The Fundamental Theorem of Calculus
In this section, we examine the Fundamental Theorem of Calculus (FTC). Understanding this theorem is critical to understanding integration — it's the bridge between differential calculus and integral calculus. The first published statement and proof of the theorem traces to the British mathematician James Gregory in the 1600s. Another mathematician of the same era, Isaac Barrow, proved a more generalized form of the theorem. Barrow's student, Isaac Newton, presented a final, complete proof sometime in 1670. Importantly, these proofs were presented as geometric theorems, but later couched in calculus terms by other mathematicians.
In crude terms, FTC provides that the derivative of an integral will give us the function that results in that integral. Less crudely:
fundamental theorem of calculus. If is continuous over an interval then:
That is, if the function equals then the integral from to of is equal to
Let's unpack this slowly. First, is the antiderivative of Thus, if we can compute the integral of from to with the following steps:
- Find the antiderivative of
- Call that function
- Plug in the upper bound to
- Plug in the lower bound to
- Return
then we can conclude that the derivative of , , is in fact There's a reason why the theorem is given the descriptor fundamental. It effectively establishes:
- There's a relationship between integration and differentiation.
- Any integrable function will have an antiderivative.
- Any continuous function will have an antiderivative.
Note that FTC can be expressed in alternative notation. The expression can also be written as:
Because of this fact, FTC's proposition can also be expressed as:
This notation is particularly useful when we must handle multiple variables:
Let's consider some examples. Suppose:
If we differentiate, we get:
Applying FTC, we have:
Suppose Then:
The Average Change of an Antiderivative
Let's look at FTC another way:
All we've done here is reverse the formula. Now, recall the relationship between and FTC:
Keeping this in mind, let's rewrite our reversed formula using the following notation:
This yields:
It turns out that this is the standard way of expressing FTC notationally. Say we divide the lefthand side by We get:
The righthand side is a fairly important expression:
average change of an antiderivative. Let be a differentiable function. Then the average change of (the antiderivative of ), denoted is:
Just to be clear, the average of value of a function is the sum of the values of the function given an input to an input divided by the number of inputs That is:
This is a special type of Riemann sum:
That is, the integral from to where the increment is 1. If the increment were instead we would get the continuous average of With we have the discrete average of
The lemma we stated above tells us that the average change of the antiderivative of on to can be found by computing:
Using this fact, we can rewrite FTC formula again:
That is, the change in is the average infinitesimal change, times the total amount of change.
The Mean Value Theorem and The Fundamental Theorem of Calculus
Recall that the mean value theorem says:
Because is a function, the mean value theorem also applies:
Rewriting without substitute notation:
Comparing the two formulas, FTC formula is much more specific than the MVT. With MVT, the value likes somewhere between and That is,
Accordingly, all we can conclude with the MVT is:
What this tells us is that FTC is a much strong conclusion that the MVT. It's obvious that the average is less than or equal to the maximum . And it's also obvious that the average is greater than or equal to the minimum Thus, we can draw the same conclusion that we would with the MVT:
The difference, however, is that is a very specific value:
That's far more specific and affirmative compared to what the MVT gives us: "Oh, it's times where is between and What is, I couldn't tell you."
To illustrate, suppose we were given the following problem:
problem. Given the facts:
For what values of and is the following proposition true:
Using just the MVT, we have:
Thus, the range of possible values is to It follows that:
And since we have:
Now let's compare that to using FTC. With FTC, we have:
The largest possible value of is when
Since is just the integral of from to , we have:
The smallest possible value of is when
We know that so we can deduce that:
So, we conclude that:
And, once again, using the fact that we have:
Finally, because the integral is a summation of infinitesimals, we know that the inequalities are actually strict:
Restatement of the Fundamental Theorem of Calculus
Here is another statement of FTC:
restatement of the fundamental theorem of calculus
Iff:
- is a continuous function.
then:
Or, alternatively:
Let's be very clear about this proposition's components. First, the integrand's bounds are from to is the lower bound, and is the upper bound. Thus, the area we're interested lies somewhere between, or is the entire area, beneath
Second, we're using a dummy variable The value of this variable lies anywhere between fixed values of and Because it lies between these points, it's called the variable of integration. Do not, under any circumstances, mix and This is a very common practice in older calculus textbooks, but it is extremely careless and dangerous.
The statement above is just an alternative statement of FTC. Why? Because if we're given an and we're given an we get the exact same statement we saw earlier. To see why this restatement is useful, let's just stare at the restatement's conclusion for a moment:
On its own, is a solution to the differential equation:
That is, is a solution to the differential equation where the initial condition is The restatement tells us that we can always — always — solve the differential equation above. This is a foundational premise for the field of differential equations.
For example, consider this problem:
problem. Evaluate:
On its face, it doesn't look like what we've discussed so far allows us to solve this. But, remember the restatement. The term:
is just Thus:
And we know that:
What's It's the integrand:
Thus, we have:
Just to make sure we've done this correctly, let's actually integrate:
Integrating, we have:
Now, we know that:
If we differentiate we get:
FTC Proof 1
Here is the first proof of FTC we'll present. Suppose we have the following graph:
Now say the area we're interested in is from to as presented below:
Viewing the area as if it were a rectangle, we know that the base is So, we now want to find its height. Well, the height is either or Ultimately, it doesn't matter. We know that is continuous (by assumption):
FTC Proof 2
Now let's examine the second proof. First, we start with the hypothesis:
hypothesis.
Next, we will assume that is continuous.1 Next, we will say that the following definition applies:
definition.
Now we apply our conclusion from the previous proof. There, we concluded that:
We also know that (the derivative of the antiderivative of is ). Hence, it follows that:
And by the mean value theorem, we know that if two functions have the same derivative, they differ by a constant. Or, if a function has the derivative zero, the function is a constant. And since and have the same derivative, namely it follows that:
where is some constant. All that's left to do is arithmetic:
We know that this integral runs from to . Thus, the term is zero, since it returns the integral from to
And is just the integral of from to
FTC and Transcendentals
If the previous sections weren't enough to warrant FTC's namesake, perhaps the next sections will. It turns out that FTC opens an entirely new world of numbers and functions: transcendentals. These are numbers and functions outside the world of classical algebra. That is, nothing we've learned before FTC allows us to understand or work with objects in this realm. To better understand what this means, we begin by considering what FTC can tell us about functions we've already seen.
FTC Interpretation of Logarithmic Functions
The FTC provides an alternative way of defining and interpreting logarithmic functions. To begin, suppose we have the following derivative:
By FTC, we can say that the logarithm is defined as:
We know that:
If we evaluate the function at we have:
Next, let's compute the second derivative of
Accordingly, where we have the following conclusions and subconclusions:
-
- At
-
- is concave down at every place.
With these premises, we can sketch a graph:
The actual graph:
Notice that from the sketch, we see see that when we have This behavior is expected. and is increasing. This means that before 0, must be negative.
So, we see that FTC presents another way to define — and as a side-effect, sketch — the logarithmic function. Is there anything else? Sure. The FTC gives us another way to prove that:
where is a logarithmic function. The first step we can take is to just plug-and-play. To do so, we break the integral down into two parts:
Now we're going to perform a little trick. We're going to say that:
Using this variable, we can say that:
And if we can say that, we can write:
Now we have to set the limits. First, we know that when that's the lower limit. In that case, we have:
Knowing this lower limit, we can add the lower bound to our rewritten integral:
Likewise, when we know that That gives us the upper bound:
Cancelling out the in our rewritten integral, we get:
which is precisely what we wanted to find.
A New Function
Here's a function we haven't seen before:
FTC gives us the derivative:
We also know that Further, which tells us that the tangent line has a slope of 1. If we then examine the second derivative:
Comparing the two functions:
Side by side, we see that is an odd function:
Why? Because is the antiderivative of and is an even function. Next, we can determine that the function is increasing. Examining the graph:
The the graph of the slope of (the graph of ):
There's a very special property of the graph of It has bounds above and below:
Even more interestingly, the values of the top and bottom bounds equal the infinite left and right areas beneath the graph of respectively:
What is this number? It's
This is a very special quantity, accompanied by a fascinating result:
This conclusion is encapsulated through the error function.
error function. The error function is defined as:
Fresnel Integral
Another set of functions that we cannot integrate without using FTC are the Fresnel functions:
Logarithmic Integral
The logarithmic integral function is yet another non-elementary function:
This integral has a peculiar property. If we pass some number as an input:
where is the number of primes less than or equal to How closely does approximate ? Anyone who answers this question will be famous for millenia: This is an open question in mathematics called the Riemann Hypothesis.
Footnotes
-
As an aside, this is a significant assumption to make, and it's something that must be proved in its own right. The materials on real analysis focus extensively on proving this foundational premise. ↩