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    Preview From Notesale - Co.uk Page 1 of 15: Advanced Calculus - Integration

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    This document provides an overview of integration concepts in advanced calculus, including examples and proofs of the fundamental theorem of calculus. Example 5 shows integrating a function and finding its antiderivative. Example 6 relates integrating a function to the difference of its antiderivative evaluated at bounds. The proof of the fundamental theorem has two parts: part 1 relates differentiation to integration, and part 2 relates integration to differentiation.

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    Preview From Notesale - Co.uk Page 1 of 15: Advanced Calculus - Integration

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    This document provides an overview of integration concepts in advanced calculus, including examples and proofs of the fundamental theorem of calculus. Example 5 shows integrating a function and finding its antiderivative. Example 6 relates integrating a function to the difference of its antiderivative evaluated at bounds. The proof of the fundamental theorem has two parts: part 1 relates differentiation to integration, and part 2 relates integration to differentiation.

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    This document provides an overview of integration concepts in advanced calculus, including examples and proofs of the fundamental theorem of calculus. Example 5 shows integrating a function and finding its antiderivative. Example 6 relates integrating a function to the difference of its antiderivative evaluated at bounds. The proof of the fundamental theorem has two parts: part 1 relates differentiation to integration, and part 2 relates integration to differentiation.

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    © All Rights Reserved
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    8 views2 pages

    Preview From Notesale - Co.uk Page 1 of 15: Advanced Calculus - Integration

    Uploaded by

    keramicar
    This document provides an overview of integration concepts in advanced calculus, including examples and proofs of the fundamental theorem of calculus. Example 5 shows integrating a function and finding its antiderivative. Example 6 relates integrating a function to the difference of its antiderivative evaluated at bounds. The proof of the fundamental theorem has two parts: part 1 relates differentiation to integration, and part 2 relates integration to differentiation.

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    Advanced Calculus - Integration

    George Beresford
    November 28, 2013

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    1.5.1

    Example 5

    Rx
    Rx
    We can show that a (t + 1) dt = 21 (x2 a2 ) + (x a). This means that A(x) = a (t + 1) dt =
    1
    (x2 a2 ) + (x a). Differentiating A(x) we get,
    2
    1
    A0 (x) = (2)(x) + 1 = x + 1 = f (x)
    2
    1.5.2

    Example 6

    Let f (x) = 3x2 . We observe that if F (x) = x3 then F 0 (x) = 3x2 = f (x). Part (2) of the fundemental
    theorem of Calculus states,
    Z b
    3x2 dx = F (b) F (a) = b3 a3
    a

    1.6

    Proof of the fundemental theorem of Calculus

    If f is a continuous function and F is any function such that F 0 (x) = f (x), then F is said to be an
    antiderivative of f . F is also known as the primitive integral or the indefinite integral.
    1.6.1

    Part 1

    A(x + h) A(x)
    h0
    h

    A0 (x) = lim
    Z

    x+h

    Z
    f (t) dt

    A(x + h) A(x) =

    Z
    f (t) dt +

    f (t) dt =

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    .co

    x+h

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    a

    f (t) dt

    f (t) dt

    x+h

    f (t) dt

    From the mean value theorem we have,


    Z x+h
    Z
    Z x+h
    1
    1 x+h
    f (t) dt = f (c) =
    f (t) dt = hf (c) =
    f (t) dt
    x+hx x
    h x
    x
    For some c = ch (x, x + h), meaning x < ch < x + h.
    A(x + h) A(h)
    = lim f (c) = lim f (ch ),
    h0
    h0
    h0
    h

    A0 (x) = lim

    With x < ch < x + h. By the sandwich theorem as h 0, ch x, so A0 (x) = f (x).


    1.6.2

    Part 2

    Rb
    Rx
    If F 0 (x) = f (x) then, a f (x) dx = F (b) F (a). From part (1), A(x) = a f (t) dt satisfies A0 (x) = f (x).
    Introducing the equation G(x) = F (x)A(x) = G0 (x) = F 0 (x)A0 (x) = G(x) = f (x)f (x) = 0.
    So G is a constant, G(x) = c. So F (x) = A(x) + G(x) = F (x) = A(x) + c. So,
    Z x
    F (x) =
    f (t) dt + c
    a

    From the original statement,


    Z b
    Z a
    Z b
    F (b) F (a) = ( f (t) dt + c) ( f (t) dt + c) =
    f (t) dt
    a

    as

    Ra

    f (t) dt = 0 from integral property (5).


    a
    To conclude, the fundemental theorem of Caculus says (1) differentiation is the inverse of integration.
    (2) integration is the inverse of differentiation.
    8

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