Note 5.2 - The Fundamental Theorem of Calculus
1 Introduction
The motivation to study the fundamental theorem is probably to compute inte- gration. But the theorem itself is probably the most important and fundamental fact to know in calculus.
2 The Area Functions
Given an continuous function f (x) and some a ∈ R, we know thatRx
a f (x) dx is always defined for x ≥ a. For x < a, we define
Z x a
f (x) dx := − Z a
x
f (x) dx.
This gives us a well-defined area function F (x) =
Z x a
f (x) dx
on R. We have the following properties that follows directly from definition of F :
If we can explicitly find this function F , the tedious computations in Note 5.1 become much simpler:
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So how to find this F ?
3 The Fundamental Theorem of Calculus
We now come to the most important theorem of the entire course: finding the relationship between F and f described above.
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Theorem 3.1 (Fundamental Theorem of Calculus FTC). Given a continuous function f and
F (x) :=
Z x s
f (t) dt for some s ∈ R, then
• F is differentiable and F0= f
•
Z b a
f (x) dx = F (b) − F (a).
So this gives us much more clues on how to find F . We will derive (more precisely, guess) some formula in the next note.
Here is a more general form of FTC:
Theorem 3.2 (Generalized Fundamental Theorem of Calculus). Given a con- tinuous function f and differentiable functions g, h, let
F (x) = Z g(x)
h(x)
f (t) dt.
Then,
F0(x) = f (h(x))h0(x) − f (g(x))g0(x).
It is an easy consequence of the chain rule:
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4 Examples
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