Showing posts with label proof of fundamental theorem of calculus. Show all posts
Showing posts with label proof of fundamental theorem of calculus. Show all posts

Wednesday, August 8, 2012

First and Second Fundamental theorem of calculus

First Fundamental Theorem of Calculus: If f is continuous on [a, b], then F(x) = integral a to x f(t) dt has a derivative at every point of [a, b] and dF/dx = d/dx integral a to x f(t) dt = f(x), a is less than and equal to x is less than equal to b. Let us understand Proof of Fundamental Theorem of Calculus: We prove the fundamental theorem of calculus by applying the definition of derivative directly to the function F(x).

This means writing out the difference quotient F(x + h) – F(x) /h and showing that its limits as h approaches to 0 is the number f(x). When we replace F(x + h) and F(x) by their definite integrals, the numerator in above equation becomes F(x + h) – F(x) = integral a to x+h f(t) dt – integral a to x f(t) dt. The additive rule for integrals simplifies the right hand side to Integral x to x+h f(t) dt So that the above equation becomes  F(x + h) – F(x) /h = 1/h [F(x + h) – F(x)] = 1/h integral x to x+h f(t) dt. According to the mean value theorem for definite integrals, the value of the last expression in the above equation is one of the values taken on by f in the interval joining x and x + h. That is for some number c in this interval, 1/h integral x to x + h f(t) dt = f(c).

We can therefore find out what happens to (1/h) times the integral as h approaches to 0 by watching what happens to f(c) as h approaches to 0. As h approaches to 0, the endpoint x + h approaches x, pushing c ahead of it like a bead on a wire. So c approaches x, and since f is continuous at x, f(c) approaches f(x) .Lim h approaches 0 f(c) = f(x).Going back to the beginning, then we have dF/dx = lim h approaches to 0 [F(x+h) – F(x)] /h= lim h approaches 0 1/h integral x to x+h f(t) dt = lim h approaches 0 f(c)= f(x). This concludes the proof.

Let us more understand this through Fundamental Theorem of Calculus problems: let us take few fundamental theorem of calculus examples .suppose we have Find dy/dx if y = integral 1 to x^2 cos t dt.

Now to understand this solution suppose let us notice that the upper limit of integration is not x but x^2. To find dy/dx we must therefore treat y as the composite of y = integral 1 to u cos t dt and u = x^2 and apply the chain rule: dy/dx = (dy/du).(du/dx) = d/du integral 1 to u cos t dt . du/dx = cos u . du/dx= cos x^2 . 2x = 2x cos x^2.

Second Fundamental Theorem of Calculus: If f is continuous at every point of [a, b] and F is any anti-derivative of f on [a, b], then Integral a to b f(X) dx = F(b) – F(a). Let us understand this by second Fundamental Theorem of Calculus Examples suppose we have Evaluate integral 0 to pi cos x dx. Now let us solve this integral 0 to pi cos x dx = sin x 0 to pi = sin pi – sin 0 = 0 – 0 = 0.