-F(x)}{\Delta x}=f(c)</math> | ||
+ | |||
+ | Take the limit as <math>\Delta x\to0</math> we get the definition of the derivative of <math>F</math> at <math>x</math> so we have | ||
+ | :<math>F'(x)=\lim_{\Delta x\to0}\frac{F(x+\Delta x)-F(x)}{\Delta x}=\lim_{\Delta x\to0}f(c)</math> | ||
+ | |||
+ | To find the other limit, we will use the '''squeeze theorem'''. <math>c\in[x,x+\Delta x]</math> , so <math>x\le c\le x+\Delta x</math> . Hence, | ||
+ | :<math>\lim_{\Delta x\to0}\Big[x+\Delta x\Big]=x\quad\Rightarrow\quad\lim_{\Delta x\to0}c=x</math> | ||
+ | |||
+ | As <math>f</math> is continuous we have | ||
+ | :<math>F'(x)=\lim_{\Delta x\to0}f(c)=f\left(\lim_{\Delta x\to0}c\right)=f(x)</math> | ||
+ | which completes the proof. | ||
+ | |||
+ | <math>\blacksquare</math> | ||
+ | |||
+ | ====Proof of Fundamental Theorem of Calculus Part II==== | ||
+ | Define <math>P(x)=\int\limits_a^x f(t)dt</math> . Then by the Fundamental Theorem of Calculus part I we know that <math>P</math> is differentiable on <math>(a,b)</math> and for all <math>x\in(a,b)</math> | ||
+ | :<math>P'(x)=f(x)</math> | ||
+ | So <math>P</math> is an antiderivative of <math>f</math> . Since we were assuming that <math>F</math> was also an antiderivative for all <math>x\in(a,b)</math> , | ||
+ | :<math>\begin{align}&P'(x)=F'(x)\\&P'(x)-F'(x)=0\\&\Big(P(x)-F(x)\Big)'=0\end{align}</math> | ||
+ | |||
+ | Let <math>g(x)=P(x)-F(x)</math> . The [[Calculus/Some_Important_Theorems#Mean_Value_Theorem|Mean Value Theorem]] applied to <math>g(x)</math> on <math>[a,\xi]</math> with <math>a<\xi<b</math> says that | ||
+ | :<math>\frac{g(\xi)-g(a)}{\xi-a}=g'(c)</math> | ||
+ | for some <math>c</math> in <math>(a,\xi)</math> . But since <math>g'(x)=0</math> for all <math>x</math> in <math>[a,b]</math> , <math>g(\xi)</math> must equal <math>g(a)</math> for all <math>\xi</math> in <math>(a,b)</math> , i.e. g(x) is constant on <math>(a,b)</math> . | ||
+ | |||
+ | This implies there is a constant <math>C=g(a)=P(a)-F(a)=-F(a)</math> such that for all <math>x\in(a,b)</math> , | ||
+ | :<math>P(x)=F(x)+C</math> | ||
+ | and as <math>g</math> is continuous we see this holds when <math>x=a</math> and <math>x=b</math> as well. And putting <math>x=b</math> gives | ||
+ | :<math>\int\limits_a^b f(t)dx=P(b)=F(b)+C=F(b)-F(a)</math> | ||
+ | |||
+ | <math>\blacksquare</math> | ||
+ | |||
+ | ==Notation for Evaluating Definite Integrals== | ||
+ | The second part of the Fundamental Theorem of Calculus gives us a way to calculate definite integrals. Just find an antiderivative of the integrand, and subtract the value of the antiderivative at the lower bound from the value of the antiderivative at the upper bound. That is | ||
+ | :<math>\int\limits_a^b f(x)dx=F(b)-F(a)</math> | ||
+ | where <math>F'(x)=f(x)</math> . As a convenience, we use the notation | ||
+ | :<math>F(x)\bigg|_a^b</math> | ||
+ | to represent <math>F(b)-F(a)</math> | ||
+ | |||
+ | ==Integration of Polynomials== | ||
+ | Using the power rule for differentiation we can find a formula for the integral of a power using the Fundamental Theorem of Calculus. Let <math>f(x)=x^n</math> . We want to find an antiderivative for <math>f</math> . Since the differentiation rule for powers lowers the power by 1 we have that | ||
+ | :<math>\frac{d}{dx}x^{n+1}=(n+1)x^n</math> | ||
+ | As long as <math>n+1\ne0</math> we can divide by <math>n+1</math> to get | ||
+ | :<math>\frac{d}{dx}\left(\frac{x^{n+1}}{n+1}\right)=x^n=f(x)</math> | ||
+ | So the function <math>F(x)=\frac{x^{n+1}}{n+1}</math> is an antiderivative of <math>f</math> . If <math>0\notin[a,b]</math> then <math>F</math> is continuous on <math>[a,b]</math> and, by applying the Fundamental Theorem of Calculus, we can calculate the integral of <math>f</math> to get the following rule. | ||
+ | |||
+ | {{Calculus/Def|text='''Power Rule of Integration I''' | ||
+ | <math>\int\limits_a^b x^ndx=\frac{x^{n+1}}{n+1}\Bigg|_a^b=\frac{b^{n+1}-a^{n+1}}{n+1}</math> as long as <math>n\ne-1</math> and <math>0\notin[a,b]</math> .}} | ||
+ | |||
+ | Notice that we allow all values of <math>n</math> , even negative or fractional. If <math>n>0</math> then this works even if <math>[a,b]</math> includes <math>0</math> . | ||
+ | |||
+ | {{Calculus/Def|text='''Power Rule of Integration II''' | ||
+ | <math>\int\limits_a^b x^ndx=\frac{x^{n+1}}{n+1}\Bigg|_a^b=\frac{b^{n+1}-a^{n+1}}{n+1}</math> as long as <math>n>0</math> .}} | ||
+ | |||
+ | ;Examples | ||
+ | |||
+ | *To find <math>\int\limits_1^2x^3dx</math> we raise the power by 1 and have to divide by 4. So | ||
+ | :<math>\int\limits_1^2x^3dx=\frac{x^4}{4}\Bigg|_1^2=\frac{2^4}{4}-\frac{1^4}{4}=\frac{15}{4}</math> | ||
+ | |||
+ | *The power rule also works for negative powers. For instance | ||
+ | :<math>\int\limits_1^3\frac{dx}{x^3}=\int\limits_1^3x^{-3}dx=\frac{x^{-2}}{-2}\Bigg|_1^3=\frac{1}{-2}\left(3^{-2}-1^{-2}\right)=-\frac12\left(\frac{1}{3^2}-1\right)=-\frac12\left(\frac19-1\right)=\frac12\cdot\frac89=\frac49</math> | ||
+ | |||
+ | *We can also use the power rule for fractional powers. For instance | ||
+ | :<math>\int\limits_0^5\sqrt{x}dx=\int\limits_0^5x^\frac12dx=\frac{x\sqrt{x}}{\frac32}\Bigg|_0^5=\frac23\left(5^\frac32-0^\frac32\right)=\frac{10\sqrt5}{3}</math> | ||
+ | |||
+ | *Using linearity the power rule can also be thought of as applying to constants. For example, | ||
+ | :<math>=\int\limits_3^{11}7dx=\int\limits_3^{11}7x^0dx=7\int\limits_3^{11}x^0dx=7x\Bigg|_3^{11}=7(11-3)=56</math> | ||
+ | |||
+ | *Using the linearity rule we can now integrate any polynomial. For example | ||
+ | :<math>\int\limits_0^3(3x^2+4x+2)dx=(x^3+2x^2+2x)\Bigg|_0^3=3^3+2\cdot 3^2+2\cdot3-0=27+18+6=51</math> | ||
+ | |||
+ | ==Exercises== | ||
+ | {{question-answer|question=1. Evaluate <math>\int\limits_0^1x^6dx</math> . Compare your answer to the answer you got for exercise 1 in section {{Calculus/map page|Definite integral}}.|answer={{noprint|<math>\frac17=0.\overline{142857}</math>}}}} | ||
+ | |||
+ | {{question-answer|question=2. Evaluate <math>\int\limits_1^2x^6dx</math> . Compare your answer to the answer you got for exercise 2 in section {{Calculus/map page|Definite integral}}.|answer={{noprint|<math>\frac{127}{7}=18.\overline{142857}</math>}}}} | ||
+ | |||
+ | {{question-answer|question=3. Evaluate <math>\int\limits_0^2x^6dx</math> . Compare your answer to the answer you got for exercise 4 in section {{Calculus/map page|Definite integral}}.|answer={{noprint|<math>\frac{128}{7}=18.\overline{285714}</math>}}}} | ||
+ | {{noprint|[[Calculus/Fundamental_Theorem_of_Calculus/Solutions|Solutions]]}} | ||
+ | |||
+ | |||
<strong>The Fundamental Theorem of Calculus, Part 1</strong> | <strong>The Fundamental Theorem of Calculus, Part 1</strong> | ||
Revision as of 10:06, 28 September 2021
The fundamental theorem of calculus is a critical portion of calculus because it links the concept of a derivative to that of an integral. As a result, we can use our knowledge of derivatives to find the area under the curve, which is often quicker and simpler than using the definition of the integral.
As an illustrative example see § Template:Calculus/map page for the connection of natural logarithm and 1/x.
Contents
Mean Value Theorem for Integration
We will need the following theorem in the discussion of the Fundamental Theorem of Calculus.
Proof of the Mean Value Theorem for Integration
satisfies the requirements of the Extreme Value Theorem, so it has a minimum and a maximum in . Since
and since
- for all
we have
Since is continuous, by the Intermediate Value Theorem there is some with such that
Fundamental Theorem of Calculus
Statement of the Fundamental Theorem
Suppose that is continuous on . We can define a function by
When we have such functions and where for every in some interval we say that is the antiderivative of on .
Note: a minority of mathematicians refer to part one as two and part two as one. All mathematicians refer to what is stated here as part 2 as The Fundamental Theorem of Calculus.
Proofs
Proof of Fundamental Theorem of Calculus Part I
Suppose . Pick so that . Then
and
Subtracting the two equations gives
Now
so rearranging this we have
According to the Mean Value Theorem for Integration, there exists a such that
Notice that depends on . Anyway what we have shown is that
and dividing both sides by gives
Take the limit as we get the definition of the derivative of at so we have
To find the other limit, we will use the squeeze theorem. , so . Hence,
As is continuous we have
which completes the proof.
Proof of Fundamental Theorem of Calculus Part II
Define . Then by the Fundamental Theorem of Calculus part I we know that is differentiable on and for all
So is an antiderivative of . Since we were assuming that was also an antiderivative for all ,
Let . The Mean Value Theorem applied to on with says that
for some in . But since for all in , must equal for all in , i.e. g(x) is constant on .
This implies there is a constant such that for all ,
and as is continuous we see this holds when and as well. And putting gives
Notation for Evaluating Definite Integrals
The second part of the Fundamental Theorem of Calculus gives us a way to calculate definite integrals. Just find an antiderivative of the integrand, and subtract the value of the antiderivative at the lower bound from the value of the antiderivative at the upper bound. That is
where . As a convenience, we use the notation
to represent
Integration of Polynomials
Using the power rule for differentiation we can find a formula for the integral of a power using the Fundamental Theorem of Calculus. Let . We want to find an antiderivative for . Since the differentiation rule for powers lowers the power by 1 we have that
As long as we can divide by to get
So the function is an antiderivative of . If then is continuous on and, by applying the Fundamental Theorem of Calculus, we can calculate the integral of to get the following rule.
Notice that we allow all values of , even negative or fractional. If then this works even if includes .
- Examples
- To find we raise the power by 1 and have to divide by 4. So
- The power rule also works for negative powers. For instance
- We can also use the power rule for fractional powers. For instance
- Using linearity the power rule can also be thought of as applying to constants. For example,
- Using the linearity rule we can now integrate any polynomial. For example
Exercises
Template:Question-answer Template:Noprint
The Fundamental Theorem of Calculus, Part 1
- Definite Integral & Antiderivatives (Slides 6&7). PowerPoint file created by Professor Cynthia Roberts, UTSA.
- Fundamental Theorem of Calculus Part 1. PowerPoint file created by Professor Cynthia Roberts, UTSA.
- The Fundamental Theorem of Calculus PowerPoint file created by Dr. Sara Shirinkam, UTSA.
- Fundamental Theorem of Calculus Part 1 by patrickJMT
- PART 1 OF THE DREADED FUNDAMENTAL THEOREM OF CALCULUS! by Krista King
- Fundamental Theorem of Calculus Part 1 by The Organic Chemistry Tutor
- The Second Fundamental Theorem of Calculus by James Sousa, Math is Power 4U
- Ex 1: The Second Fundamental Theorem of Calculus by James Sousa, Math is Power 4U
- Ex 2: The Second Fundamental Theorem of Calculus (Reverse Order) by James Sousa, Math is Power 4U
- Ex 3: The Second Fundamental Theorem of Calculus by James Sousa, Math is Power 4U
- Ex 4: The Second Fundamental Theorem of Calculus with Chain Rule by James Sousa, Math is Power 4U
- Ex 5: The Second Fundamental Theorem of Calculus with Chain Rule by James Sousa, Math is Power 4U
- Ex 6: Second Fundamental Theorem of Calculus with Chain Rule by James Sousa, Math is Power 4U
- Ex 7: Second Fundamental Theorem of Calculus with Chain Rule by James Sousa, Math is Power 4U
The Fundamental Theorem of Calculus, Part 2
- The Fundamental Theorem of Calculus by James Sousa, Math is Power 4U
- The Fundamental Theorem of Calculus Part 2 by patrickJMT
- PART 2 OF THE FUNDAMENTAL THEOREM OF CALCULUS! by Krista King
- The Fundamental Theorem of Calculus Part 2 by The Organic Chemistry Tutor