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INTEGRALS

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Title: INTEGRALS


1
5
INTEGRALS
2
INTEGRALS
5.3The Fundamental Theorem of Calculus
In this section, we will learn about The
Fundamental Theorem of Calculus and its
significance.
3
FUNDAMENTAL THEOREM OF CALCULUS
  • The Fundamental Theorem of Calculus (FTC) is
    appropriately named.
  • It establishes a connection between the two
    branches of calculusdifferential calculus and
    integral calculus.

4
FTC
  • Differential calculus arose from the tangent
    problem.
  • Integral calculus arose from a seemingly
    unrelated problemthe area problem.

5
FTC
  • Newtons mentor at Cambridge, Isaac Barrow
    (16301677), discovered that these two problems
    are actually closely related.
  • In fact, he realized that differentiation and
    integration are inverse processes.

6
FTC
  • The FTC gives the precise inverse relationship
    between the derivative and the integral.

7
FTC
  • It was Newton and Leibniz who exploited this
    relationship and used it to develop calculus into
    a systematic mathematical method.
  • In particular, they saw that the FTC enabled them
    to compute areas and integrals very easily
    without having to compute them as limits of
    sumsas we did in Sections 5.1 and 5.2

8
FTC
Equation 1
  • The first part of the FTC deals with functions
    defined by an equation of the form
  • where f is a continuous function on a, b and x
    varies between a and b.

9
FTC
  • Observe that g depends only on x, which appears
    as the variable upper limit in the integral.
  • If x is a fixed number, then the integral
    is a definite number.
  • If we then let x vary, the number
    also varies and defines a function of x denoted
    by g(x).

10
FTC
  • If f happens to be a positive function, then g(x)
    can be interpreted as the area under the graph of
    f from a to x, where x can vary from a to b.
  • Think of g as the area so far function, as
    seen here.

Figure 5.3.1, p. 314
11
FTC
Example 1
  • If f is the function whose graph is shown and
    , find the values of
    g(0), g(1), g(2), g(3), g(4), and g(5).
  • Then, sketch a rough graph of g.

Figure 5.3.2, p. 314
12
FTC
Example 1
  • First, we notice that

13
FTC
Example 1
  • From the figure, we see that g(1) is the area of
    a triangle

Figure 5.3.3a, p. 314
14
FTC
Example 1
  • To find g(2), we add to g(1) the area of a
    rectangle

Figure 5.3.3b, p. 314
15
FTC
Example 1
  • We estimate that the area under f from 2 to 3 is
    about 1.3.
  • So,

Figure 5.3.3c, p. 314
16
FTC
Example 1
  • Thus,

Figure 5.3.3d, p. 314
Figure 5.3.3e, p. 314
17
FTC
Example 1
  • We use these values to sketch the graph of g.
  • Notice that, because f(t) is positive for t lt 3,
    we keep adding area for t lt 3.
  • So, g is increasing up to x 3, where it
    attains a maximum value.
  • For x gt 3, g decreases because f(t) is negative.

Figure 5.3.4, p. 314
18
FTC
  • If we take f(t) t and a 0, then, using
    Exercise 27 in Section 5.2, we have

19
FTC
  • Notice that g(x) x, that is, g f.
  • In other words, if g is defined as the integral
    of f by Equation 1, g turns out to be an
    antiderivative of fat least in this case.

20
FTC
  • If we sketch the derivative of the function g, as
    in the first figure, by estimating slopes of
    tangents, we get a graph like that of f in the
    second figure.
  • So, we suspect that g f in Example 1 too.

Figure 5.3.4, p. 314
Figure 5.3.2, p. 314
21
FTC
  • To see why this might be generally true, we
    consider a continuous function f with f(x) 0.
  • Then, can be
    interpreted as the area under the graph of f
    from a to x.

Figure 5.3.1, p. 314
22
FTC
  • To compute g(x) from the definition of
    derivative, we first observe that, for h gt 0,
    g(x h) g(x) is obtained by subtracting
    areas.
  • It is the area under the graph of f from x to x
    h (the gold area).

Figure 5.3.5, p. 315
23
FTC
  • For small h, you can see that this area is
    approximately equal to the area of the rectangle
    with height f(x) and width h
  • So,

Figure 5.3.5, p. 315
24
FTC
  • Intuitively, we therefore expect that
  • The fact that this is true, even when f is not
    necessarily positive, is the first part of the
    FTC (FTC1).

25
FTC1
  • If f is continuous on a, b, then the function g
    defined by
  • is continuous on a, b and differentiable on
    (a, b), and g(x) f(x).

26
FTC1
Proof
  • If x and x h are in (a, b), then

27
FTC1
ProofEquation 2
  • So, for h ? 0,

28
FTC1
Proof
  • For now, let us assume that h gt 0.
  • Since f is continuous on x, x h, the Extreme
    Value Theorem says that there are numbers u and
    v in x, x h such that f(u) m and f(v) M.
  • m and M are the absolute minimum and maximum
    values of f on x, x h.

Figure 5.3.6, p. 316
29
FTC1
Proof
  • By Property 8 of integrals, we have
  • That is,

30
FTC1
Proof
  • Since h gt 0, we can divide this inequality by h

31
FTC1
ProofEquation 3
  • Now, we use Equation 2 to replace the middle part
    of this inequality
  • Inequality 3 can be proved in a similar manner
    for the case h lt 0.

32
FTC1
Proof
  • Now, we let h ? 0.
  • Then, u ? x and v ? x, since u and v lie between
    x and x h.
  • Therefore, and because f is continuous at x.

33
FTC1
ProofEquation 4
  • From Equation 3 and the Squeeze Theorem, we
    conclude that

34
FTC1
Equation 5
  • Using Leibniz notation for derivatives, we can
    write the FTC1 as
  • when f is continuous.
  • Roughly speaking, Equation 5 says that, if we
    first integrate f and then differentiate the
    result, we get back to the original function f.

35
FTC1
Example 2
  • Find the derivative of the function
  • As is continuous, the FTC1 gives

36
FRESNEL FUNCTION
Example 3
  • For instance, consider the Fresnel function
  • It is named after the French physicist Augustin
    Fresnel (17881827), famous for his works in
    optics.
  • It first appeared in Fresnels theory of the
    diffraction of light waves.
  • More recently, it has been applied to the design
    of highways.

37
FRESNEL FUNCTION
Example 3
  • The FTC1 tells us how to differentiate the
    Fresnel function S(x) sin(px2/2)
  • This means that we can apply all the methods of
    differential calculus to analyze S.

38
FRESNEL FUNCTION
Example 3
  • The figure shows the graphs of f(x) sin(px2/2)
    and the Fresnel function
  • A computer was used to graph S by computing the
    value of this integral for many values of x.

Figure 5.3.7, p. 317
39
FRESNEL FUNCTION
Example 3
  • It does indeed look as if S(x) is the area under
    the graph of f from 0 to x (until x 1.4, when
    S(x) becomes a difference of areas).

Figure 5.3.7, p. 317
40
FRESNEL FUNCTION
Example 3
  • The other figure shows a larger part of the
    graph of S.

Figure 5.3.7, p. 317
Figure 5.3.8, p. 317
41
FRESNEL FUNCTION
Example 3
  • If we now start with the graph of S here and
    think about what its derivative should look like,
    it seems reasonable that S(x) f(x).
  • For instance, S is increasing when f(x) gt 0 and
    decreasing when f(x) lt 0.

Figure 5.3.7, p. 317
42
FTC1
Example 4
  • Find
  • Here, we have to be careful to use the Chain Rule
    in conjunction with the FTC1.

43
FTC1
Example 4
  • Let u x4.
  • Then,

44
FTC2
  • If f is continuous on a, b, then
  • where F is any antiderivative of f, that is, a
    function such that F f.

45
FTC2
Proof
  • Let
  • We know from the FTC1 that g(x) f(x), that
    is, g is an antiderivative of f.

46
FTC2
ProofEquation 6
  • If F is any other antiderivative of f on a, b,
    then we know from Corollary 7 in Section 4.2 that
    F and g differ by a constant
  • F(x) g(x) C
  • for a lt x lt b.

47
FTC2
Proof
  • However, both F and g are continuous on a, b.
  • Thus, by taking limits of both sides of Equation
    6 (as x ? a and x ? b- ), we see it also holds
    when x a and x b.

48
FTC2
Proof
  • If we put x a in the formula for g(x), we get

49
FTC2
Proof
  • So, using Equation 6 with x b and x a, we
    have

50
FTC2
Example 5
  • Evaluate the integral
  • The function f(x) x3 is continuous on -2, 1
    and we know from Section 4.9 that an
    antiderivative is F(x) ¼x4.
  • So, the FTC2 gives

51
FTC2
Example 5
  • Notice that the FTC2 says that we can use any
    antiderivative F of f.
  • So, we may as well use the simplest one, namely
    F(x) ¼x4, instead of ¼x4 7 or ¼x4 C.

52
FTC2
  • We often use the notation
  • So, the equation of the FTC2 can be written as
  • Other common notations are and
    .

53
FTC2
Example 6
  • Find the area under the parabola y x2 from 0 to
    1.
  • An antiderivative of f(x) x2 is F(x) (1/3)x3.
  • The required area is found using the FTC2

54
FTC2
Example 7
  • Find the area under the cosine curve from 0 to b,
    where 0 b p/2.
  • Since an antiderivative of f(x) cos x is F(x)
    sin x, we have

55
FTC2
Example 7
  • In particular, taking b p/2, we have proved
    that the area under the cosine curve from 0 to
    p/2 is sin(p/2) 1.

Figure 5.3.9, p. 319
56
FTC2
Example 8
  • What is wrong with this calculation?

57
FTC2
Example 9
  • To start, we notice that the calculation must be
    wrong because the answer is negative but f(x)
    1/x2 0 and Property 6 of integrals says that
    when f 0.

58
FTC2
Example 9
  • The FTC applies to continuous functions.
  • It cant be applied here because f(x) 1/x2 is
    not continuous on -1, 3.
  • In fact, f has an infinite discontinuity at x
    0.
  • So, does not exist.

59
FTC
  • Suppose f is continuous on a, b.
  • 1.If , then g(x) f(x).
  • 2. , where F is any antiderivative
    of f, that is, F f.

60
INVERSE PROCESSES
  • We noted that the FTC1 can be rewritten as
  • This says that, if f is integrated and then the
    result is differentiated, we arrive back at the
    original function f.

61
INVERSE PROCESSES
  • As F(x) f(x), the FTC2 can be rewritten as
  • This version says that, if we take a function F,
    first differentiate it, and then integrate the
    result, we arrive back at the original function
    F.
  • However, its in the form F(b) - F(a).

62
SUMMARY
  • Before it was discoveredfrom the time of
    Eudoxus and Archimedes to that of Galileo and
    Fermatproblems of finding areas, volumes, and
    lengths of curves were so difficult that only a
    genius could meet the challenge.

63
SUMMARY
  • Now, armed with the systematic method that
    Newton and Leibniz fashioned out of the theorem,
    we will see in the chapters to come that these
    challenging problems are accessible to all of
    us.
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