Fundamental Theorem of Calculus: Difference between revisions

From Skulepedia
Jump to navigation Jump to search
No edit summary
No edit summary
 
(7 intermediate revisions by 2 users not shown)
Line 1: Line 1:
{{Calculus}}
The '''fundamental theorem of calculus''' specifies the relationship between the two central operations of calculus: differentiation and integration.
The '''fundamental theorem of calculus''' specifies the relationship between the two central operations of calculus: derivative and integral.


The first part of the theorem, sometimes called the '''first fundamental theorem of calculus''', shows that an indefinite integration can be reversed by a differentiation.
The first part of the theorem, sometimes called the '''first fundamental theorem of calculus''', shows that an indefinite integration can be reversed by a differentiation.
Line 16: Line 15:
In the case of a particle traveling in a straight line, its position, ''x'', is given by ''x''(''t'') where ''t'' is time and ''x''(''t'') means that ''x'' is a function of ''t''.  The derivative of this function is equal to the infinitesimal change in quantity, d''x'', per infinitesimal change in time, d''t'' (of course, the derivative itself is dependent on time).  This change in displacement per change in time is the velocity ''v'' of the particle. In Leibniz notation:
In the case of a particle traveling in a straight line, its position, ''x'', is given by ''x''(''t'') where ''t'' is time and ''x''(''t'') means that ''x'' is a function of ''t''.  The derivative of this function is equal to the infinitesimal change in quantity, d''x'', per infinitesimal change in time, d''t'' (of course, the derivative itself is dependent on time).  This change in displacement per change in time is the velocity ''v'' of the particle. In Leibniz notation:


:<math>\frac{dx}{dt} = v(t). </math>
:[[File:FTCa.png]]


Rearranging this equation, it follows that:
Rearranging this equation, it follows that:


:<math>dx = v(t)\,dt. </math>
:[[File:FTCb.png]]


By the logic above, a change in ''x'' (or Δ''x'') is the sum of the infinitesimal changes d''x''.  It is also equal to the sum of the infinitesimal products of the derivative and time.  This infinite summation is integration; hence, the integration operation allows the recovery of the original function from its derivative. It can be concluded that this operation works in reverse; the result of the integral can be differentiated to recover the original function.
By the logic above, a change in ''x'' (or Δ''x'') is the sum of the infinitesimal changes d''x''.  It is also equal to the sum of the infinitesimal products of the derivative and time.  This infinite summation is integration; hence, the integration operation allows the recovery of the original function from its derivative. It can be concluded that this operation works in reverse; the result of the integral can be differentiated to recover the original function.
==Geometric intuition==
[[Image:FTC geometric.svg|500px|thumb|right|The area shaded in red stripes can be computed as ''h'' times ''&fnof;''(''x''). Alternatively, if the function ''A''(''x'') were known, it could be estimated as ''A''(''x''&nbsp;+&nbsp;''h'')&nbsp;&minus;&nbsp;''A''(''x''). These two values are approximately equal, particularly for small ''h''.]]
For a continuous function {{nowrap|1=''y'' = ƒ(''x'')}} whose graph is plotted as a curve, each value of ''x'' has a corresponding area function ''A''(''x''), representing the area beneath the curve between 0 and ''x''. The function ''A''(''x'') may not be known, but it is given that it represents the area under the curve.
The area under the curve between ''x'' and ''x''&nbsp;+&nbsp;''h'' could be computed by finding the area between 0 and ''x''&nbsp;+&nbsp;''h'', then subtracting the area between 0 and ''x''. In other words, the area of this “sliver” would be {{nowrap|''A''(''x'' + ''h'') − ''A''(''x'')}}.
There is another way to ''estimate'' the area of this same sliver. ''h'' is multiplied by ƒ(''x'') to find the area of a rectangle that is approximately the same size as this sliver. It is intuitive that the approximation improves as ''h'' becomes smaller.
At this point, it is true ''A''(''x''&nbsp;+&nbsp;''h'')&nbsp;&minus;&nbsp;''A''(''x'') is approximately equal to ƒ(''x'')·''h''. In other words, {{nowrap|ƒ(''x'')·''h'' ≈ ''A''(''x'' + ''h'') − ''A''(''x'')}}, with this approximation becoming an equality as ''h'' approaches 0 in the limit.
When both sides of the equation are divided by ''h'':
: <math>f(x) \approx \frac{A(x+h)-A(x)}{h}.</math>
As ''h'' approaches 0, it can be seen that the right hand side of this equation is simply the derivative ''A''’(''x'') of the area function ''A''(''x''). The left-hand side of the equation simply remains ƒ(''x''), since no ''h'' is present.
It can thus be shown, in an informal way, that {{nowrap|1 = ƒ(''x'')  = ''A''’(''x'')}}. That is, the derivative of the area function ''A''(''x'') is the original function ƒ(''x''); or, the area function is simply the antiderivative of the original function.
Computing the derivative of a function and “finding the area” under its curve are "opposite" operations. This is the crux of the Fundamental Theorem of Calculus. Most of the theorem's proof is devoted to showing that the area function ''A''(''x'') exists in the first place.


==Formal statements==
==Formal statements==
Line 52: Line 31:


Let ''&fnof;'' 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
Let ''&fnof;'' 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
:<math>F(x) = \int_a^x f(t)\, dt\,.</math>
:[[File:FTC1.png]]
Then, ''F'' is continuous on [''a'', ''b''], differentiable on the open interval (''a'',&nbsp;''b''), and
Then, ''F'' is continuous on [''a'', ''b''], differentiable on the open interval (''a'',&nbsp;''b''), and


:<math>F'(x) = f(x)\,</math>
:[[File:FTC2.png]]


for all ''x'' in (''a'', ''b'').
for all ''x'' in (''a'', ''b'').
Line 63: Line 42:
The fundamental theorem is often employed to compute the definite integral of a function ''&fnof;'' for which an antiderivative ''g'' is known.  Specifically, if ''ƒ'' is a real-valued continuous function on [''a'',&nbsp;''b''], and ''g'' is an antiderivative of ''ƒ'' in [''a'',&nbsp;''b''], then
The fundamental theorem is often employed to compute the definite integral of a function ''&fnof;'' for which an antiderivative ''g'' is known.  Specifically, if ''ƒ'' is a real-valued continuous function on [''a'',&nbsp;''b''], and ''g'' is an antiderivative of ''ƒ'' in [''a'',&nbsp;''b''], then


:<math>\int_a^b f(x)\, dx = g(b)-g(a).</math>
:[[File:FTC3.png]]
   
   
The corollary assumes continuity on the whole interval. This result is strengthened slightly in the following theorem.
The corollary assumes continuity on the whole interval. This result is strengthened slightly in the following theorem.
Line 71: Line 50:
This part is sometimes referred to as the '''Second Fundamental Theorem of Calculus''' or the '''Newton-Leibniz Axiom'''.
This part is sometimes referred to as the '''Second Fundamental Theorem of Calculus''' or the '''Newton-Leibniz Axiom'''.


Let ''&fnof;'' be a real-valued function defined on a [[closed interval]] [''a'', ''b''] that admits an antiderivative ''g'' on [''a'',&nbsp;''b'']. That is, ''ƒ'' and ''g'' are functions such that for all ''x'' in [''a'',&nbsp;''b''],
Let ''&fnof;'' be a real-valued function defined on a closed interval [''a'', ''b''] that admits an antiderivative ''g'' on [''a'',&nbsp;''b'']. That is, ''ƒ'' and ''g'' are functions such that for all ''x'' in [''a'',&nbsp;''b''],


:<math>f(x) = g'(x).\ </math>
:[[File:FTC4.png]]


If ''&fnof;'' is integrable on [''a'',&nbsp;''b''] then
If ''&fnof;'' is integrable on [''a'',&nbsp;''b''] then


:<math>\int_a^b f(x)\,dx\, = g(b) - g(a).</math>
:[[File:FTC5.png]]


Notice that the Second part is somewhat stronger than the Corollary because it does not assume that ''&fnof;'' is continuous.
Notice that the Second part is somewhat stronger than the Corollary because it does not assume that ''&fnof;'' is continuous.

Latest revision as of 20:50, 27 July 2012

The fundamental theorem of calculus specifies the relationship between the two central operations of calculus: differentiation and integration.

The first part of the theorem, sometimes called the first fundamental theorem of calculus, shows that an indefinite integration can be reversed by a differentiation.

More exactly, the theorem deals with definite integration with variable upper limit and arbitrarily selected lower limit. This particular kind of definite integration allows us to compute one of the infinitely many antiderivatives of a function (except for those which do not have a zero). Hence, it is almost equivalent to indefinite integration, defined by most authors as an operation which yields any one of the possible antiderivatives of a function, including those without a zero. Integration can be reversed by a differentiation. The first part is also important because it guarantees the existence of antiderivatives for continuous functions.

The second part, sometimes called the second fundamental theorem of calculus, allows one to compute the definite integral of a function by using any one of its infinitely many antiderivatives. This part of the theorem has invaluable practical applications, because it markedly simplifies the computation of definite integrals.

The first published statement and proof of a restricted version of the fundamental theorem was by James Gregory. Isaac Barrow proved the first completely general version of the theorem, while Barrow's student, Isaac Newton, completed the development of the surrounding mathematical theory. Gottfried Leibniz systematized the knowledge into a calculus for infinitesimal quantities.

Physical intuition[edit | edit source]

Intuitively, the theorem simply states that the sum of infinitesimal changes in a quantity over time (or over some other quantity) adds up to the net change in the quantity.

In the case of a particle traveling in a straight line, its position, x, is given by x(t) where t is time and x(t) means that x is a function of t. The derivative of this function is equal to the infinitesimal change in quantity, dx, per infinitesimal change in time, dt (of course, the derivative itself is dependent on time). This change in displacement per change in time is the velocity v of the particle. In Leibniz notation:

FTCa.png

Rearranging this equation, it follows that:

FTCb.png

By the logic above, a change in x (or Δx) is the sum of the infinitesimal changes dx. It is also equal to the sum of the infinitesimal products of the derivative and time. This infinite summation is integration; hence, the integration operation allows the recovery of the original function from its derivative. It can be concluded that this operation works in reverse; the result of the integral can be differentiated to recover the original function.

Formal statements[edit | edit source]

There are two parts to the Fundamental Theorem of Calculus. Loosely put, the first part deals with the derivative of an antiderivative, while the second part deals with the relationship between antiderivatives and definite integrals.

First part[edit | edit source]

This part is sometimes referred to as the First Fundamental Theorem of Calculus.

Let ƒ 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

FTC1.png

Then, F is continuous on [a, b], differentiable on the open interval (ab), and

FTC2.png

for all x in (a, b).

Corollary[edit | edit source]

The fundamental theorem is often employed to compute the definite integral of a function ƒ for which an antiderivative g is known. Specifically, if ƒ is a real-valued continuous function on [ab], and g is an antiderivative of ƒ in [ab], then

FTC3.png

The corollary assumes continuity on the whole interval. This result is strengthened slightly in the following theorem.

Second part[edit | edit source]

This part is sometimes referred to as the Second Fundamental Theorem of Calculus or the Newton-Leibniz Axiom.

Let ƒ be a real-valued function defined on a closed interval [a, b] that admits an antiderivative g on [ab]. That is, ƒ and g are functions such that for all x in [ab],

FTC4.png

If ƒ is integrable on [ab] then

FTC5.png

Notice that the Second part is somewhat stronger than the Corollary because it does not assume that ƒ is continuous.

Note that when an antiderivative g exists, then there are infinitely many antiderivatives for ƒ, obtained by adding to g an arbitrary constant. Also, by the first part of the theorem, antiderivatives of ƒ always exist when ƒ is continuous.

Proof[edit | edit source]

The proof has been omitted from Skulepedia because only EngScis need to know that, and they aren't real people.