The fundamental theorem of calculus is a theorem that links the concept of differentiating a function (calculating its slopes, or rate of change at every point on its domain) 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 , an antiderivative or indefinite integral can be obtained as the integral of over an interval with a variable upper bound.
Conversely, the second part of the theorem, the second fundamental theorem of calculus, states that the integral of a function over a fixed interval is equal to the change of any antiderivative 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.
History
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.
Calculus as a unified theory of integration and differentiation started from the conjecture and the proof of the fundamental theorem of calculus. The first published statement and proof of a rudimentary form of the fundamental theorem, strongly geometric in character, was by James Gregory (1638–1675).See, e.g., Marlow Anderson, Victor J. Katz, Robin J. Wilson, Sherlock Holmes in Babylon and Other Tales of Mathematical History, Mathematical Association of America, 2004, p. 114. Isaac Barrow (1630–1677) proved a more generalized version of the theorem, 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.
Sketch of geometric proof
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 is the area beneath the curve between and . The area may not be easily computable, but it is assumed to be well defined.
The area under the curve between and could be computed by finding the area between and , then subtracting the area between and . In other words, the area of this "strip" would be .
There is another way to estimate the area of this same strip. As shown in the accompanying figure, is multiplied by 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 exists and is equal to the original function , 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.
Intuitive understanding 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 , 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.)
Formal statements 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. The terminology on this topic has not been completely standardized. For convenience, this article uses one of the common conventions. The conventions adopted in other sources are discussed later.
First part This part is sometimes referred to as the first fundamental theorem of calculus.
Let be a continuous real-valued function defined on a closed interval . Let be the function defined, for all in , by
Then is uniformly continuous on and differentiable on the open interval , and
for all in so is an antiderivative of .
Corollary
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.
Second part This part is sometimes referred to as the second fundamental theorem of calculus 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.
Proof of the first part For a given function , define the function as
For any two numbers and in , 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 , and the squeeze theorem..
Proof of the corollary Suppose is an antiderivative of , with continuous on . Let
By the first part of the theorem, we know is also an antiderivative of . Since the mean value theorem implies that is a constant function, that is, there is a number such that for all in . Letting , we have
which means . In other words, , and so
Proof of the second part This is a limit proof by Riemann sums.
To begin, we recall the mean value theorem. Stated briefly, if is continuous on the closed interval and differentiable on the open interval , then there exists some in such that
Let be (Riemann) integrable on the interval , and let admit an antiderivative on such that is continuous on . Begin with the quantity . Let there be numbers such that
It follows that
Now, we add each along with its additive inverse, so that the resulting quantity is equal:
The above quantity can be written as the following sum:
The function is differentiable on the interval and continuous on the closed interval ; therefore, it is also differentiable on each interval and continuous on each interval . According to the mean value theorem (above), for each there exists a in such that
Substituting the above into (), we get
The assumption implies Also, can be expressed as of partition .
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 , or in other words that the width of the rectangles can differ. What we have to do is approximate the curve with rectangles. Now, as the size of the partitions get smaller and 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 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 (). This gives us
Neither nor is dependent on , so the limit on the left side remains .
The expression on the right side of the equation defines the integral over from to . Therefore, we obtain
which completes the proof.
Relationship between the parts
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 is an antiderivative of . Then by the second theorem, . Now, suppose . Then has the same derivative as , and therefore . This argument only works, however, if we already know that has an antiderivative, and the only way we know that all continuous functions have antiderivatives is by the first part of the Fundamental Theorem. For example, if , then 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).
Examples Computing a particular integral Suppose the following is to be calculated:
Here, and we can use as the antiderivative. Therefore:
Using the first part 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
An integral where the corollary is insufficient 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