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The fundamental theorem of calculus is a theorem that links the concept of differentiating a function (calculating its slopes, or rate of change at each point in time) with the concept of integrating a function (calculating the area under its graph, or the cumulative effect of small contributions). Roughly speaking, the two operations can be thought of as inverses of each other.
The first part of the theorem, the first fundamental theorem of calculus, states that for a continuous function f , an antiderivative or indefinite integral F can be obtained as the integral of f over an interval with a variable upper bound. [1]
Conversely, the second part of the theorem, the second fundamental theorem of calculus, states that the integral of a function f over a fixed interval is equal to the change of any antiderivative F between the ends of the interval. This greatly simplifies the calculation of a definite integral provided an antiderivative can be found by symbolic integration, thus avoiding numerical integration.
The fundamental theorem of calculus relates differentiation and integration, showing that these two operations are essentially inverses of one another. Before the discovery of this theorem, it was not recognized that these two operations were related. Ancient Greek mathematicians knew how to compute area via infinitesimals, an operation that we would now call integration. The origins of differentiation likewise predate the fundamental theorem of calculus by hundreds of years; for example, in the fourteenth century the notions of continuity of functions and motion were studied by the Oxford Calculators and other scholars. The historical relevance of the fundamental theorem of calculus is not the ability to calculate these operations, but the realization that the two seemingly distinct operations (calculation of geometric areas, and calculation of gradients) are actually closely related.
From the conjecture and the proof of the fundamental theorem of calculus, calculus as a unified theory of integration and differentiation is started. The first published statement and proof of a rudimentary form of the fundamental theorem, strongly geometric in character, [2] was by James Gregory (1638–1675). [3] [4] Isaac Barrow (1630–1677) proved a more generalized version of the theorem, [5] while his student Isaac Newton (1642–1727) completed the development of the surrounding mathematical theory. Gottfried Leibniz (1646–1716) systematized the knowledge into a calculus for infinitesimal quantities and introduced the notation used today.
The first fundamental theorem may be interpreted as follows. Given a continuous function whose graph is plotted as a curve, one defines a corresponding "area function" such that A(x) is the area beneath the curve between 0 and x. The area A(x) may not be easily computable, but it is assumed to be well defined.
The area under the curve between x and x + h could be computed by finding the area between 0 and x + h, then subtracting the area between 0 and x. In other words, the area of this "strip" would be A(x + h) − A(x).
There is another way to estimate the area of this same strip. As shown in the accompanying figure, h is multiplied by f(x) to find the area of a rectangle that is approximately the same size as this strip. So:
Dividing by h on both sides, we get:
This estimate becomes a perfect equality when h approaches 0: That is, the derivative of the area function A(x) exists and is equal to the original function f(x), so the area function is an antiderivative of the original function.
Thus, the derivative of the integral of a function (the area) is the original function, so that derivative and integral are inverse operations which reverse each other. This is the essence of the Fundamental Theorem.
Intuitively, the fundamental theorem states that integration and differentiation are inverse operations which reverse each other.
The second fundamental theorem says that the sum of infinitesimal changes in a quantity (the integral of the derivative of the quantity) adds up to the net change in the quantity. To visualize this, imagine traveling in a car and wanting to know the distance traveled (the net change in position along the highway). You can see the velocity on the speedometer but cannot look out to see your location. Each second, you can find how far the car has traveled using distance = speed × time, that is, multiplying the current speed (in kilometers or miles per hour) by the time interval (1 second = hour). By summing up all these small steps, you can approximate the total distance traveled, in spite of not looking outside the car:As becomes infinitesimally small, the summing up corresponds to integration. Thus, the integral of the velocity function (the derivative of position) computes how far the car has traveled (the net change in position).
The first fundamental theorem says that the value of any function is the rate of change (the derivative) of its integral from a fixed starting point up to any chosen end point. Continuing the above example using a velocity as the function, you can integrate it from the starting time up to any given time to obtain a distance function whose derivative is that velocity. (To obtain your highway-marker position, you would need to add your starting position to this integral and to take into account whether your travel was in the direction of increasing or decreasing mile markers.)
There are two parts to the theorem. The first part deals with the derivative of an antiderivative, while the second part deals with the relationship between antiderivatives and definite integrals.
This part is sometimes referred to as the first fundamental theorem of calculus. [6]
Let f be a continuous real-valued function defined on a closed interval [a, b]. Let F be the function defined, for all x in [a, b], by
Then F is uniformly continuous on [a, b] and differentiable on the open interval (a, b), and for all x in (a, b) so F is an antiderivative of f.
The fundamental theorem is often employed to compute the definite integral of a function for which an antiderivative is known. Specifically, if is a real-valued continuous function on and is an antiderivative of in , then
The corollary assumes continuity on the whole interval. This result is strengthened slightly in the following part of the theorem.
This part is sometimes referred to as the second fundamental theorem of calculus [7] or the Newton–Leibniz theorem.
Let be a real-valued function on a closed interval and a continuous function on which is an antiderivative of in :
If is Riemann integrable on then
The second part is somewhat stronger than the corollary because it does not assume that is continuous.
When an antiderivative of exists, then there are infinitely many antiderivatives for , obtained by adding an arbitrary constant to . Also, by the first part of the theorem, antiderivatives of always exist when is continuous.
For a given function f, define the function F(x) as
For any two numbers x1 and x1 + Δx in [a, b], we have
the latter equality resulting from the basic properties of integrals and the additivity of areas.
According to the mean value theorem for integration, there exists a real number such that
It follows that and thus that
Taking the limit as and keeping in mind that one gets that is, according to the definition of the derivative, the continuity of f, and the squeeze theorem. [8]
Suppose F is an antiderivative of f, with f continuous on [a, b]. Let
By the first part of the theorem, we know G is also an antiderivative of f. Since F′ − G′ = 0 the mean value theorem implies that F − G is a constant function, that is, there is a number c such that G(x) = F(x) + c for all x in [a, b]. Letting x = a, we have which means c = −F(a). In other words, G(x) = F(x) − F(a), and so
This is a limit proof by Riemann sums.
To begin, we recall the mean value theorem. Stated briefly, if F is continuous on the closed interval [a, b] and differentiable on the open interval (a, b), then there exists some c in (a, b) such that
Let f be (Riemann) integrable on the interval [a, b], and let f admit an antiderivative F on (a, b) such that F is continuous on [a, b]. Begin with the quantity F(b) − F(a). Let there be numbers x0, ..., xn such that
It follows that
Now, we add each F(xi) along with its additive inverse, so that the resulting quantity is equal:
The above quantity can be written as the following sum:
(1') |
The function F is differentiable on the interval (a, b) and continuous on the closed interval [a, b]; therefore, it is also differentiable on each interval (xi−1, xi) and continuous on each interval [xi−1, xi]. According to the mean value theorem (above), for each i there exists a in (xi−1, xi) such that
Substituting the above into ( 1' ), we get
The assumption implies Also, can be expressed as of partition .
(2') |
We are describing the area of a rectangle, with the width times the height, and we are adding the areas together. Each rectangle, by virtue of the mean value theorem, describes an approximation of the curve section it is drawn over. Also need not be the same for all values of i, or in other words that the width of the rectangles can differ. What we have to do is approximate the curve with n rectangles. Now, as the size of the partitions get smaller and n increases, resulting in more partitions to cover the space, we get closer and closer to the actual area of the curve.
By taking the limit of the expression as the norm of the partitions approaches zero, we arrive at the Riemann integral. We know that this limit exists because f was assumed to be integrable. That is, we take the limit as the largest of the partitions approaches zero in size, so that all other partitions are smaller and the number of partitions approaches infinity.
So, we take the limit on both sides of ( 2' ). This gives us
Neither F(b) nor F(a) is dependent on , so the limit on the left side remains F(b) − F(a).
The expression on the right side of the equation defines the integral over f from a to b. Therefore, we obtain which completes the proof.
As discussed above, a slightly weaker version of the second part follows from the first part.
Similarly, it almost looks like the first part of the theorem follows directly from the second. That is, suppose G is an antiderivative of f. Then by the second theorem, . Now, suppose . Then F has the same derivative as G, and therefore F′ = f. This argument only works, however, if we already know that f has an antiderivative, and the only way we know that all continuous functions have antiderivatives is by the first part of the Fundamental Theorem. [9] For example, if f(x) = e−x2, then f has an antiderivative, namely and there is no simpler expression for this function. It is therefore important not to interpret the second part of the theorem as the definition of the integral. Indeed, there are many functions that are integrable but lack elementary antiderivatives, and discontinuous functions can be integrable but lack any antiderivatives at all. Conversely, many functions that have antiderivatives are not Riemann integrable (see Volterra's function).
Suppose the following is to be calculated:
Here, and we can use as the antiderivative. Therefore:
Suppose is to be calculated. Using the first part of the theorem with gives
This can also be checked using the second part of the theorem. Specifically, is an antiderivative of , so
Suppose Then is not continuous at zero. Moreover, this is not just a matter of how is defined at zero, since the limit as of does not exist. Therefore, the corollary cannot be used to compute But consider the function Notice that is continuous on (including at zero by the squeeze theorem), and is differentiable on with Therefore, part two of the theorem applies, and
The theorem can be used to prove that
Since, the result follows from,
The function f does not have to be continuous over the whole interval. Part I of the theorem then says: if f is any Lebesgue integrable function on [a, b] and x0 is a number in [a, b] such that f is continuous at x0, then
is differentiable for x = x0 with F′(x0) = f(x0). We can relax the conditions on f still further and suppose that it is merely locally integrable. In that case, we can conclude that the function F is differentiable almost everywhere and F′(x) = f(x) almost everywhere. On the real line this statement is equivalent to Lebesgue's differentiation theorem. These results remain true for the Henstock–Kurzweil integral, which allows a larger class of integrable functions. [10]
In higher dimensions Lebesgue's differentiation theorem generalizes the Fundamental theorem of calculus by stating that for almost every x, the average value of a function f over a ball of radius r centered at x tends to f(x) as r tends to 0.
Part II of the theorem is true for any Lebesgue integrable function f, which has an antiderivative F (not all integrable functions do, though). In other words, if a real function F on [a, b] admits a derivative f(x) at every point x of [a, b] and if this derivative f is Lebesgue integrable on [a, b], then [11]
This result may fail for continuous functions F that admit a derivative f(x) at almost every point x, as the example of the Cantor function shows. However, if F is absolutely continuous, it admits a derivative F′(x) at almost every point x, and moreover F′ is integrable, with F(b) − F(a) equal to the integral of F′ on [a, b]. Conversely, if f is any integrable function, then F as given in the first formula will be absolutely continuous with F′ = f almost everywhere.
The conditions of this theorem may again be relaxed by considering the integrals involved as Henstock–Kurzweil integrals. Specifically, if a continuous function F(x) admits a derivative f(x) at all but countably many points, then f(x) is Henstock–Kurzweil integrable and F(b) − F(a) is equal to the integral of f on [a, b]. The difference here is that the integrability of f does not need to be assumed. [12]
The version of Taylor's theorem that expresses the error term as an integral can be seen as a generalization of the fundamental theorem.
There is a version of the theorem for complex functions: suppose U is an open set in C and f : U → C is a function that has a holomorphic antiderivative F on U. Then for every curve γ : [a, b] → U, the curve integral can be computed as
The fundamental theorem can be generalized to curve and surface integrals in higher dimensions and on manifolds. One such generalization offered by the calculus of moving surfaces is the time evolution of integrals. The most familiar extensions of the fundamental theorem of calculus in higher dimensions are the divergence theorem and the gradient theorem.
One of the most powerful generalizations in this direction is the generalized Stokes theorem (sometimes known as the fundamental theorem of multivariable calculus): [13] Let M be an oriented piecewise smooth manifold of dimension n and let be a smooth compactly supported (n − 1)-form on M. If ∂M denotes the boundary of M given its induced orientation, then
Here d is the exterior derivative, which is defined using the manifold structure only.
The theorem is often used in situations where M is an embedded oriented submanifold of some bigger manifold (e.g. Rk) on which the form is defined.
The fundamental theorem of calculus allows us to pose a definite integral as a first-order ordinary differential equation. can be posed as with as the value of the integral.
In calculus, an antiderivative, inverse derivative, primitive function, primitive integral or indefinite integral of a continuous function f is a differentiable function F whose derivative is equal to the original function f. This can be stated symbolically as F' = f. The process of solving for antiderivatives is called antidifferentiation, and its opposite operation is called differentiation, which is the process of finding a derivative. Antiderivatives are often denoted by capital Roman letters such as F and G.
In mathematics, an integral is the continuous analog of a sum, which is used to calculate areas, volumes, and their generalizations. Integration, the process of computing an integral, is one of the two fundamental operations of calculus, the other being differentiation. Integration was initially used to solve problems in mathematics and physics, such as finding the area under a curve, or determining displacement from velocity. Usage of integration expanded to a wide variety of scientific fields thereafter.
In the branch of mathematics known as real analysis, the Riemann integral, created by Bernhard Riemann, was the first rigorous definition of the integral of a function on an interval. It was presented to the faculty at the University of Göttingen in 1854, but not published in a journal until 1868. For many functions and practical applications, the Riemann integral can be evaluated by the fundamental theorem of calculus or approximated by numerical integration, or simulated using Monte Carlo integration.
In mathematical analysis, the Dirac delta function, also known as the unit impulse, is a generalized function on the real numbers, whose value is zero everywhere except at zero, and whose integral over the entire real line is equal to one. Thus it can be represented heuristically as
In mathematics, the Cauchy integral theorem in complex analysis, named after Augustin-Louis Cauchy, is an important statement about line integrals for holomorphic functions in the complex plane. Essentially, it says that if is holomorphic in a simply connected domain Ω, then for any simply closed contour in Ω, that contour integral is zero.
In calculus, and more generally in mathematical analysis, integration by parts or partial integration is a process that finds the integral of a product of functions in terms of the integral of the product of their derivative and antiderivative. It is frequently used to transform the antiderivative of a product of functions into an antiderivative for which a solution can be more easily found. The rule can be thought of as an integral version of the product rule of differentiation; it is indeed derived using the product rule.
In calculus, the constant of integration, often denoted by , is a constant term added to an antiderivative of a function to indicate that the indefinite integral of , on a connected domain, is only defined up to an additive constant. This constant expresses an ambiguity inherent in the construction of antiderivatives.
In analysis, numerical integration comprises a broad family of algorithms for calculating the numerical value of a definite integral. The term numerical quadrature is more or less a synonym for "numerical integration", especially as applied to one-dimensional integrals. Some authors refer to numerical integration over more than one dimension as cubature; others take "quadrature" to include higher-dimensional integration.
In mathematics, a Riemann sum is a certain kind of approximation of an integral by a finite sum. It is named after nineteenth century German mathematician Bernhard Riemann. One very common application is in numerical integration, i.e., approximating the area of functions or lines on a graph, where it is also known as the rectangle rule. It can also be applied for approximating the length of curves and other approximations.
In calculus, integration by substitution, also known as u-substitution, reverse chain rule or change of variables, is a method for evaluating integrals and antiderivatives. It is the counterpart to the chain rule for differentiation, and can loosely be thought of as using the chain rule "backwards."
In vector calculus, Green's theorem relates a line integral around a simple closed curve C to a double integral over the plane region D bounded by C. It is the two-dimensional special case of Stokes' theorem. In one dimension, it is equivalent to the fundamental theorem of calculus. In three dimensions, it is equivalent to the divergence theorem.
In mathematics, the Henstock–Kurzweil integral or generalized Riemann integral or gauge integral – also known as the (narrow) Denjoy integral, Luzin integral or Perron integral, but not to be confused with the more general wide Denjoy integral – is one of a number of inequivalent definitions of the integral of a function. It is a generalization of the Riemann integral, and in some situations is more general than the Lebesgue integral. In particular, a function is Lebesgue integrable over a subset of if and only if the function and its absolute value are Henstock–Kurzweil integrable.
In mathematics, the Riemann–Liouville integral associates with a real function another function Iαf of the same kind for each value of the parameter α > 0. The integral is a manner of generalization of the repeated antiderivative of f in the sense that for positive integer values of α, Iαf is an iterated antiderivative of f of order α. The Riemann–Liouville integral is named for Bernhard Riemann and Joseph Liouville, the latter of whom was the first to consider the possibility of fractional calculus in 1832. The operator agrees with the Euler transform, after Leonhard Euler, when applied to analytic functions. It was generalized to arbitrary dimensions by Marcel Riesz, who introduced the Riesz potential.
Arc length is the distance between two points along a section of a curve.
In calculus, the Leibniz integral rule for differentiation under the integral sign, named after Gottfried Wilhelm Leibniz, states that for an integral of the form where and the integrands are functions dependent on the derivative of this integral is expressible as where the partial derivative indicates that inside the integral, only the variation of with is considered in taking the derivative.
A product integral is any product-based counterpart of the usual sum-based integral of calculus. The product integral was developed by the mathematician Vito Volterra in 1887 to solve systems of linear differential equations.
In mathematics, a line integral is an integral where the function to be integrated is evaluated along a curve. The terms path integral, curve integral, and curvilinear integral are also used; contour integral is used as well, although that is typically reserved for line integrals in the complex plane.
Within differential calculus, in many applications, one needs to calculate the rate of change of a volume or surface integral whose domain of integration, as well as the integrand, are functions of a particular parameter. In physical applications, that parameter is frequently time t.
In mathematics, integrals of inverse functions can be computed by means of a formula that expresses the antiderivatives of the inverse of a continuous and invertible function , in terms of and an antiderivative of . This formula was published in 1905 by Charles-Ange Laisant.
Most of the terms listed in Wikipedia glossaries are already defined and explained within Wikipedia itself. However, glossaries like this one are useful for looking up, comparing and reviewing large numbers of terms together. You can help enhance this page by adding new terms or writing definitions for existing ones.
Gregorie's thought, on the other hand, belongs to a conceptual framework strongly geometrical in character. (page 137)
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