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Sec on 5.4
    The Fundamental Theorem of
             Calculus
           V63.0121.001: Calculus I
         Professor Ma hew Leingang
                New York University


                May 2, 2011

.
Announcements

   Today: 5.4
   Wednesday 5/4: 5.5
   Monday 5/9: Review and
   Movie Day!
   Thursday 5/12: Final
   Exam, 2:00–3:50pm
Objectives
   State and explain the
   Fundamental Theorems of
   Calculus
   Use the first fundamental
   theorem of calculus to find
   deriva ves of func ons defined
   as integrals.
   Compute the average value of
   an integrable func on over a
   closed interval.
Outline
 Recall: The Evalua on Theorem a/k/a 2nd FTC
 The First Fundamental Theorem of Calculus
    Area as a Func on
    Statement and proof of 1FTC
    Biographies
 Differen a on of func ons defined by integrals
    “Contrived” examples
    Erf
    Other applica ons
The definite integral as a limit
 Defini on
 If f is a func on defined on [a, b], the definite integral of f from a to
 b is the number
                      ∫ b                ∑n
                          f(x) dx = lim     f(ci ) ∆x
                        a            n→∞
                                           i=1

                 b−a
 where ∆x =          , and for each i, xi = a + i∆x, and ci is a point in
                  n
 [xi−1 , xi ].
The definite integral as a limit

 Theorem
 If f is con nuous on [a, b] or if f has only finitely many jump
 discon nui es, then f is integrable on [a, b]; that is, the definite
            ∫ b
 integral       f(x) dx exists and is the same for any choice of ci .
           a
Big time Theorem

 Theorem (The Second Fundamental Theorem of Calculus)
 Suppose f is integrable on [a, b] and f = F′ for another func on F,
 then                  ∫    b
                                f(x) dx = F(b) − F(a).
                        a
The Integral as Net Change
The Integral as Net Change


 Corollary
 If v(t) represents the velocity of a par cle moving rec linearly, then
                       ∫ t1
                            v(t) dt = s(t1 ) − s(t0 ).
                        t0
The Integral as Net Change


 Corollary
 If MC(x) represents the marginal cost of making x units of a product,
 then                              ∫ x
                     C(x) = C(0) +     MC(q) dq.
                                     0
The Integral as Net Change


 Corollary
 If ρ(x) represents the density of a thin rod at a distance of x from its
 end, then the mass of the rod up to x is
                                    ∫ x
                          m(x) =        ρ(s) ds.
                                     0
My first table of integrals
 .
  ∫                        ∫           ∫
      [f(x) + g(x)] dx = f(x) dx + g(x) dx
      ∫                                    ∫                 ∫
                    xn+1
         xn dx =         + C (n ̸= −1)         cf(x) dx = c f(x) dx
              ∫ n+1                           ∫
                                                  1
                 ex dx = ex + C                     dx = ln |x| + C
          ∫                                   ∫ x
                                                            ax
             sin x dx = − cos x + C               ax dx =       +C
                                           ∫               ln a
           ∫
               cos x dx = sin x + C           csc2 x dx = − cot x + C
          ∫                              ∫
              sec2 x dx = tan x + C         csc x cot x dx = − csc x + C
        ∫                                ∫
                                                1
           sec x tan x dx = sec x + C       √          dx = arcsin x + C
        ∫                                     1 − x2
               1
                    dx = arctan x + C
            1 + x2
Outline
 Recall: The Evalua on Theorem a/k/a 2nd FTC
 The First Fundamental Theorem of Calculus
    Area as a Func on
    Statement and proof of 1FTC
    Biographies
 Differen a on of func ons defined by integrals
    “Contrived” examples
    Erf
    Other applica ons
Area as a Function
 Example
                                 ∫   x
           3
 Let f(t) = t and define g(x) =           f(t) dt. Find g(x) and g′ (x).
                                 0
Area as a Function
 Example
                                  ∫    x
               3
 Let f(t) = t and define g(x) =             f(t) dt. Find g(x) and g′ (x).
                                   0

 Solu on
                                                                    x
               Dividing the interval [0, x] into n pieces gives ∆t = and
                                                                    n
                               ix
               ti = 0 + i∆t = .
                                n

 .
 0         x
Area as a Function
 Example
                                  ∫    x
               3
 Let f(t) = t and define g(x) =             f(t) dt. Find g(x) and g′ (x).
                                   0

 Solu on


                          x x3 x (2x)3      x (nx)3
                   Rn =    · 3 + · 3 + ··· + · 3
                          n n   n n         n n

 .
 0         x
Area as a Function
 Example
                                  ∫    x
               3
 Let f(t) = t and define g(x) =             f(t) dt. Find g(x) and g′ (x).
                                   0

 Solu on


                      x x3 x (2x)3               x (nx)3
                   Rn = · 3 + · 3 + ··· + · 3
                      n n     n n                n n
                       4 (                         )
                      x
                     = 4 13 + 23 + 33 + · · · + n3
 .                    n
 0         x
Area as a Function
 Example
                                 ∫    x
               3
 Let f(t) = t and define g(x) =            f(t) dt. Find g(x) and g′ (x).
                                  0

 Solu on


                      x x3 x (2x)3            x (nx)3
                   Rn = · 3 + · 3 + ··· + · 3
                      n n    n n              n n
                       4 (                      )
                      x                           x4 [ 1     ]2
                     = 4 1 + 2 + 3 + · · · + n = 4 2 n(n + 1)
                           3  3   3           3
 .                    n                           n
 0         x
Area as a Function
 Example
                                 ∫   x
               3
 Let f(t) = t and define g(x) =           f(t) dt. Find g(x) and g′ (x).
                                 0

 Solu on


                                           x4 n2 (n + 1)2
                                 Rn =
                                                 4n4

 .
 0         x
Area as a Function
 Example
                                 ∫   x
            3
 Let f(t) = t and define g(x) =           f(t) dt. Find g(x) and g′ (x).
                                 0

 Solu on


                                           x4 n2 (n + 1)2
                                 Rn =
                                                 4n4
                                x4
 .           So g(x) = lim Rn =
           x           x→∞      4
 0
Area as a Function
 Example
                                 ∫   x
            3
 Let f(t) = t and define g(x) =           f(t) dt. Find g(x) and g′ (x).
                                 0

 Solu on


                                           x4 n2 (n + 1)2
                                 Rn =
                                                 4n4
                               x4
 .           So g(x) = lim Rn = and g′ (x) = x3 .
           x           x→∞     4
 0
The area function in general
 Let f be a func on which is integrable (i.e., con nuous or with
 finitely many jump discon nui es) on [a, b]. Define
                                  ∫ x
                          g(x) =      f(t) dt.
                                   a


     The variable is x; t is a “dummy” variable that’s integrated over.
     Picture changing x and taking more of less of the region under
     the curve.
     Ques on: What does f tell you about g?
Envisioning the area function
 Example
 Suppose f(t) is the func on       y
 graphed to the right. Let
                ∫ x
       g(x) =       f(t) dt
                0
                               .
                                                   x
 What can you say about g?             2 4 6 8 10f
Envisioning the area function
 Example
 Suppose f(t) is the func on       y
 graphed to the right. Let
                ∫ x
       g(x) =       f(t) dt
                0                                g
                               .
                                                   x
 What can you say about g?             2 4 6 8 10f
Envisioning the area function
 Example
 Suppose f(t) is the func on       y
 graphed to the right. Let
                ∫ x
       g(x) =       f(t) dt
                0                                g
                               .
                                                   x
 What can you say about g?             2 4 6 8 10f
Envisioning the area function
 Example
 Suppose f(t) is the func on       y
 graphed to the right. Let
                ∫ x
       g(x) =       f(t) dt
                0                                g
                               .
                                                   x
 What can you say about g?             2 4 6 8 10f
Envisioning the area function
 Example
 Suppose f(t) is the func on       y
 graphed to the right. Let
                ∫ x
       g(x) =       f(t) dt
                0                                g
                               .
                                                   x
 What can you say about g?             2 4 6 8 10f
Envisioning the area function
 Example
 Suppose f(t) is the func on       y
 graphed to the right. Let
                ∫ x
       g(x) =       f(t) dt
                0                                g
                               .
                                                   x
 What can you say about g?             2 4 6 8 10f
Envisioning the area function
 Example
 Suppose f(t) is the func on       y
 graphed to the right. Let
                ∫ x
       g(x) =       f(t) dt
                0                                g
                               .
                                                   x
 What can you say about g?             2 4 6 8 10f
Envisioning the area function
 Example
 Suppose f(t) is the func on       y
 graphed to the right. Let
                ∫ x
       g(x) =       f(t) dt
                0                                g
                               .
                                                   x
 What can you say about g?             2 4 6 8 10f
Envisioning the area function
 Example
 Suppose f(t) is the func on       y
 graphed to the right. Let
                ∫ x
       g(x) =       f(t) dt
                0                                g
                               .
                                                   x
 What can you say about g?             2 4 6 8 10f
Envisioning the area function
 Example
 Suppose f(t) is the func on       y
 graphed to the right. Let
                ∫ x
       g(x) =       f(t) dt
                0                                g
                               .
                                                   x
 What can you say about g?             2 4 6 8 10f
Envisioning the area function
 Example
 Suppose f(t) is the func on       y
 graphed to the right. Let
                ∫ x
       g(x) =       f(t) dt
                0                                g
                               .
                                                   x
 What can you say about g?             2 4 6 8 10f
Envisioning the area function
 Example
 Suppose f(t) is the func on       y
 graphed to the right. Let
                ∫ x
       g(x) =       f(t) dt
                0                                g
                               .
                                                   x
 What can you say about g?             2 4 6 8 10f
Features of g from f
                  Interval sign monotonicity monotonicity concavity
      y                    of f    of g         of f        of g
                   [0, 2]   +       ↗            ↗           ⌣
               g [2, 4.5]   +       ↗            ↘           ⌢
  .
               fx
      2 4 6 810 [4.5, 6]    −       ↘            ↘           ⌢
                   [6, 8]   −       ↘            ↗           ⌣
                  [8, 10]   −       ↘            →          none
Features of g from f
                  Interval sign monotonicity monotonicity concavity
      y                    of f    of g         of f        of g
                   [0, 2]   +        ↗               ↗         ⌣
               g [2, 4.5]   +        ↗               ↘         ⌢
  .
               fx
      2 4 6 810 [4.5, 6]    −        ↘               ↘         ⌢
                   [6, 8]   −        ↘               ↗         ⌣
                  [8, 10]   −        ↘               →        none

 We see that g is behaving a lot like an an deriva ve of f.
Another Big Time Theorem
 Theorem (The First Fundamental Theorem of Calculus)
 Let f be an integrable func on on [a, b] and define
                                  ∫ x
                           g(x) =     f(t) dt.
                                     a

 If f is con nuous at x in (a, b), then g is differen able at x and

                              g′ (x) = f(x).
Proving the Fundamental Theorem
 Proof.
 Let h > 0 be given so that x + h < b. We have

                 g(x + h) − g(x)
                                 =
                        h
Proving the Fundamental Theorem
 Proof.
 Let h > 0 be given so that x + h < b. We have
                                       ∫
                  g(x + h) − g(x) 1 x+h
                                   =        f(t) dt.
                          h           h x
Proving the Fundamental Theorem
 Proof.
 Let h > 0 be given so that x + h < b. We have
                                       ∫
                  g(x + h) − g(x) 1 x+h
                                   =        f(t) dt.
                          h           h x

 Let Mh be the maximum value of f on [x, x + h], and let mh the
 minimum value of f on [x, x + h].
Proving the Fundamental Theorem
 Proof.
 Let h > 0 be given so that x + h < b. We have
                                       ∫
                  g(x + h) − g(x) 1 x+h
                                   =        f(t) dt.
                          h           h x

 Let Mh be the maximum value of f on [x, x + h], and let mh the
 minimum value of f on [x, x + h]. From §5.2 we have
                             ∫ x+h
                                    f(t) dt
                              x
Proving the Fundamental Theorem
 Proof.
 Let h > 0 be given so that x + h < b. We have
                                       ∫
                  g(x + h) − g(x) 1 x+h
                                   =        f(t) dt.
                          h           h x

 Let Mh be the maximum value of f on [x, x + h], and let mh the
 minimum value of f on [x, x + h]. From §5.2 we have
                             ∫ x+h
                                    f(t) dt ≤ Mh · h
                              x
Proving the Fundamental Theorem
 Proof.
 Let h > 0 be given so that x + h < b. We have
                                       ∫
                  g(x + h) − g(x) 1 x+h
                                   =        f(t) dt.
                          h           h x

 Let Mh be the maximum value of f on [x, x + h], and let mh the
 minimum value of f on [x, x + h]. From §5.2 we have
                             ∫ x+h
                  mh · h ≤          f(t) dt ≤ Mh · h
                              x
Proving the Fundamental Theorem
 Proof.
 From §5.2 we have
                            ∫   x+h
                 mh · h ≤             f(t) dt ≤ Mh · h
                            x

                           g(x + h) − g(x)
                =⇒ mh ≤                    ≤ Mh .
                                   h
 As h → 0, both mh and Mh tend to f(x).
About Mh and mh
                                Mh
   Since f is con nuous at x,
   and x + h → x, we have

         lim Mh = f(x)
         h→0
         lim mh = f(x)          f(x)
         h→0

                                mh


                                       .
                                           x   x+h
About Mh and mh
                                Mh
   Since f is con nuous at x,
   and x + h → x, we have

         lim Mh = f(x)
         h→0
         lim mh = f(x)          f(x)
         h→0

                                mh


                                       .
                                           x   x+h
About Mh and mh
   Since f is con nuous at x,   Mh
   and x + h → x, we have

         lim Mh = f(x)
         h→0
         lim mh = f(x)          f(x)
         h→0

                                mh


                                       .
                                           x   x+h
About Mh and mh
   Since f is con nuous at x,
                                Mh
   and x + h → x, we have

         lim Mh = f(x)
         h→0
         lim mh = f(x)          f(x)
         h→0

                                mh


                                       .
                                           x   x+h
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have       Mh

         lim Mh = f(x)
         h→0
         lim mh = f(x)          f(x)
         h→0

                                mh


                                       .
                                           x   x+h
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have
                                Mh
         lim Mh = f(x)
         h→0
         lim mh = f(x)          f(x)
         h→0

                                mh


                                       .
                                           x   x+h
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have
                                Mh
         lim Mh = f(x)
         h→0
         lim mh = f(x)          f(x)
         h→0

                                mh


                                       .
                                           x   x+h
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have

         lim Mh = f(x)          Mh
         h→0
         lim mh = f(x)          f(x)
         h→0

                                mh


                                       .
                                           x   x+h
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have

         lim Mh = f(x)          Mh
         h→0
         lim mh = f(x)          f(x)
         h→0

                                mh


                                       .
                                           x   x+h
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have

         lim Mh = f(x)
         h→0                     Mh
         lim mh = f(x)          f(x)
         h→0

                                mh


                                       .
                                           x   x+h
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have

         lim Mh = f(x)
         h→0
                                 Mh
         lim mh = f(x)          f(x)
         h→0

                                mh


                                       .
                                           x   x+h
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have

         lim Mh = f(x)
         h→0
                                 Mh
         lim mh = f(x)          f(x)
         h→0

                                mh


                                       .
                                           x   x+h
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have

         lim Mh = f(x)
         h→0
                                 Mh
         lim mh = f(x)          f(x)
         h→0

                                mh


                                       .
                                           x   x+h
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have

         lim Mh = f(x)
         h→0
                                 Mh
         lim mh = f(x)          f(x)
         h→0

                                mh


                                       .
                                           x   x+h
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have

         lim Mh = f(x)
         h→0
                                 Mh
         lim mh = f(x)          f(x)
         h→0

                                mh


                                       .
                                           x   x+h
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have

         lim Mh = f(x)
         h→0
                                 Mh
         lim mh = f(x)          f(x)
         h→0

                                mh


                                       .
                                           x   x+h
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have

         lim Mh = f(x)
         h→0
                                 Mh
         lim mh = f(x)          f(x)
         h→0

                                mh


                                       .
                                           x   x+h
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have

         lim Mh = f(x)
         h→0
                                 Mh
         lim mh = f(x)          f(x)
         h→0

                                mh


                                       .
                                           x   x+h
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have

         lim Mh = f(x)
         h→0
                                 Mh
         lim mh = f(x)          f(x)
         h→0

                                mh


                                       .
                                           x   x+h
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have

         lim Mh = f(x)
         h→0
                                 Mh
         lim mh = f(x)          f(x)
         h→0

                                mh


                                       .
                                           x x+h
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have

         lim Mh = f(x)
         h→0
                                 Mh
         lim mh = f(x)          f(x)
         h→0

                                mh


                                       .
                                           x x+h
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have

         lim Mh = f(x)
         h→0
                                 Mh
         lim mh = f(x)          f(x)
         h→0

                                mh


                                       .
                                           x x+h
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have

         lim Mh = f(x)
         h→0
                                 Mh
         lim mh = f(x)          f(x)
         h→0

                                mh


                                       .
                                           xx+h
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have

         lim Mh = f(x)
         h→0
                                 Mh
         lim mh = f(x)          f(x)
         h→0

                                mh


                                       .
                                           xx + h
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have

         lim Mh = f(x)
         h→0
                                 Mh
         lim mh = f(x)          f(x)
         h→0

                                mh


                                       .
                                           xx + h
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have

         lim Mh = f(x)
         h→0
                                 Mh
         lim mh = f(x)          f(x)
         h→0
                                mh


                                       .
                                           x +h
                                           x
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have

         lim Mh = f(x)
         h→0
                                 Mh
         lim mh = f(x)          f(x)
         h→0
                                mh


                                       .
                                           x+h
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have

         lim Mh = f(x)
         h→0
                                 Mh
         lim mh = f(x)          f(x)
         h→0
                                mh



                                       .
                                           xx+ h
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have

         lim Mh = f(x)
         h→0
                                 Mh
         lim mh = f(x)          f(x)
         h→0
                                 mh



                                       .
                                           xx h
                                            +
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have

         lim Mh = f(x)
         h→0
                                 Mh
         lim mh = f(x)          f(x)
         h→0                     mh



                                       .
                                           x+h
                                            x
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have

         lim Mh = f(x)
         h→0
         lim mh = f(x)          f(x)
         h→0

   This is not necessarily
   true when f is not
   con nuous.
                                       .
                                           x
About Mh and mh
   Since f is con nuous at x,   Mh
   and x + h → x, we have

         lim Mh = f(x)
         h→0
         lim mh = f(x)          f(x)
         h→0




                                mh
                                       .
                                           x   x+h
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have       Mh

         lim Mh = f(x)
         h→0
         lim mh = f(x)          f(x)
         h→0




                                mh
                                       .
                                           x   x+h
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have
                                Mh
         lim Mh = f(x)
         h→0
         lim mh = f(x)          f(x)
         h→0




                                mh
                                       .
                                           x   x+h
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have
                                Mh
         lim Mh = f(x)
         h→0
         lim mh = f(x)          f(x)
         h→0




                                mh
                                       .
                                           x   x+h
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have

         lim Mh = f(x)          Mh
         h→0
         lim mh = f(x)          f(x)
         h→0




                                mh
                                       .
                                           x   x+h
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have

         lim Mh = f(x)
         h→0                     Mh
         lim mh = f(x)          f(x)
         h→0




                                mh
                                       .
                                           x   x+h
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have

         lim Mh = f(x)
         h→0
                                 Mh
         lim mh = f(x)          f(x)
         h→0




                                mh
                                       .
                                           x   x+h
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have

         lim Mh = f(x)
         h→0
                                 Mh
         lim mh = f(x)          f(x)
         h→0




                                mh
                                       .
                                           x   x+h
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have

         lim Mh = f(x)
         h→0
                                 Mh
         lim mh = f(x)          f(x)
         h→0




                                mh
                                       .
                                           x   x+h
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have

         lim Mh = f(x)
         h→0
                                 Mh
         lim mh = f(x)          f(x)
         h→0




                                mh
                                       .
                                           x   x+h
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have

         lim Mh = f(x)
         h→0
                                 Mh
         lim mh = f(x)          f(x)
         h→0




                                mh
                                       .
                                           x   x+h
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have

         lim Mh = f(x)
         h→0
                                 Mh
         lim mh = f(x)          f(x)
         h→0




                                mh
                                       .
                                           x   x+h
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have

         lim Mh = f(x)
         h→0
                                 Mh
         lim mh = f(x)          f(x)
         h→0




                                mh
                                       .
                                           x   x+h
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have

         lim Mh = f(x)
         h→0
                                 Mh
         lim mh = f(x)          f(x)
         h→0




                                mh
                                       .
                                           x   x+h
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have

         lim Mh = f(x)
         h→0
                                 Mh
         lim mh = f(x)          f(x)
         h→0




                                mh
                                       .
                                           x   x+h
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have

         lim Mh = f(x)
         h→0
                                 Mh
         lim mh = f(x)          f(x)
         h→0




                                mh
                                       .
                                           x   x+h
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have

         lim Mh = f(x)
         h→0
                                 Mh
         lim mh = f(x)          f(x)
         h→0




                                mh
                                       .
                                           x   x+h
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have

         lim Mh = f(x)
         h→0
                                 Mh
         lim mh = f(x)          f(x)
         h→0




                                mh
                                       .
                                           x   x+h
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have

         lim Mh = f(x)
         h→0
                                 Mh
         lim mh = f(x)          f(x)
         h→0




                                mh
                                       .
                                           x   x+h
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have

         lim Mh = f(x)
         h→0
                                 Mh
         lim mh = f(x)          f(x)
         h→0




                                mh
                                       .
                                           x x+h
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have

         lim Mh = f(x)
         h→0
                                 Mh
         lim mh = f(x)          f(x)
         h→0




                                mh
                                       .
                                           x x+h
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have

         lim Mh = f(x)
         h→0
                                 Mh
         lim mh = f(x)          f(x)
         h→0




                                mh
                                       .
                                           x x+h
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have

         lim Mh = f(x)
         h→0
                                 Mh
         lim mh = f(x)          f(x)
         h→0




                                mh
                                       .
                                           xx+h
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have

         lim Mh = f(x)
         h→0
                                 Mh
         lim mh = f(x)          f(x)
         h→0




                                mh
                                       .
                                           xx + h
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have

         lim Mh = f(x)
         h→0
                                 Mh
         lim mh = f(x)          f(x)
         h→0




                                mh
                                       .
                                           xx + h
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have

         lim Mh = f(x)
         h→0
                                 Mh
         lim mh = f(x)          f(x)
         h→0



                                mh
                                       .
                                           x +h
                                           x
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have

         lim Mh = f(x)
         h→0
                                 Mh
         lim mh = f(x)          f(x)
         h→0



                                mh
                                       .
                                           x+h
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have

         lim Mh = f(x)
         h→0
                                 Mh
         lim mh = f(x)          f(x)
         h→0



                                mh

                                       .
                                           xx+ h
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have

         lim Mh = f(x)
         h→0
                                 Mh
         lim mh = f(x)          f(x)
         h→0


                                mh

                                       .
                                           xx h
                                            +
About Mh and mh
   Since f is con nuous at x,
   and x + h → x, we have

         lim Mh = f(x)
         h→0
                                 Mh
         lim mh = f(x)          f(x)
         h→0


                                mh

                                       .
                                           x+h
                                            x
Meet the Mathematician
James Gregory
    Sco sh, 1638-1675
    Astronomer and Geometer
    Conceived transcendental
    numbers and found evidence
    that π was transcendental
    Proved a geometric version of
    1FTC as a lemma but didn’t take
    it further
Meet the Mathematician
Isaac Barrow


   English, 1630-1677
   Professor of Greek, theology,
   and mathema cs at Cambridge
   Had a famous student
Meet the Mathematician
Isaac Newton

   English, 1643–1727
   Professor at Cambridge
   (England)
   invented calculus 1665–66
   Tractus de Quadratura
   Curvararum published 1704
Meet the Mathematician
Gottfried Leibniz

    German, 1646–1716
    Eminent philosopher as well as
    mathema cian
    invented calculus 1672–1676
    published in papers 1684 and
    1686
Differentiation and Integration as
reverse processes
 Pu ng together 1FTC and 2FTC, we get a beau ful rela onship
 between the two fundamental concepts in calculus.
 Theorem (The Fundamental Theorem(s) of Calculus)

  I. If f is a con nuous func on, then
                              ∫
                             d x
                                   f(t) dt = f(x)
                            dx a
     So the deriva ve of the integral is the original func on.
Differentiation and Integration as
reverse processes
 Pu ng together 1FTC and 2FTC, we get a beau ful rela onship
 between the two fundamental concepts in calculus.
 Theorem (The Fundamental Theorem(s) of Calculus)

  II. If f is a differen able func on, then
                           ∫ b
                               f′ (x) dx = f(b) − f(a).
                            a

     So the integral of the deriva ve of is (an evalua on of) the
     original func on.
Outline
 Recall: The Evalua on Theorem a/k/a 2nd FTC
 The First Fundamental Theorem of Calculus
    Area as a Func on
    Statement and proof of 1FTC
    Biographies
 Differen a on of func ons defined by integrals
    “Contrived” examples
    Erf
    Other applica ons
Differentiation of area functions
 Example
              ∫   3x
 Let h(x) =            t3 dt. What is h′ (x)?
              0
Differentiation of area functions
 Example
              ∫        3x
 Let h(x) =                 t3 dt. What is h′ (x)?
                   0



 Solu on (Using 2FTC)
              3x
        t4          1
 h(x) =            = (3x)4 =           1
                                       4   · 81x4 , so h′ (x) = 81x3 .
        4     0     4
Differentiation of area functions
 Example
              ∫   3x
 Let h(x) =            t3 dt. What is h′ (x)?
              0



 Solu on (Using 1FTC)
                                                         ∫   u
 We can think of h as the composi on g k, where g(u) =
                                                ◦                t3 dt
                                                         0
 and k(x) = 3x.
Differentiation of area functions
 Example
              ∫   3x
 Let h(x) =            t3 dt. What is h′ (x)?
              0



 Solu on (Using 1FTC)
                                                                ∫     u
 We can think of h as the composi on g k, where g(u) =
                                                ◦                         t3 dt
                                                                  0
 and k(x) = 3x. Then h′ (x) = g′ (u) · k′ (x), or

        h′ (x) = g′ (k(x)) · k′ (x) = (k(x))3 · 3 = (3x)3 · 3 = 81x3 .
Differentiation of area functions, in general
     by 1FTC               ∫
                        d k(x)
                                f(t) dt = f(k(x))k′ (x)
                       dx a
     by reversing the order of integra on:
               ∫                   ∫
            d b                 d h(x)
                    f(t) dt = −          f(t) dt = −f(h(x))h′ (x)
           dx h(x)              dx b
     by combining the two above:
          ∫                 (∫                 ∫ 0           )
       d k(x)            d      k(x)
               f(t) dt =             f(t) dt +       f(t) dt
       dx h(x)           dx   0                 h(x)

                                         = f(k(x))k′ (x) − f(h(x))h′ (x)
Another Example
 Example
              ∫   sin2 x
 Let h(x) =                (17t2 + 4t − 4) dt. What is h′ (x)?
              0
Another Example
 Example
              ∫   sin2 x
 Let h(x) =                (17t2 + 4t − 4) dt. What is h′ (x)?
              0

 Solu on (2FTC)

                                   sin2 x
         17 3                     17
 h(x) =     t + 2t2 − 4t       = (sin2 x)3 + 2(sin2 x)2 − 4(sin2 x)
          3               3        3
         17 6
       =    sin x + 2 sin4 x − 4 sin2 x
         (3                                       )
  ′        17 · 6 5
 h (x) =         sin x + 2 · 4 sin x − 4 · 2 sin x cos x
                                  3
             3
Another Example
 Example
                    ∫     sin2 x
 Let h(x) =                        (17t2 + 4t − 4) dt. What is h′ (x)?
                      0

 Solu on (1FTC)
      ∫
 d        sin2 x                       (                           ) d
                   (17t2 + 4t − 4) dt = 17(sin2 x)2 + 4(sin2 x) − 4 ·     sin2 x
 dx                                                                   dx
      0                                (                        )
                                      = 17 sin x + 4 sin x − 4 · 2 sin x cos x
                                              4         2
A Similar Example
 Example
              ∫   sin2 x
 Let h(x) =                (17t2 + 4t − 4) dt. What is h′ (x)?
              3
A Similar Example
 Example
              ∫   sin2 x
 Let h(x) =                (17t2 + 4t − 4) dt. What is h′ (x)?
              3

 Solu on
 We have
   ∫ 2
 d sin x                     (                           ) d
         (17t2 + 4t − 4) dt = 17(sin2 x)2 + 4(sin2 x) − 4 ·     sin2 x
 dx 3                                                       dx
                             (                        )
                            = 17 sin x + 4 sin x − 4 · 2 sin x cos x
                                    4         2
Compare
 Ques on
           ∫ 2                            ∫ 2
         d sin x                       d sin x
 Why is          (17t + 4t − 4) dt =
                      2
                                                (17t2 + 4t − 4) dt?
        dx 0                          dx 3
 Or, why doesn’t the lower limit appear in the deriva ve?
Compare
 Ques on
           ∫ 2                            ∫ 2
         d sin x                       d sin x
 Why is          (17t + 4t − 4) dt =
                      2
                                                (17t2 + 4t − 4) dt?
        dx 0                          dx 3
 Or, why doesn’t the lower limit appear in the deriva ve?

 Answer
 ∫    sin2 x                      ∫   3                  ∫   sin2 x
                  2                          2
               (17t +4t−4) dt =           (17t +4t−4) dt+             (17t2 +4t−4) dt
  0                               0                      3

 So the two func ons differ by a constant.
The Full Nasty
 Example
                                ∫   ex
 Find the deriva ve of F(x) =            sin4 t dt.
                                x3
The Full Nasty
 Example
                                      ∫   ex
 Find the deriva ve of F(x) =                  sin4 t dt.
                                        x3

 Solu on
                 ∫   ex
            d
                          sin4 t dt = sin4 (ex ) · ex − sin4 (x3 ) · 3x2
            dx   x3
The Full Nasty
 Example
                                      ∫   ex
 Find the deriva ve of F(x) =                  sin4 t dt.
                                        x3

 Solu on
                 ∫   ex
            d
                          sin4 t dt = sin4 (ex ) · ex − sin4 (x3 ) · 3x2
            dx   x3


 No ce here it’s much easier than finding an an deriva ve for sin4 .
Why use 1FTC?
 Ques on
 Why would we use 1FTC to find the deriva ve of an integral? It
 seems like confusion for its own sake.
Why use 1FTC?
 Ques on
 Why would we use 1FTC to find the deriva ve of an integral? It
 seems like confusion for its own sake.

 Answer
     Some func ons are difficult or impossible to integrate in
     elementary terms.
Why use 1FTC?
 Ques on
 Why would we use 1FTC to find the deriva ve of an integral? It
 seems like confusion for its own sake.

 Answer
     Some func ons are difficult or impossible to integrate in
     elementary terms.
     Some func ons are naturally defined in terms of other
     integrals.
Erf
                     ∫   x
                2
                             e−t dt
                               2
      erf(x) = √
                 π   0
Erf
                       ∫   x
                  2
                               e−t dt
                                 2
        erf(x) = √
                   π   0


      erf measures area the bell curve.       erf(x)

                                          .
                                                x
Erf
                       ∫      x
                  2
                                  e−t dt
                                    2
        erf(x) = √
                   π      0


      erf measures area the bell curve.        erf(x)
      We can’t find erf(x), explicitly,
      but we do know its deriva ve:        .
                                                 x
             erf′ (x) =
Erf
                       ∫   x
                  2
                               e−t dt
                                 2
        erf(x) = √
                   π   0


      erf measures area the bell curve.       erf(x)
      We can’t find erf(x), explicitly,
      but we do know its deriva ve:       .
                         2                      x
             erf′ (x) = √ e−x .
                             2

                          π
Example of erf
 Example
     d
 Find erf(x2 ).
     dx
Example of erf
 Example
     d
 Find erf(x2 ).
     dx

 Solu on
 By the chain rule we have
        d                       d      2             4
           erf(x2 ) = erf′ (x2 ) x2 = √ e−(x ) 2x = √ xe−x .
                                            2 2           4

        dx                      dx      π             π
Other functions defined by integrals
    The future value of an asset:
                                 ∫   ∞
                        FV(t) =          π(s)e−rs ds
                                 t

    where π(s) is the profitability at me s and r is the discount
    rate.
    The consumer surplus of a good:
                                ∫ q∗
                          ∗
                      CS(q ) =       (f(q) − p∗ ) dq
                                 0

    where f(q) is the demand func on and p∗ and q∗ the
    equilibrium price and quan ty.
Surplus by picture
         price (p)




             .
                     quan ty (q)
Surplus by picture
         price (p)




                     demand f(q)
             .
                     quan ty (q)
Surplus by picture
         price (p)
                       supply




                     demand f(q)
             .
                     quan ty (q)
Surplus by picture
         price (p)
                                supply

         p∗           equilibrium



                             demand f(q)
              .
                     q∗      quan ty (q)
Surplus by picture
         price (p)
                                  supply

         p∗           equilibrium

                          market revenue

                               demand f(q)
              .
                     q∗         quan ty (q)
Surplus by picture
                     consumer surplus
         price (p)
                                    supply

         p∗              equilibrium

                            market revenue

                                 demand f(q)
              .
                       q∗         quan ty (q)
Surplus by picture
                     consumer surplus
         price (p)
                     producer surplus
                                   supply

         p∗              equilibrium



                                demand f(q)
              .
                       q∗       quan ty (q)
Summary
  Func ons defined as integrals can be differen ated using the
  first FTC:                ∫
                         d x
                                 f(t) dt = f(x)
                        dx a
  The two FTCs link the two major processes in calculus:
  differen a on and integra on
                       ∫
                          F′ (x) dx = F(x) + C

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Lesson 26: The Fundamental Theorem of Calculus (slides)

  • 1. Sec on 5.4 The Fundamental Theorem of Calculus V63.0121.001: Calculus I Professor Ma hew Leingang New York University May 2, 2011 .
  • 2. Announcements Today: 5.4 Wednesday 5/4: 5.5 Monday 5/9: Review and Movie Day! Thursday 5/12: Final Exam, 2:00–3:50pm
  • 3. Objectives State and explain the Fundamental Theorems of Calculus Use the first fundamental theorem of calculus to find deriva ves of func ons defined as integrals. Compute the average value of an integrable func on over a closed interval.
  • 4. Outline Recall: The Evalua on Theorem a/k/a 2nd FTC The First Fundamental Theorem of Calculus Area as a Func on Statement and proof of 1FTC Biographies Differen a on of func ons defined by integrals “Contrived” examples Erf Other applica ons
  • 5. The definite integral as a limit Defini on If f is a func on defined on [a, b], the definite integral of f from a to b is the number ∫ b ∑n f(x) dx = lim f(ci ) ∆x a n→∞ i=1 b−a where ∆x = , and for each i, xi = a + i∆x, and ci is a point in n [xi−1 , xi ].
  • 6. The definite integral as a limit Theorem If f is con nuous on [a, b] or if f has only finitely many jump discon nui es, then f is integrable on [a, b]; that is, the definite ∫ b integral f(x) dx exists and is the same for any choice of ci . a
  • 7. Big time Theorem Theorem (The Second Fundamental Theorem of Calculus) Suppose f is integrable on [a, b] and f = F′ for another func on F, then ∫ b f(x) dx = F(b) − F(a). a
  • 8. The Integral as Net Change
  • 9. The Integral as Net Change Corollary If v(t) represents the velocity of a par cle moving rec linearly, then ∫ t1 v(t) dt = s(t1 ) − s(t0 ). t0
  • 10. The Integral as Net Change Corollary If MC(x) represents the marginal cost of making x units of a product, then ∫ x C(x) = C(0) + MC(q) dq. 0
  • 11. The Integral as Net Change Corollary If ρ(x) represents the density of a thin rod at a distance of x from its end, then the mass of the rod up to x is ∫ x m(x) = ρ(s) ds. 0
  • 12. My first table of integrals . ∫ ∫ ∫ [f(x) + g(x)] dx = f(x) dx + g(x) dx ∫ ∫ ∫ xn+1 xn dx = + C (n ̸= −1) cf(x) dx = c f(x) dx ∫ n+1 ∫ 1 ex dx = ex + C dx = ln |x| + C ∫ ∫ x ax sin x dx = − cos x + C ax dx = +C ∫ ln a ∫ cos x dx = sin x + C csc2 x dx = − cot x + C ∫ ∫ sec2 x dx = tan x + C csc x cot x dx = − csc x + C ∫ ∫ 1 sec x tan x dx = sec x + C √ dx = arcsin x + C ∫ 1 − x2 1 dx = arctan x + C 1 + x2
  • 13. Outline Recall: The Evalua on Theorem a/k/a 2nd FTC The First Fundamental Theorem of Calculus Area as a Func on Statement and proof of 1FTC Biographies Differen a on of func ons defined by integrals “Contrived” examples Erf Other applica ons
  • 14. Area as a Function Example ∫ x 3 Let f(t) = t and define g(x) = f(t) dt. Find g(x) and g′ (x). 0
  • 15. Area as a Function Example ∫ x 3 Let f(t) = t and define g(x) = f(t) dt. Find g(x) and g′ (x). 0 Solu on x Dividing the interval [0, x] into n pieces gives ∆t = and n ix ti = 0 + i∆t = . n . 0 x
  • 16. Area as a Function Example ∫ x 3 Let f(t) = t and define g(x) = f(t) dt. Find g(x) and g′ (x). 0 Solu on x x3 x (2x)3 x (nx)3 Rn = · 3 + · 3 + ··· + · 3 n n n n n n . 0 x
  • 17. Area as a Function Example ∫ x 3 Let f(t) = t and define g(x) = f(t) dt. Find g(x) and g′ (x). 0 Solu on x x3 x (2x)3 x (nx)3 Rn = · 3 + · 3 + ··· + · 3 n n n n n n 4 ( ) x = 4 13 + 23 + 33 + · · · + n3 . n 0 x
  • 18. Area as a Function Example ∫ x 3 Let f(t) = t and define g(x) = f(t) dt. Find g(x) and g′ (x). 0 Solu on x x3 x (2x)3 x (nx)3 Rn = · 3 + · 3 + ··· + · 3 n n n n n n 4 ( ) x x4 [ 1 ]2 = 4 1 + 2 + 3 + · · · + n = 4 2 n(n + 1) 3 3 3 3 . n n 0 x
  • 19. Area as a Function Example ∫ x 3 Let f(t) = t and define g(x) = f(t) dt. Find g(x) and g′ (x). 0 Solu on x4 n2 (n + 1)2 Rn = 4n4 . 0 x
  • 20. Area as a Function Example ∫ x 3 Let f(t) = t and define g(x) = f(t) dt. Find g(x) and g′ (x). 0 Solu on x4 n2 (n + 1)2 Rn = 4n4 x4 . So g(x) = lim Rn = x x→∞ 4 0
  • 21. Area as a Function Example ∫ x 3 Let f(t) = t and define g(x) = f(t) dt. Find g(x) and g′ (x). 0 Solu on x4 n2 (n + 1)2 Rn = 4n4 x4 . So g(x) = lim Rn = and g′ (x) = x3 . x x→∞ 4 0
  • 22. The area function in general Let f be a func on which is integrable (i.e., con nuous or with finitely many jump discon nui es) on [a, b]. Define ∫ x g(x) = f(t) dt. a The variable is x; t is a “dummy” variable that’s integrated over. Picture changing x and taking more of less of the region under the curve. Ques on: What does f tell you about g?
  • 23. Envisioning the area function Example Suppose f(t) is the func on y graphed to the right. Let ∫ x g(x) = f(t) dt 0 . x What can you say about g? 2 4 6 8 10f
  • 24. Envisioning the area function Example Suppose f(t) is the func on y graphed to the right. Let ∫ x g(x) = f(t) dt 0 g . x What can you say about g? 2 4 6 8 10f
  • 25. Envisioning the area function Example Suppose f(t) is the func on y graphed to the right. Let ∫ x g(x) = f(t) dt 0 g . x What can you say about g? 2 4 6 8 10f
  • 26. Envisioning the area function Example Suppose f(t) is the func on y graphed to the right. Let ∫ x g(x) = f(t) dt 0 g . x What can you say about g? 2 4 6 8 10f
  • 27. Envisioning the area function Example Suppose f(t) is the func on y graphed to the right. Let ∫ x g(x) = f(t) dt 0 g . x What can you say about g? 2 4 6 8 10f
  • 28. Envisioning the area function Example Suppose f(t) is the func on y graphed to the right. Let ∫ x g(x) = f(t) dt 0 g . x What can you say about g? 2 4 6 8 10f
  • 29. Envisioning the area function Example Suppose f(t) is the func on y graphed to the right. Let ∫ x g(x) = f(t) dt 0 g . x What can you say about g? 2 4 6 8 10f
  • 30. Envisioning the area function Example Suppose f(t) is the func on y graphed to the right. Let ∫ x g(x) = f(t) dt 0 g . x What can you say about g? 2 4 6 8 10f
  • 31. Envisioning the area function Example Suppose f(t) is the func on y graphed to the right. Let ∫ x g(x) = f(t) dt 0 g . x What can you say about g? 2 4 6 8 10f
  • 32. Envisioning the area function Example Suppose f(t) is the func on y graphed to the right. Let ∫ x g(x) = f(t) dt 0 g . x What can you say about g? 2 4 6 8 10f
  • 33. Envisioning the area function Example Suppose f(t) is the func on y graphed to the right. Let ∫ x g(x) = f(t) dt 0 g . x What can you say about g? 2 4 6 8 10f
  • 34. Envisioning the area function Example Suppose f(t) is the func on y graphed to the right. Let ∫ x g(x) = f(t) dt 0 g . x What can you say about g? 2 4 6 8 10f
  • 35. Features of g from f Interval sign monotonicity monotonicity concavity y of f of g of f of g [0, 2] + ↗ ↗ ⌣ g [2, 4.5] + ↗ ↘ ⌢ . fx 2 4 6 810 [4.5, 6] − ↘ ↘ ⌢ [6, 8] − ↘ ↗ ⌣ [8, 10] − ↘ → none
  • 36. Features of g from f Interval sign monotonicity monotonicity concavity y of f of g of f of g [0, 2] + ↗ ↗ ⌣ g [2, 4.5] + ↗ ↘ ⌢ . fx 2 4 6 810 [4.5, 6] − ↘ ↘ ⌢ [6, 8] − ↘ ↗ ⌣ [8, 10] − ↘ → none We see that g is behaving a lot like an an deriva ve of f.
  • 37. Another Big Time Theorem Theorem (The First Fundamental Theorem of Calculus) Let f be an integrable func on on [a, b] and define ∫ x g(x) = f(t) dt. a If f is con nuous at x in (a, b), then g is differen able at x and g′ (x) = f(x).
  • 38. Proving the Fundamental Theorem Proof. Let h > 0 be given so that x + h < b. We have g(x + h) − g(x) = h
  • 39. Proving the Fundamental Theorem Proof. Let h > 0 be given so that x + h < b. We have ∫ g(x + h) − g(x) 1 x+h = f(t) dt. h h x
  • 40. Proving the Fundamental Theorem Proof. Let h > 0 be given so that x + h < b. We have ∫ g(x + h) − g(x) 1 x+h = f(t) dt. h h x Let Mh be the maximum value of f on [x, x + h], and let mh the minimum value of f on [x, x + h].
  • 41. Proving the Fundamental Theorem Proof. Let h > 0 be given so that x + h < b. We have ∫ g(x + h) − g(x) 1 x+h = f(t) dt. h h x Let Mh be the maximum value of f on [x, x + h], and let mh the minimum value of f on [x, x + h]. From §5.2 we have ∫ x+h f(t) dt x
  • 42. Proving the Fundamental Theorem Proof. Let h > 0 be given so that x + h < b. We have ∫ g(x + h) − g(x) 1 x+h = f(t) dt. h h x Let Mh be the maximum value of f on [x, x + h], and let mh the minimum value of f on [x, x + h]. From §5.2 we have ∫ x+h f(t) dt ≤ Mh · h x
  • 43. Proving the Fundamental Theorem Proof. Let h > 0 be given so that x + h < b. We have ∫ g(x + h) − g(x) 1 x+h = f(t) dt. h h x Let Mh be the maximum value of f on [x, x + h], and let mh the minimum value of f on [x, x + h]. From §5.2 we have ∫ x+h mh · h ≤ f(t) dt ≤ Mh · h x
  • 44. Proving the Fundamental Theorem Proof. From §5.2 we have ∫ x+h mh · h ≤ f(t) dt ≤ Mh · h x g(x + h) − g(x) =⇒ mh ≤ ≤ Mh . h As h → 0, both mh and Mh tend to f(x).
  • 45. About Mh and mh Mh Since f is con nuous at x, and x + h → x, we have lim Mh = f(x) h→0 lim mh = f(x) f(x) h→0 mh . x x+h
  • 46. About Mh and mh Mh Since f is con nuous at x, and x + h → x, we have lim Mh = f(x) h→0 lim mh = f(x) f(x) h→0 mh . x x+h
  • 47. About Mh and mh Since f is con nuous at x, Mh and x + h → x, we have lim Mh = f(x) h→0 lim mh = f(x) f(x) h→0 mh . x x+h
  • 48. About Mh and mh Since f is con nuous at x, Mh and x + h → x, we have lim Mh = f(x) h→0 lim mh = f(x) f(x) h→0 mh . x x+h
  • 49. About Mh and mh Since f is con nuous at x, and x + h → x, we have Mh lim Mh = f(x) h→0 lim mh = f(x) f(x) h→0 mh . x x+h
  • 50. About Mh and mh Since f is con nuous at x, and x + h → x, we have Mh lim Mh = f(x) h→0 lim mh = f(x) f(x) h→0 mh . x x+h
  • 51. About Mh and mh Since f is con nuous at x, and x + h → x, we have Mh lim Mh = f(x) h→0 lim mh = f(x) f(x) h→0 mh . x x+h
  • 52. About Mh and mh Since f is con nuous at x, and x + h → x, we have lim Mh = f(x) Mh h→0 lim mh = f(x) f(x) h→0 mh . x x+h
  • 53. About Mh and mh Since f is con nuous at x, and x + h → x, we have lim Mh = f(x) Mh h→0 lim mh = f(x) f(x) h→0 mh . x x+h
  • 54. About Mh and mh Since f is con nuous at x, and x + h → x, we have lim Mh = f(x) h→0 Mh lim mh = f(x) f(x) h→0 mh . x x+h
  • 55. About Mh and mh Since f is con nuous at x, and x + h → x, we have lim Mh = f(x) h→0 Mh lim mh = f(x) f(x) h→0 mh . x x+h
  • 56. About Mh and mh Since f is con nuous at x, and x + h → x, we have lim Mh = f(x) h→0 Mh lim mh = f(x) f(x) h→0 mh . x x+h
  • 57. About Mh and mh Since f is con nuous at x, and x + h → x, we have lim Mh = f(x) h→0 Mh lim mh = f(x) f(x) h→0 mh . x x+h
  • 58. About Mh and mh Since f is con nuous at x, and x + h → x, we have lim Mh = f(x) h→0 Mh lim mh = f(x) f(x) h→0 mh . x x+h
  • 59. About Mh and mh Since f is con nuous at x, and x + h → x, we have lim Mh = f(x) h→0 Mh lim mh = f(x) f(x) h→0 mh . x x+h
  • 60. About Mh and mh Since f is con nuous at x, and x + h → x, we have lim Mh = f(x) h→0 Mh lim mh = f(x) f(x) h→0 mh . x x+h
  • 61. About Mh and mh Since f is con nuous at x, and x + h → x, we have lim Mh = f(x) h→0 Mh lim mh = f(x) f(x) h→0 mh . x x+h
  • 62. About Mh and mh Since f is con nuous at x, and x + h → x, we have lim Mh = f(x) h→0 Mh lim mh = f(x) f(x) h→0 mh . x x+h
  • 63. About Mh and mh Since f is con nuous at x, and x + h → x, we have lim Mh = f(x) h→0 Mh lim mh = f(x) f(x) h→0 mh . x x+h
  • 64. About Mh and mh Since f is con nuous at x, and x + h → x, we have lim Mh = f(x) h→0 Mh lim mh = f(x) f(x) h→0 mh . x x+h
  • 65. About Mh and mh Since f is con nuous at x, and x + h → x, we have lim Mh = f(x) h→0 Mh lim mh = f(x) f(x) h→0 mh . x x+h
  • 66. About Mh and mh Since f is con nuous at x, and x + h → x, we have lim Mh = f(x) h→0 Mh lim mh = f(x) f(x) h→0 mh . x x+h
  • 67. About Mh and mh Since f is con nuous at x, and x + h → x, we have lim Mh = f(x) h→0 Mh lim mh = f(x) f(x) h→0 mh . xx+h
  • 68. About Mh and mh Since f is con nuous at x, and x + h → x, we have lim Mh = f(x) h→0 Mh lim mh = f(x) f(x) h→0 mh . xx + h
  • 69. About Mh and mh Since f is con nuous at x, and x + h → x, we have lim Mh = f(x) h→0 Mh lim mh = f(x) f(x) h→0 mh . xx + h
  • 70. About Mh and mh Since f is con nuous at x, and x + h → x, we have lim Mh = f(x) h→0 Mh lim mh = f(x) f(x) h→0 mh . x +h x
  • 71. About Mh and mh Since f is con nuous at x, and x + h → x, we have lim Mh = f(x) h→0 Mh lim mh = f(x) f(x) h→0 mh . x+h
  • 72. About Mh and mh Since f is con nuous at x, and x + h → x, we have lim Mh = f(x) h→0 Mh lim mh = f(x) f(x) h→0 mh . xx+ h
  • 73. About Mh and mh Since f is con nuous at x, and x + h → x, we have lim Mh = f(x) h→0 Mh lim mh = f(x) f(x) h→0 mh . xx h +
  • 74. About Mh and mh Since f is con nuous at x, and x + h → x, we have lim Mh = f(x) h→0 Mh lim mh = f(x) f(x) h→0 mh . x+h x
  • 75. About Mh and mh Since f is con nuous at x, and x + h → x, we have lim Mh = f(x) h→0 lim mh = f(x) f(x) h→0 This is not necessarily true when f is not con nuous. . x
  • 76. About Mh and mh Since f is con nuous at x, Mh and x + h → x, we have lim Mh = f(x) h→0 lim mh = f(x) f(x) h→0 mh . x x+h
  • 77. About Mh and mh Since f is con nuous at x, and x + h → x, we have Mh lim Mh = f(x) h→0 lim mh = f(x) f(x) h→0 mh . x x+h
  • 78. About Mh and mh Since f is con nuous at x, and x + h → x, we have Mh lim Mh = f(x) h→0 lim mh = f(x) f(x) h→0 mh . x x+h
  • 79. About Mh and mh Since f is con nuous at x, and x + h → x, we have Mh lim Mh = f(x) h→0 lim mh = f(x) f(x) h→0 mh . x x+h
  • 80. About Mh and mh Since f is con nuous at x, and x + h → x, we have lim Mh = f(x) Mh h→0 lim mh = f(x) f(x) h→0 mh . x x+h
  • 81. About Mh and mh Since f is con nuous at x, and x + h → x, we have lim Mh = f(x) h→0 Mh lim mh = f(x) f(x) h→0 mh . x x+h
  • 82. About Mh and mh Since f is con nuous at x, and x + h → x, we have lim Mh = f(x) h→0 Mh lim mh = f(x) f(x) h→0 mh . x x+h
  • 83. About Mh and mh Since f is con nuous at x, and x + h → x, we have lim Mh = f(x) h→0 Mh lim mh = f(x) f(x) h→0 mh . x x+h
  • 84. About Mh and mh Since f is con nuous at x, and x + h → x, we have lim Mh = f(x) h→0 Mh lim mh = f(x) f(x) h→0 mh . x x+h
  • 85. About Mh and mh Since f is con nuous at x, and x + h → x, we have lim Mh = f(x) h→0 Mh lim mh = f(x) f(x) h→0 mh . x x+h
  • 86. About Mh and mh Since f is con nuous at x, and x + h → x, we have lim Mh = f(x) h→0 Mh lim mh = f(x) f(x) h→0 mh . x x+h
  • 87. About Mh and mh Since f is con nuous at x, and x + h → x, we have lim Mh = f(x) h→0 Mh lim mh = f(x) f(x) h→0 mh . x x+h
  • 88. About Mh and mh Since f is con nuous at x, and x + h → x, we have lim Mh = f(x) h→0 Mh lim mh = f(x) f(x) h→0 mh . x x+h
  • 89. About Mh and mh Since f is con nuous at x, and x + h → x, we have lim Mh = f(x) h→0 Mh lim mh = f(x) f(x) h→0 mh . x x+h
  • 90. About Mh and mh Since f is con nuous at x, and x + h → x, we have lim Mh = f(x) h→0 Mh lim mh = f(x) f(x) h→0 mh . x x+h
  • 91. About Mh and mh Since f is con nuous at x, and x + h → x, we have lim Mh = f(x) h→0 Mh lim mh = f(x) f(x) h→0 mh . x x+h
  • 92. About Mh and mh Since f is con nuous at x, and x + h → x, we have lim Mh = f(x) h→0 Mh lim mh = f(x) f(x) h→0 mh . x x+h
  • 93. About Mh and mh Since f is con nuous at x, and x + h → x, we have lim Mh = f(x) h→0 Mh lim mh = f(x) f(x) h→0 mh . x x+h
  • 94. About Mh and mh Since f is con nuous at x, and x + h → x, we have lim Mh = f(x) h→0 Mh lim mh = f(x) f(x) h→0 mh . x x+h
  • 95. About Mh and mh Since f is con nuous at x, and x + h → x, we have lim Mh = f(x) h→0 Mh lim mh = f(x) f(x) h→0 mh . x x+h
  • 96. About Mh and mh Since f is con nuous at x, and x + h → x, we have lim Mh = f(x) h→0 Mh lim mh = f(x) f(x) h→0 mh . x x+h
  • 97. About Mh and mh Since f is con nuous at x, and x + h → x, we have lim Mh = f(x) h→0 Mh lim mh = f(x) f(x) h→0 mh . x x+h
  • 98. About Mh and mh Since f is con nuous at x, and x + h → x, we have lim Mh = f(x) h→0 Mh lim mh = f(x) f(x) h→0 mh . xx+h
  • 99. About Mh and mh Since f is con nuous at x, and x + h → x, we have lim Mh = f(x) h→0 Mh lim mh = f(x) f(x) h→0 mh . xx + h
  • 100. About Mh and mh Since f is con nuous at x, and x + h → x, we have lim Mh = f(x) h→0 Mh lim mh = f(x) f(x) h→0 mh . xx + h
  • 101. About Mh and mh Since f is con nuous at x, and x + h → x, we have lim Mh = f(x) h→0 Mh lim mh = f(x) f(x) h→0 mh . x +h x
  • 102. About Mh and mh Since f is con nuous at x, and x + h → x, we have lim Mh = f(x) h→0 Mh lim mh = f(x) f(x) h→0 mh . x+h
  • 103. About Mh and mh Since f is con nuous at x, and x + h → x, we have lim Mh = f(x) h→0 Mh lim mh = f(x) f(x) h→0 mh . xx+ h
  • 104. About Mh and mh Since f is con nuous at x, and x + h → x, we have lim Mh = f(x) h→0 Mh lim mh = f(x) f(x) h→0 mh . xx h +
  • 105. About Mh and mh Since f is con nuous at x, and x + h → x, we have lim Mh = f(x) h→0 Mh lim mh = f(x) f(x) h→0 mh . x+h x
  • 106. Meet the Mathematician James Gregory Sco sh, 1638-1675 Astronomer and Geometer Conceived transcendental numbers and found evidence that π was transcendental Proved a geometric version of 1FTC as a lemma but didn’t take it further
  • 107. Meet the Mathematician Isaac Barrow English, 1630-1677 Professor of Greek, theology, and mathema cs at Cambridge Had a famous student
  • 108. Meet the Mathematician Isaac Newton English, 1643–1727 Professor at Cambridge (England) invented calculus 1665–66 Tractus de Quadratura Curvararum published 1704
  • 109. Meet the Mathematician Gottfried Leibniz German, 1646–1716 Eminent philosopher as well as mathema cian invented calculus 1672–1676 published in papers 1684 and 1686
  • 110. Differentiation and Integration as reverse processes Pu ng together 1FTC and 2FTC, we get a beau ful rela onship between the two fundamental concepts in calculus. Theorem (The Fundamental Theorem(s) of Calculus) I. If f is a con nuous func on, then ∫ d x f(t) dt = f(x) dx a So the deriva ve of the integral is the original func on.
  • 111. Differentiation and Integration as reverse processes Pu ng together 1FTC and 2FTC, we get a beau ful rela onship between the two fundamental concepts in calculus. Theorem (The Fundamental Theorem(s) of Calculus) II. If f is a differen able func on, then ∫ b f′ (x) dx = f(b) − f(a). a So the integral of the deriva ve of is (an evalua on of) the original func on.
  • 112. Outline Recall: The Evalua on Theorem a/k/a 2nd FTC The First Fundamental Theorem of Calculus Area as a Func on Statement and proof of 1FTC Biographies Differen a on of func ons defined by integrals “Contrived” examples Erf Other applica ons
  • 113. Differentiation of area functions Example ∫ 3x Let h(x) = t3 dt. What is h′ (x)? 0
  • 114. Differentiation of area functions Example ∫ 3x Let h(x) = t3 dt. What is h′ (x)? 0 Solu on (Using 2FTC) 3x t4 1 h(x) = = (3x)4 = 1 4 · 81x4 , so h′ (x) = 81x3 . 4 0 4
  • 115. Differentiation of area functions Example ∫ 3x Let h(x) = t3 dt. What is h′ (x)? 0 Solu on (Using 1FTC) ∫ u We can think of h as the composi on g k, where g(u) = ◦ t3 dt 0 and k(x) = 3x.
  • 116. Differentiation of area functions Example ∫ 3x Let h(x) = t3 dt. What is h′ (x)? 0 Solu on (Using 1FTC) ∫ u We can think of h as the composi on g k, where g(u) = ◦ t3 dt 0 and k(x) = 3x. Then h′ (x) = g′ (u) · k′ (x), or h′ (x) = g′ (k(x)) · k′ (x) = (k(x))3 · 3 = (3x)3 · 3 = 81x3 .
  • 117. Differentiation of area functions, in general by 1FTC ∫ d k(x) f(t) dt = f(k(x))k′ (x) dx a by reversing the order of integra on: ∫ ∫ d b d h(x) f(t) dt = − f(t) dt = −f(h(x))h′ (x) dx h(x) dx b by combining the two above: ∫ (∫ ∫ 0 ) d k(x) d k(x) f(t) dt = f(t) dt + f(t) dt dx h(x) dx 0 h(x) = f(k(x))k′ (x) − f(h(x))h′ (x)
  • 118. Another Example Example ∫ sin2 x Let h(x) = (17t2 + 4t − 4) dt. What is h′ (x)? 0
  • 119. Another Example Example ∫ sin2 x Let h(x) = (17t2 + 4t − 4) dt. What is h′ (x)? 0 Solu on (2FTC) sin2 x 17 3 17 h(x) = t + 2t2 − 4t = (sin2 x)3 + 2(sin2 x)2 − 4(sin2 x) 3 3 3 17 6 = sin x + 2 sin4 x − 4 sin2 x (3 ) ′ 17 · 6 5 h (x) = sin x + 2 · 4 sin x − 4 · 2 sin x cos x 3 3
  • 120. Another Example Example ∫ sin2 x Let h(x) = (17t2 + 4t − 4) dt. What is h′ (x)? 0 Solu on (1FTC) ∫ d sin2 x ( ) d (17t2 + 4t − 4) dt = 17(sin2 x)2 + 4(sin2 x) − 4 · sin2 x dx dx 0 ( ) = 17 sin x + 4 sin x − 4 · 2 sin x cos x 4 2
  • 121. A Similar Example Example ∫ sin2 x Let h(x) = (17t2 + 4t − 4) dt. What is h′ (x)? 3
  • 122. A Similar Example Example ∫ sin2 x Let h(x) = (17t2 + 4t − 4) dt. What is h′ (x)? 3 Solu on We have ∫ 2 d sin x ( ) d (17t2 + 4t − 4) dt = 17(sin2 x)2 + 4(sin2 x) − 4 · sin2 x dx 3 dx ( ) = 17 sin x + 4 sin x − 4 · 2 sin x cos x 4 2
  • 123. Compare Ques on ∫ 2 ∫ 2 d sin x d sin x Why is (17t + 4t − 4) dt = 2 (17t2 + 4t − 4) dt? dx 0 dx 3 Or, why doesn’t the lower limit appear in the deriva ve?
  • 124. Compare Ques on ∫ 2 ∫ 2 d sin x d sin x Why is (17t + 4t − 4) dt = 2 (17t2 + 4t − 4) dt? dx 0 dx 3 Or, why doesn’t the lower limit appear in the deriva ve? Answer ∫ sin2 x ∫ 3 ∫ sin2 x 2 2 (17t +4t−4) dt = (17t +4t−4) dt+ (17t2 +4t−4) dt 0 0 3 So the two func ons differ by a constant.
  • 125. The Full Nasty Example ∫ ex Find the deriva ve of F(x) = sin4 t dt. x3
  • 126. The Full Nasty Example ∫ ex Find the deriva ve of F(x) = sin4 t dt. x3 Solu on ∫ ex d sin4 t dt = sin4 (ex ) · ex − sin4 (x3 ) · 3x2 dx x3
  • 127. The Full Nasty Example ∫ ex Find the deriva ve of F(x) = sin4 t dt. x3 Solu on ∫ ex d sin4 t dt = sin4 (ex ) · ex − sin4 (x3 ) · 3x2 dx x3 No ce here it’s much easier than finding an an deriva ve for sin4 .
  • 128. Why use 1FTC? Ques on Why would we use 1FTC to find the deriva ve of an integral? It seems like confusion for its own sake.
  • 129. Why use 1FTC? Ques on Why would we use 1FTC to find the deriva ve of an integral? It seems like confusion for its own sake. Answer Some func ons are difficult or impossible to integrate in elementary terms.
  • 130. Why use 1FTC? Ques on Why would we use 1FTC to find the deriva ve of an integral? It seems like confusion for its own sake. Answer Some func ons are difficult or impossible to integrate in elementary terms. Some func ons are naturally defined in terms of other integrals.
  • 131. Erf ∫ x 2 e−t dt 2 erf(x) = √ π 0
  • 132. Erf ∫ x 2 e−t dt 2 erf(x) = √ π 0 erf measures area the bell curve. erf(x) . x
  • 133. Erf ∫ x 2 e−t dt 2 erf(x) = √ π 0 erf measures area the bell curve. erf(x) We can’t find erf(x), explicitly, but we do know its deriva ve: . x erf′ (x) =
  • 134. Erf ∫ x 2 e−t dt 2 erf(x) = √ π 0 erf measures area the bell curve. erf(x) We can’t find erf(x), explicitly, but we do know its deriva ve: . 2 x erf′ (x) = √ e−x . 2 π
  • 135. Example of erf Example d Find erf(x2 ). dx
  • 136. Example of erf Example d Find erf(x2 ). dx Solu on By the chain rule we have d d 2 4 erf(x2 ) = erf′ (x2 ) x2 = √ e−(x ) 2x = √ xe−x . 2 2 4 dx dx π π
  • 137. Other functions defined by integrals The future value of an asset: ∫ ∞ FV(t) = π(s)e−rs ds t where π(s) is the profitability at me s and r is the discount rate. The consumer surplus of a good: ∫ q∗ ∗ CS(q ) = (f(q) − p∗ ) dq 0 where f(q) is the demand func on and p∗ and q∗ the equilibrium price and quan ty.
  • 138. Surplus by picture price (p) . quan ty (q)
  • 139. Surplus by picture price (p) demand f(q) . quan ty (q)
  • 140. Surplus by picture price (p) supply demand f(q) . quan ty (q)
  • 141. Surplus by picture price (p) supply p∗ equilibrium demand f(q) . q∗ quan ty (q)
  • 142. Surplus by picture price (p) supply p∗ equilibrium market revenue demand f(q) . q∗ quan ty (q)
  • 143. Surplus by picture consumer surplus price (p) supply p∗ equilibrium market revenue demand f(q) . q∗ quan ty (q)
  • 144. Surplus by picture consumer surplus price (p) producer surplus supply p∗ equilibrium demand f(q) . q∗ quan ty (q)
  • 145. Summary Func ons defined as integrals can be differen ated using the first FTC: ∫ d x f(t) dt = f(x) dx a The two FTCs link the two major processes in calculus: differen a on and integra on ∫ F′ (x) dx = F(x) + C