Fundamental Theorem of Calculus

Part I

Let f(t) be a continuous real-valued function on a closed interval \left[a,b\right] (closed interval meaning the numbers a and b at the endpoints of the interval are included).

Recalling that, by definition,

The area under f(t) from a to b equals \displaystyle\int\limits_a^b f(t)dt=\lim_{n\to\infty}\sum_{i=1}^{n}f(t_i)\Delta t_i   where \Delta t = \frac{b-a}{n}

Let

F(x)=\displaystyle\int\limits_a^x f(t)dt

where \displaystyle\int\limits_a^x f(t)dt is the area under f(t) from a to x, x being some number between a and b.

Likewise, the area under f(t) between a and x + \Delta x is:

F(x+\Delta x)=\displaystyle\int\limits_a^{x +\Delta x}f(t)dt

It follows, then, that the area under f(t) from a to x + \Delta x minus the area under f(t) from a to x is equal to the area under f(t) from x to x + \Delta x. In mathematical terms:

\underbrace{\displaystyle\int\limits_a^{x +\Delta x}f(t)dt}_{F(x+\Delta x)}-\underbrace{\displaystyle\int\limits_a^x f(t)dt}_{F(x)}=\underbrace{\displaystyle\int\limits_x^{x +\Delta x}f(t)dt}_{F(\Delta x)}

Consider the minimum and maximum values of f(t) between x and \Delta x. Designate them f(m) and f(M), respectively. The area of a rectangle is its base times its height. We know that the area under f(t) on the interval between x and \Delta x has to be greater than the area of a rectangle with height m and base \Delta x and less than a rectangle with height M and base \Delta x. That is,

m \Delta x \leq F(x+\Delta x)-F(x) \leq M \Delta x

Next divide through by \Delta x. We have:

m \leq \frac{F(x+\Delta x)-F(x)}{\Delta x} \leq M

Now take the limit of this expression as \Delta x goes to zero. The following things happen:

  • \displaystyle\lim_{\Delta x \to 0}\frac{F(x+\Delta x)-F(x)}{\Delta x} is the definition of the derivative of F(x), F^\prime (x)
  • Because both m and M are in the interval between x and x+\Delta x, as \Delta x goes to zero, both f(m) and f(M) tend toward f(x). (This is a result of the squeeze theorem. The intuition behind this theorem can be found here. A formal proof of the theorem can be found here.)
  • Because F^\prime is between f(m) and f(M), by the squeeze theorem, F^\prime also goes to f(x).

Thus,

\displaystyle\lim_{\Delta x \to 0}\frac{F(x+\Delta x)-F(x)}{\Delta x}=f(x)

But

\displaystyle\lim_{\Delta x \to 0}\frac{F(x+\Delta x)-F(x)}{\Delta x}=F^\prime(x)

Therefore,

\mathbf{F^\prime=f(x)}

The above equation is the fundamental theorem of calculus, part 1.

In the above equations, F(x) is called the antiderivative of f(x). Here are some examples:

  • F(x)=\frac{1}{3}x^3+C=\int x^2 dx
  • F(x)=\frac{1}{4}x^5+C=\int x^4 dx
  • F(x)=e^x+C=\int e^x dx
  • F(x)=-\cos{\theta}+C=\int  \sin{\theta} dx

The term C on the left-hand side of each of the above equations is an arbitrary constant. In each case, we can check the correctness of the above statements by taking the derivative of F(x). If we do, we get f(x), the function just to the right of the integral sign and to the left of the differentials dx and d\theta.

Why is there a constant, C, added onto every term on the left side of the equations above? It’s because when we take the derivative of the expressions on the left-hand side, the derivative of the non-constant terms gives you f(x) and the derivative of the constant term gives you zero. So we could have any constant added to the non-constant term in these expressions and still come out with zero when we take the derivative of that constant. That means that, for any function f(x) that can be integrated, there are an infinite number of antiderivatives which differ only by the constant, C, that’s added to the end of it.

Part 2

Let G(x)=\int\limits_a^x F^\prime(t)dt. We know from the first part of the fundamental theorem of calculus that F^\prime(x)=f(x). Therefore, G(x)=\int\limits_a^x f(t)dt. That means that G(x) is an antiderivative of f(x) as is F(x). This, in turn, means that G(x) and F(x) differ only by a constant, C.

We need to find the value of this constant. To do this, let x=a. Then,

G(a)=\int\limits_a^a F^\prime(t)dt=0. Why is this zero? Because the we’re taking the area under the curve F^\prime(t) at one point – a. That area is zero.

So,

\begin{array}{rcl}  G(a)-F(a)&=&C\\ 0-F(a)&=&C\\ -F(a)&=&C  \end{array}

Hence

G(x)-F(x)=C=-F(a) for all x \in \left[a,b\right]

In particular,

G(b)-F(b)=-F(a)\quad \Rightarrow \quad G(b)=F(b)-F(a)

But G(b)=\int\limits_a^b F^\prime(t)dt

Therefore,

\int\limits_a^b F^\prime(t)dt=F(b)-F(a)

This last equation is the fundamental theorem of calculus, part 2.