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Link Between Differentiation & Integration: Fundamental Theorem of Calculus, Study notes of Calculus

The fundamental theorem of calculus, which establishes the relationship between differentiation and integration. The theorem consists of two parts: part 1 explains how the integral of a function is the same as the definite integral of its derivative, while part 2 states that the derivative of the definite integral of a function is the function itself. The document also includes optional proofs for both parts of the theorem.

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Pre 2010

Uploaded on 08/16/2009

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Fundamental Theorem of Calculus ~ p. 1
J. Ahrens 2001, 2006
FUNDAMENTAL THEOREM OF CALCULUS
Objective: Investigate the link between differentiation and integration as given by the
Fundamental Theorem of Calculus
Two properties of integrals
• =
b
af(x)dx
a
bf(x)dx
If a = b, then )x = 0, so = 0
a
af(x)dx
Comparison properties of integrals
If f(x) 0 for a x b, then
≥≤ b
af(x)dx 0
This can be interpreted as the area under the graph of a function where the area is
entirely above the x-axis.
If f(x) g(x) for a x b, then
≥≤
b
af(x)dx
b
ag(x )dx
This means that a “bigger” function has a “bigger” integral.
If m f(x) M for a x b, then m(b a) M(b a)
≤≤
b
af(x)dx
This means that the area under the graph of f is greater than the area of the rectangle
with height m and less than the area of the rectangle with height M
Motivation for the fundamental theorem: let f be a continuous function on [a, b] and define
a function g by g(x) = where a x b.
x
af(t)dt
g depends only on x
If x is a fixed number, then is a definite number.
x
af(t)dt
If x is a variable, then also varies and defines a function of x, denoted by
x
af(t)dt
g(x)
Example: Suppose f(t) = and a = 1
2
t
g(x) = 3
x2
1
x1
tdt 3
=
that is
2
g(x) x ,
=
=
gx fx() ()
g is defined as the integral of f, then g turns out to be an antiderivative of f.
pf3
pf4

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Fundamental Theorem of Calculus ~ p. 1

FUNDAMENTAL THEOREM OF CALCULUS

Objective: Investigate the link between differentiation and integration as given by the Fundamental Theorem of Calculus

Two properties of integrals

b a

∫ f(x) dx

a b

− ∫ f(x) dx

  • If a = b, then )x = 0, so = 0

a a

∫ f(x) dx

Comparison properties of integrals

  • If f(x) ≥ 0 for a ≤ x ≤ b, then

b a

∫ f(x) dx^ ≥^0

This can be interpreted as the area under the graph of a function where the area is entirely above the x-axis.

  • If f(x) ≥ g(x) for a ≤ x ≤ b, then

b a

∫ f(x) dx^ ≥

b a

∫ g(x) dx

This means that a “bigger” function has a “bigger” integral.

  • If m (^) ≤ f(x) (^) ≤ M for a (^) ≤ x (^) ≤ b, then m(b (^) − a) (^) ≤ M(b a)

b a

∫ f(x) dx ≤^ −

This means that the area under the graph of f is greater than the area of the rectangle with height m and less than the area of the rectangle with height M

Motivation for the fundamental theorem: let f be a continuous function on [a, b] and define

a function g by g(x) = where a x b.

x a

∫ f(t) dt ≤^ ≤

  • g depends only on x
    • If x is a fixed number, then is a definite number.

x a

∫ f(t) dt

  • If x is a variable, then also varies and defines a function of x, denoted by

x a

∫ f(t) dt

g(x)

  • Example: Suppose f(t) = t^2 and a = 1
    • g(x) =

x 3 2 1

x 1 t dt 3

  • g (x)′ = x ,^2 that is g′ ( )x =f x( )
  • g is defined as the integral of f, then g turns out to be an antiderivative of f.

Fundamental Theorem of Calculus ~ p. 2

In general, consider any continuous function f with f(x) ≥ 0.

  • g(x) = can be interpreted as the area under the graph of f from a to x,

x a

∫ f(t) dt

where x can vary from a to b.

  • For h > 0, g(x + h) – g(x) is the area under the graph of f from x to (x + h).
    • If h is small, this area is approximately equal to the area of the rectangle with height f(x) and width h, that is g(x + h) – g(x) ≈ h[f(x)].
    • Then g(x h) g(x) f(x) h
  • It appears that (^) h 0 g (x) lim g(x^ h)^ g(x) f(x)! → h

′ = +^ − =

The fundamental theorem of calculus : Suppose f is continuous on [a, b]

Part 1. If g(x) = then

x

∫a f(t) dt,

g (x)′^ = f(x)

If f is integrated and the result is then differentiated, we arrive back at the original function f.

Part 2. = F(b) F(a), where F is any antiderivative of f, that is,

b a

∫ f(x) dx −^ F^ ′ = f.

If we differentiate a function F, and then integrate the result, we arrive back at the original function F in the form of F(b) – F(a).

OPTIONAL : Proof of FTCI: Let g(x) =

x a

∫ f(t) dt

A. If x and (x + h) are in the open interval (a, b), then g(x + h) – g(x) = = =

x h a f(t) dt

x a

∫ f(t) dt

x x h a x f(t) dt f(t) dt

⎜ +^ ⎟−

⎝ ∫^ ∫^ ⎠

x a

∫ f(t) dt

x h a f(t) dt

B. Then, for h ≠ 0, g(x h) g(x) 1 h h

x h a f(t) dt

C. Assume that h > 0.

  1. Since f is continuous on [x, x + h], there are numbers u and v in [x, x + h] such that f(u) = m and f(v) = M, where m and M are the absolute minimum and maximum

Fundamental Theorem of Calculus ~ p. 4

Examples using the Fundamental Theorem

  • Find g (x)′^ if

x (^2) 0

g(x) = ∫ (1 +t ) dt

  • Using FTXII: =

x (^2) 0

g(x) = ∫ (1 +t ) dt t t^ x x^ g x x

x

3

0

3 2 3 3

  • Using FTCI: Let f(t) = 1 + t 2 ; then

x (^2) 0

g(x) = ∫ (1 +t ) dt ⇒ g′ ( )x = f x( ) = 1 +x^2

  • Find g (x)′^ if g(x) = cos t dt

x

  • Using FTXII: g(x) = (^) cos t dt = x

∫ π [^ sin^ t]^ sin^ x sin

x π =^ −^ π⇒^ g′^ ( )x^ =cosx

• Using FTCI: Let f(t) =cos t; then g(x) = ∫ π

x cos t dt ⇒ g′ ( )x = f x( ) =cosx

Find the derivative of each of the following functions.

x

g(x) 1 ln t dt = ∫ θ θ

10 F(x) (^) x tan d

Solutions

Let = = ∫ ⇒ = =

x 1 f(t) ln t; then g(x) ln t dt g'(x) f(x) ln x

Let θ = θ = ∫ θ θ = − ∫ θ θ⇒ = − = −

10 x f( ) tan ; then F(x) (^) x tan d 10 tan d F '(x) f(x) tan x