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Fundamental Theorem of Calculus. Part I: Connection between integration and differentiation

Fundamental Theorem of Calculus. Part Iama5348/calculus/presentations...Antiderivative of sin(t2) exists! Suppose the speed of my car obeys sin(t2) (do not try it on the road!). The

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Page 1: Fundamental Theorem of Calculus. Part Iama5348/calculus/presentations...Antiderivative of sin(t2) exists! Suppose the speed of my car obeys sin(t2) (do not try it on the road!). The

Fundamental Theorem ofCalculus. Part I:

Connection between integrationand differentiation

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Page 2: Fundamental Theorem of Calculus. Part Iama5348/calculus/presentations...Antiderivative of sin(t2) exists! Suppose the speed of my car obeys sin(t2) (do not try it on the road!). The

Motivation:

Problem of finding antiderivatives

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Page 3: Fundamental Theorem of Calculus. Part Iama5348/calculus/presentations...Antiderivative of sin(t2) exists! Suppose the speed of my car obeys sin(t2) (do not try it on the road!). The

Definition: An antiderivative of a function f(x)is a function F (x) such that F ′(x) = f(x).

In other words, given the function f(x), you wantto tell whose derivative it is.

Example 1. Find an antiderivative of 1.

An answer: x.

Example 2. Find an antiderivative of1

1 + x2.

An answer: arctanx.

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Page 4: Fundamental Theorem of Calculus. Part Iama5348/calculus/presentations...Antiderivative of sin(t2) exists! Suppose the speed of my car obeys sin(t2) (do not try it on the road!). The

!!..??!..!?

HOW DO YOU KNOW?

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Page 5: Fundamental Theorem of Calculus. Part Iama5348/calculus/presentations...Antiderivative of sin(t2) exists! Suppose the speed of my car obeys sin(t2) (do not try it on the road!). The

Some antiderivatives can be found by readingdifferentiation formulas backwards:

[xα]′ = αxα−1

[cos x]′ = − sinx

[tanx]′ = 1cos2 x

[arctan x]′ = 11+x2

[arcsinx]′ = 1√1−x2

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Page 6: Fundamental Theorem of Calculus. Part Iama5348/calculus/presentations...Antiderivative of sin(t2) exists! Suppose the speed of my car obeys sin(t2) (do not try it on the road!). The

Limitation: there aren’t formulas for

sin(x2), e(x2),√x + sin2(1 − x3)

?!?

Do these functions have antiderivatives?

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Page 7: Fundamental Theorem of Calculus. Part Iama5348/calculus/presentations...Antiderivative of sin(t2) exists! Suppose the speed of my car obeys sin(t2) (do not try it on the road!). The

An observation

No matter what object’s velocity v(t) is, itsposition d(t) is always an antiderivative of v(t):d′(t) = v(t). This suggests that all functionshave antiderivatives.

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Page 8: Fundamental Theorem of Calculus. Part Iama5348/calculus/presentations...Antiderivative of sin(t2) exists! Suppose the speed of my car obeys sin(t2) (do not try it on the road!). The

Antiderivative of sin(t2) exists!

Suppose the speed of my car obeys sin(t2)(do not try it on the road!). The car will moveaccordingly and the position of the car F (t)will give the antiderivative of sin(t2).

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Page 9: Fundamental Theorem of Calculus. Part Iama5348/calculus/presentations...Antiderivative of sin(t2) exists! Suppose the speed of my car obeys sin(t2) (do not try it on the road!). The

A hypothesis

Calculating antiderivatives must be similar tocalculating position from velocity

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Page 10: Fundamental Theorem of Calculus. Part Iama5348/calculus/presentations...Antiderivative of sin(t2) exists! Suppose the speed of my car obeys sin(t2) (do not try it on the road!). The

Fundamental Theorem of Calculus

Naive derivation

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Page 11: Fundamental Theorem of Calculus. Part Iama5348/calculus/presentations...Antiderivative of sin(t2) exists! Suppose the speed of my car obeys sin(t2) (do not try it on the road!). The

Let, at initial time t0, position of the car onthe road is d(t0) and velocity is v(t0). After ashort period of time ∆t, the new position ofthe car is approximately

d(t1) ≈ d(t0) + v(t0)∆t, (t1 = t0 + ∆t)

4 4

4

4

4 h

hh

c

t0 t1

t2t3

v(t )0

∆t

v(t )0 ∆t

h

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Page 12: Fundamental Theorem of Calculus. Part Iama5348/calculus/presentations...Antiderivative of sin(t2) exists! Suppose the speed of my car obeys sin(t2) (do not try it on the road!). The

After two moments of time

d(t2) ≈ d(t0) + v(t0)∆t + v(t1)∆t,

(t2 = t1 + ∆t)

4 4

4

4

4 hh c

t0 t1

t2

v(t )1

∆t ∆t

v(t )0 ∆tv(t )1 ∆t

4 4 4

hh

t3h

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Page 13: Fundamental Theorem of Calculus. Part Iama5348/calculus/presentations...Antiderivative of sin(t2) exists! Suppose the speed of my car obeys sin(t2) (do not try it on the road!). The

After n moments of time

d(tn) ≈ d(t0) + v(t0)∆t + . . . + v(tn−1)∆t

= d(t0) +n−1∑i=0

v(ti)∆t

(tn = t0 + n∆t)

4 4

4

4

4 h

h

h

h

hc

t0 t1

t2t3 v(t )n

∆t ∆t

v(t )0 ∆tv(t )1 ∆t

v(t )n-1 ∆t

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Page 14: Fundamental Theorem of Calculus. Part Iama5348/calculus/presentations...Antiderivative of sin(t2) exists! Suppose the speed of my car obeys sin(t2) (do not try it on the road!). The

As ∆t → 0, (∆t = (t − t0)/n).

d(t) − d(t0) = lim∆t→0

n−1∑i=0

v(ti)∆t

Compare this to∫ t

t0

v(τ )dτ = lim∆t→0

n−1∑i=0

v(ti)∆t

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Page 15: Fundamental Theorem of Calculus. Part Iama5348/calculus/presentations...Antiderivative of sin(t2) exists! Suppose the speed of my car obeys sin(t2) (do not try it on the road!). The

Combining the two formulas

d(t) − d(t0) =∫ t

t0

v(τ )dτ

while

d′(t) = v(t)

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Page 16: Fundamental Theorem of Calculus. Part Iama5348/calculus/presentations...Antiderivative of sin(t2) exists! Suppose the speed of my car obeys sin(t2) (do not try it on the road!). The

Assuming t0 = 0, d(t0) = 0, distance can becalculated from velocity by

d(t) =∫ t

0v(τ )dτ

Is this a function in our regular sense? Yes, foreach value of t it defines a unique number.

If d′(t) = v(t)? Yes. This constitutes theassertion of Fundamental Theorem of Calculus.

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Page 17: Fundamental Theorem of Calculus. Part Iama5348/calculus/presentations...Antiderivative of sin(t2) exists! Suppose the speed of my car obeys sin(t2) (do not try it on the road!). The

THEOREM. Let f(x) be a continuousfunction (so, the definite integral of f(x)exists). Then the function

F (x) =∫ x

a

f(τ )dτ.

is an antiderivative of f(x), F ′(x) = f(x).

d

dx

[∫ x

a

f(τ )dτ

]= f(x)

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Page 18: Fundamental Theorem of Calculus. Part Iama5348/calculus/presentations...Antiderivative of sin(t2) exists! Suppose the speed of my car obeys sin(t2) (do not try it on the road!). The

EXAMPLES

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Page 19: Fundamental Theorem of Calculus. Part Iama5348/calculus/presentations...Antiderivative of sin(t2) exists! Suppose the speed of my car obeys sin(t2) (do not try it on the road!). The

d

dx

[∫ x

a

f(τ )dτ

]= f(x)

Example 3. Find an antiderivative of

f(x) = sin(x2).

An answer: F (x) =∫ x

0sin(τ 2)dτ .

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Page 20: Fundamental Theorem of Calculus. Part Iama5348/calculus/presentations...Antiderivative of sin(t2) exists! Suppose the speed of my car obeys sin(t2) (do not try it on the road!). The

d

dx

[∫ x

a

f(τ )dτ

]= f(x)

Example 4. Find an antiderivative of

f(x) = e(x2).

An answer: G(x) =∫ x

0e(τ2)dτ .

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Page 21: Fundamental Theorem of Calculus. Part Iama5348/calculus/presentations...Antiderivative of sin(t2) exists! Suppose the speed of my car obeys sin(t2) (do not try it on the road!). The

d

dx

[∫ x

a

f(τ )dτ

]= f(x)

Example 5. Find an antiderivative of

f(x) =√

x + sin2(1 − x3).

An answer:

H(x) =∫ x

0

√τ + sin2(1 − τ 3)dτ .

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Page 22: Fundamental Theorem of Calculus. Part Iama5348/calculus/presentations...Antiderivative of sin(t2) exists! Suppose the speed of my car obeys sin(t2) (do not try it on the road!). The

d

dx

[∫ x

a

f(τ )dτ

]= f(x)

Example 6. Calculate F ′(x) if

F (x) =∫ x

0sin(τ 2)dτ

Answer: sin(x2).

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Page 23: Fundamental Theorem of Calculus. Part Iama5348/calculus/presentations...Antiderivative of sin(t2) exists! Suppose the speed of my car obeys sin(t2) (do not try it on the road!). The

d

dx

[∫ x

a

f(τ )dτ

]= f(x)

Example 7. Calculate G′(x) if

G(x) =∫ x

0e(τ2)dτ

Answer: e(x2).

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Page 24: Fundamental Theorem of Calculus. Part Iama5348/calculus/presentations...Antiderivative of sin(t2) exists! Suppose the speed of my car obeys sin(t2) (do not try it on the road!). The

d

dx

[∫ x

a

f(τ )dτ

]= f(x)

Example 8. Calculate H ′(x) if

H(x) =∫ x

0

√τ + sin2(1 − τ 3)dτ

Answer:√

x + sin2(1 − x3).

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Page 25: Fundamental Theorem of Calculus. Part Iama5348/calculus/presentations...Antiderivative of sin(t2) exists! Suppose the speed of my car obeys sin(t2) (do not try it on the road!). The

d

dx

[∫ x

a

f(τ )dτ

]= f(x)

Example 9. Calculate F ′(x) if

F (x) =∫ 0

x

sin(τ 2)dτ

Solution:d

dxF (x) =

d

dx

[∫ 0

x

sin(τ 2)dτ

]=

d

dx

[−

∫ x

0sin(τ 2)dτ

]= − sin(x2)

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Page 26: Fundamental Theorem of Calculus. Part Iama5348/calculus/presentations...Antiderivative of sin(t2) exists! Suppose the speed of my car obeys sin(t2) (do not try it on the road!). The

d

dx

[∫ x

a

f(τ )dτ

]= f(x)

Example 10. Calculate G′(x) if

G(x) =∫ 5x

1sin(τ 2)dτ

Trick. Introduce F (x) =∫ x

1 sin(τ 2)dτ , so,G(x) = F (5x).

Use FTC to calculate F ′(x) = sin(x2).

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Page 27: Fundamental Theorem of Calculus. Part Iama5348/calculus/presentations...Antiderivative of sin(t2) exists! Suppose the speed of my car obeys sin(t2) (do not try it on the road!). The

Use the Chain Rule to find the derivative

d

dxG(x) =

d

dxF (5x)

= F ′(5x)[5x]′ = sin((5x)2)5.

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Page 28: Fundamental Theorem of Calculus. Part Iama5348/calculus/presentations...Antiderivative of sin(t2) exists! Suppose the speed of my car obeys sin(t2) (do not try it on the road!). The

d

dx

[∫ x

a

f(τ )dτ

]= f(x)

Example 11. Calculate H ′(x) if

H(x) =∫ x3

π

sin(τ 2)dτ

Trick. Introduce F (x) =∫ x

π sin(τ 2)dτ , so,H(x) = F (x3).

Use FTC to calculate F ′(x) = sin(x2).

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Page 29: Fundamental Theorem of Calculus. Part Iama5348/calculus/presentations...Antiderivative of sin(t2) exists! Suppose the speed of my car obeys sin(t2) (do not try it on the road!). The

Use the Chain Rule to find the derivative

d

dxH(x) =

d

dxF (x3)

= F ′(x3)[x3]′ = sin((x3)2)3x2.

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Page 30: Fundamental Theorem of Calculus. Part Iama5348/calculus/presentations...Antiderivative of sin(t2) exists! Suppose the speed of my car obeys sin(t2) (do not try it on the road!). The

Example 12. Calculate G′(x) if

G(x) =∫ x3

√x

sin(τ 2)dτ

Solution: First, notice that

G(x) =∫ 0

√x

sin(τ 2)dτ +∫ x3

0sin(τ 2)dτ

Trick. Introduce F (x) =∫ x

0 sin(τ 2)dτ , so,

G(x) = −F (√

x) + F (x3).

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Page 31: Fundamental Theorem of Calculus. Part Iama5348/calculus/presentations...Antiderivative of sin(t2) exists! Suppose the speed of my car obeys sin(t2) (do not try it on the road!). The

Use FTC to calculate F ′(x) = sin(x2).

Use the Chain Rule to find the derivative

d

dxG(x) = −

d

dxF (

√x) +

d

dxF (x3)

= −F ′(√

x)[√

x]′ + F ′(x3)[x3]′

= − sin((√

x)2)1

2√

x+ sin((x3)2)3x2.

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Page 32: Fundamental Theorem of Calculus. Part Iama5348/calculus/presentations...Antiderivative of sin(t2) exists! Suppose the speed of my car obeys sin(t2) (do not try it on the road!). The

Control exercises

Example 13. Calculate F ′(x) if

F (x) =∫ 1+x2

1−x2sin(τ 2)dτ

Example 14. Calculate G′(x) if

G(x) =∫ x

1x2 sin(τ 2)dτ

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Page 33: Fundamental Theorem of Calculus. Part Iama5348/calculus/presentations...Antiderivative of sin(t2) exists! Suppose the speed of my car obeys sin(t2) (do not try it on the road!). The

Fundamental Theorem of Calculus

Proof of Part I

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Page 34: Fundamental Theorem of Calculus. Part Iama5348/calculus/presentations...Antiderivative of sin(t2) exists! Suppose the speed of my car obeys sin(t2) (do not try it on the road!). The

We will be using two facts

Interval Additive Property:∫ b

a

f(τ )dτ =∫ c

a

f(τ )dτ +∫ b

c

f(τ )dτ

Comparison Property: If m ≤ f(x) ≤ M on[a, b]

m(b − a) ≤∫ b

a

f(τ )dτ ≤ M(b − a)

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Page 35: Fundamental Theorem of Calculus. Part Iama5348/calculus/presentations...Antiderivative of sin(t2) exists! Suppose the speed of my car obeys sin(t2) (do not try it on the road!). The

Let F (x) =∫ x

a

f(τ )dτ .

We will now show that F ′(x) = f(x).

By definition

F ′(x) = limh→0

F (x + h) − F (x)

h

= limh→0

∫ x+h

a f(τ )dτ −∫ x

a f(τ )dτ

h

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Page 36: Fundamental Theorem of Calculus. Part Iama5348/calculus/presentations...Antiderivative of sin(t2) exists! Suppose the speed of my car obeys sin(t2) (do not try it on the road!). The

Notice, that by the Interval Additive Property∫ x+h

a

f(τ )dτ −∫ x

a

f(τ )dτ =∫ x+h

x

f(τ )dτ

Therefore,

F ′(x) = limh→0

∫ x+h

a f(τ )dτ −∫ x

a f(τ )dτ

h

= limh→0

1

h

∫ x+h

x

f(τ )dτ

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Page 37: Fundamental Theorem of Calculus. Part Iama5348/calculus/presentations...Antiderivative of sin(t2) exists! Suppose the speed of my car obeys sin(t2) (do not try it on the road!). The

Also, by the Comparison Property, for

m = minτ∈[x,x+h]

f(τ ), M = maxτ∈[x,x+h]

f(τ )

one has

mh ≤∫ x+h

x

f(τ )dτ ≤ Mh

or, dividing by h,

m ≤1

h

∫ x+h

x

f(τ )dτ ≤ M

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Page 38: Fundamental Theorem of Calculus. Part Iama5348/calculus/presentations...Antiderivative of sin(t2) exists! Suppose the speed of my car obeys sin(t2) (do not try it on the road!). The

Finally, by the Squeeze Theorem, expression

m ≤1

h

∫ x+h

x

f(τ )dτ ≤ M

converges to

f(x) ≤ limh→0

1

h

∫ x+h

x

f(τ )dτ ≤ f(x)

since both m = min f(τ ) and M = max f(τ )on [x, x + h] coincide with f(x) as h → 0

The theorem is proved.

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