Proof of the Fundamental Theorem of Calculus.

In summary, the Fundamental Theorem of Calculus is a theorem that connects integration and differentiation in calculus. It allows for the evaluation of definite integrals and finding the area under a curve. The first part of the theorem relates differentiation and integration, while the second part relates integration and differentiation. This theorem can only be applied to continuous functions with an antiderivative, and it is used in various real-world applications, including physics, engineering, economics, statistics, and finance.
  • #1
Darth Frodo
212
1
Hi all I'm currently working my way through proving the FToC by proving something that is a foundation for it. So I need to prove that;

L(f,P[itex]_{1}[/itex]) ≥ L(f,P) where P[itex]\subset[/itex]P[itex]_{1}[/itex] i.e where P[itex]_{1}[/itex] is a refinement of P.

So, Let P[itex]_{1}[/itex] = P [itex]\cup[/itex] {c} where c [itex]\in[/itex] [x[itex]_{k-1}[/itex],x[itex]_{k}[/itex]]

Let L' = inf{x|x [itex]\in[/itex] [x[itex]_{k-1}[/itex],c]}

Let L'' = inf{x|x[itex]\in[/itex]} [c,x[itex]_{k}[/itex]]

L = inf{x|x[itex]\in[/itex] [x[itex]_{k-1}[/itex],x[itex]_{k}[/itex]]}

So from this the next line is;

L'(c-x[itex]_{k-1}[/itex]) + L''(x[itex]_{k}[/itex]-c) ≥ L(x[itex]_{k}[/itex]-x[itex]_{k-1}[/itex])

Now this is the line I can't fully grasp. How was this line come up with? I can understand it from a geometrical/graphical/pictorial point of view, but from an analytic point of view I cannot.

So far this is what I have,

L' + L'' ≥ L

And If I multiply by the differences in the x-ordinates I still don't get the same line. Any help would be appreciated.

How exactly did that mystery line happen?
 
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  • #2
I know what you mean, but I'm going to comment on your notation anyway.

Darth Frodo said:
Hi all I'm currently working my way through proving the FToC by proving something that is a foundation for it. So I need to prove that;

L(f,P[itex]_{1}[/itex]) ≥ L(f,P) where P[itex]\subset[/itex]P[itex]_{1}[/itex] i.e where P[itex]_{1}[/itex] is a refinement of P.

If you want to use LaTeX, then you should not just use LaTeX on each individual symbol, but rather on the whole line. So writing something like

Code:
L(f,P,[itеx]_{1}[/itеx]) ≥ L(f,P)

it is much handier (and much more aesthetic) to write

Code:
[itеx]L(f,P_1)\geq L(f,P)[itеx]

So, Let P[itex]_{1}[/itex] = P [itex]\cup[/itex] {c} where c [itex]\in[/itex] [x[itex]_{k-1}[/itex],x[itex]_{k}[/itex]]

Let L' = inf{x|x [itex]\in[/itex] [x[itex]_{k-1}[/itex],c]}

As you wrote it now, we have that ##L^\prime = x_{k-1}##. You should probably have written

[tex]L^\prime = inf \{ f(x)~\vert~x \in [x_{k-1},c]\}[/tex]

Same remark with the others.

Let L'' = inf{x|x[itex]\in[/itex]} [c,x[itex]_{k}[/itex]]

L = inf{x|x[itex]\in[/itex] [x[itex]_{k-1}[/itex],x[itex]_{k}[/itex]]}

So from this the next line is;

L'(c-x[itex]_{k-1}[/itex]) + L''(x[itex]_{k}[/itex]-c) ≥ L(x[itex]_{k}[/itex]-x[itex]_{k-1}[/itex])

As it is now, it is simply not true. Take [itex]f(x)=-1[/itex] and take [itex]x_k=0[/itex], ##c=1## and ##x_{k+1}=2##. Then ##L = L^\prime = L^{\prime\prime} = -1##. But

[tex]L^\prime + L^{\prime\prime} = -2 \leq -1 = L[/tex]
 
  • #3
[itex]L^{'}[/itex]([itex]c-x_{k-1}[/itex]) = [itex](-1)[/itex][itex](1-2)[/itex] = 1

[itex]L^{''}[/itex]([itex]x_{k}-c[/itex]) = (-1)(0-1) = 1

[itex]L[/itex] = [itex](-1)[/itex][itex](x_{k}-[/itex][itex]x_{k-1}[/itex]) = -1(-2) = 2

[itex]1 + 1 ≥ 2[/itex]

Does it not hold?
 
  • #4
Darth Frodo said:
[itex]L^{'}[/itex]([itex]c-x_{k-1}[/itex]) = [itex](-1)[/itex][itex](1-2)[/itex] = 1

[itex]L^{''}[/itex]([itex]x_{k}-c[/itex]) = (-1)(0-1) = 1

[itex]L[/itex] = [itex](-1)[/itex][itex](x_{k}-[/itex][itex]x_{k-1}[/itex]) = -1(-2) = 2

[itex]1 + 1 ≥ 2[/itex]

Does it not hold?

Oh, you meant that ##L(x_k - x_{k-1})## is a multiplication. I thought it was part of the notation. Makes sense then.

Here's a hint to prove it

[tex]L(x_k - x_{k-1}) = L(x_k-c) + L(c-x_{k-1})[/tex]
 
  • #5
[itex]L(x_{k}-x_{k-1})[/itex] = [itex]L(x_{k}-c)[/itex] + [itex]L(c-x_{k-1})[/itex]

[itex]L ≤ L'[/itex] and [itex]L ≤ L''[/itex]

[itex]\Rightarrow[/itex] [itex]L(x_{k}-x_{k-1})[/itex] ≤ [itex]L''(x_{k}-c)[/itex] + [itex]L'(c-x_{k-1})[/itex]

This correct?
 
  • #6
Yes. Be sure that you know how to prove ##L\leq L^\prime## though.
 
  • #7
Hmm, that I don't know but i'll attempt it later and get back to you on it if I don't get it. Thanks for the help! Super as always!

BTW, would this be the kind of exercise one would expect from Spivak?
 
  • #8
Darth Frodo said:
Hmm, that I don't know but i'll attempt it later and get back to you on it if I don't get it. Thanks for the help! Super as always!

BTW, would this be the kind of exercise one would expect from Spivak?

Yes. This is more of an exercise you would encounter in Spivak than in another calculus book. Those exercises tend to be difficult at first, but you get used to them pretty quickly.
 

Related to Proof of the Fundamental Theorem of Calculus.

What is the Fundamental Theorem of Calculus?

The Fundamental Theorem of Calculus is a theorem in calculus that links the concept of integration with the concept of differentiation. It states that if a function is continuous on a closed interval [a,b] and F is its antiderivative, then the definite integral of the function from a to b is equal to the difference between the antiderivative evaluated at b and the antiderivative evaluated at a.

What is the significance of the Fundamental Theorem of Calculus?

The Fundamental Theorem of Calculus is significant because it provides a way to evaluate definite integrals and to find the area under a curve. It also connects two fundamental operations in calculus, integration and differentiation, and allows for the calculation of derivatives of functions defined by integrals.

What is the difference between the first and second parts of the Fundamental Theorem of Calculus?

The first part of the Fundamental Theorem of Calculus states the relationship between differentiation and integration, while the second part states the relationship between integration and differentiation. The first part allows us to evaluate definite integrals, while the second part tells us how to find antiderivatives of functions defined by integrals.

Can the Fundamental Theorem of Calculus be applied to all functions?

No, the Fundamental Theorem of Calculus only applies to continuous functions on a closed interval. It also requires the function to have an antiderivative, which is not always the case. In these scenarios, other methods such as numerical integration may be used to approximate the definite integral.

How is the Fundamental Theorem of Calculus used in real-world applications?

The Fundamental Theorem of Calculus is used in various real-world applications, such as physics, engineering, and economics, to solve problems involving rates of change and accumulation. It is also used in statistics to calculate probabilities and in finance to determine the present value of future cash flows.

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