This document contains lecture notes on the Fundamental Theorem of Calculus. It begins with announcements about the final exam date and current grade distribution. The outline then reviews the Evaluation Theorem and introduces the First and Second Fundamental Theorems of Calculus. It provides examples of how the integral can represent total change in concepts like distance, cost, and mass. Biographies are also included of mathematicians like Gregory, Barrow, Newton, and Leibniz who contributed to the development of calculus.
Application of definite integrals,we will explore some of the many application of definite integral by using it to calculate areas between two curves, volumes, length of curves, and several other application.
Application of definite integrals,we will explore some of the many application of definite integral by using it to calculate areas between two curves, volumes, length of curves, and several other application.
Information geometry: Dualistic manifold structures and their usesFrank Nielsen
Information geometry: Dualistic manifold structures and their uses
by Frank Nielsen
Talk given at ICML GIMLI2018
http://gimli.cc/2018/
See tutorial at:
https://arxiv.org/abs/1808.08271
``An elementary introduction to information geometry''
My talk in the International Conference on Computational Finance 2019 (ICCF2019). The talk is about designing new efficient methods for option pricing under the rough Bergomi model.
Hierarchical Deterministic Quadrature Methods for Option Pricing under the Ro...Chiheb Ben Hammouda
Conference talk at the SIAM Conference on Financial Mathematics and Engineering, held in virtual format, June 1-4 2021, about our recently published work "Hierarchical adaptive sparse grids and quasi-Monte Carlo for option pricing under the rough Bergomi model".
- Link of the paper: https://www.tandfonline.com/doi/abs/10.1080/14697688.2020.1744700
We propose a new stochastic first-order algorithmic framework to solve stochastic composite nonconvex optimization problems that covers both finite-sum and expectation settings. Our algorithms rely on the SARAH estimator and consist of two steps: a proximal gradient and an averaging step making them different from existing nonconvex proximal-type algorithms. The algorithms only require an average smoothness assumption of the nonconvex objective term and additional bounded variance assumption if applied to expectation problems. They work with both constant and adaptive step-sizes, while allowing single sample and mini-batches. In all these cases, we prove that our algorithms can achieve the best-known complexity bounds. One key step of our methods is new constant and adaptive step-sizes that help to achieve desired complexity bounds while improving practical performance. Our constant step-size is much larger than existing methods including proximal SVRG schemes in the single sample case. We also specify the algorithm to the non-composite case that covers existing state-of-the-arts in terms of complexity bounds.Our update also allows one to trade-off between step-sizes and mini-batch sizes to improve performance. We test the proposed algorithms on two composite nonconvex problems and neural networks using several well-known datasets.
QMC algorithms usually rely on a choice of “N” evenly distributed integration nodes in $[0,1)^d$. A common means to assess such an equidistributional property for a point set or sequence is the so-called discrepancy function, which compares the actual number of points to the expected number of points (assuming uniform distribution on $[0,1)^{d}$) that lie within an arbitrary axis parallel rectangle anchored at the origin. The dependence of the integration error using QMC rules on various norms of the discrepancy function is made precise within the well-known Koksma--Hlawka inequality and its variations. In many cases, such as $L^{p}$ spaces, $1<p<\infty$, the best growth rate in terms of the number of points “N” as well as corresponding explicit constructions are known. In the classical setting $p=\infty$ sharp results are absent for $d\geq3$ already and appear to be intriguingly hard to obtain. This talk shall serve as a survey on discrepancy theory with a special emphasis on the $L^{\infty}$ setting. Furthermore, it highlights the evolution of recent techniques and presents the latest results.
In this talk, we give an overview of results on numerical integration in Hermite spaces. These spaces contain functions defined on $\mathbb{R}^d$, and can be characterized by the decay of their Hermite coefficients. We consider the case of exponentially as well as polynomially decaying Hermite coefficients. For numerical integration, we either use Gauss-Hermite quadrature rules or algorithms based on quasi-Monte Carlo rules. We present upper and lower error bounds for these algorithms, and discuss their dependence on the dimension $d$. Furthermore, we comment on open problems for future research.
Information geometry: Dualistic manifold structures and their usesFrank Nielsen
Information geometry: Dualistic manifold structures and their uses
by Frank Nielsen
Talk given at ICML GIMLI2018
http://gimli.cc/2018/
See tutorial at:
https://arxiv.org/abs/1808.08271
``An elementary introduction to information geometry''
My talk in the International Conference on Computational Finance 2019 (ICCF2019). The talk is about designing new efficient methods for option pricing under the rough Bergomi model.
Hierarchical Deterministic Quadrature Methods for Option Pricing under the Ro...Chiheb Ben Hammouda
Conference talk at the SIAM Conference on Financial Mathematics and Engineering, held in virtual format, June 1-4 2021, about our recently published work "Hierarchical adaptive sparse grids and quasi-Monte Carlo for option pricing under the rough Bergomi model".
- Link of the paper: https://www.tandfonline.com/doi/abs/10.1080/14697688.2020.1744700
We propose a new stochastic first-order algorithmic framework to solve stochastic composite nonconvex optimization problems that covers both finite-sum and expectation settings. Our algorithms rely on the SARAH estimator and consist of two steps: a proximal gradient and an averaging step making them different from existing nonconvex proximal-type algorithms. The algorithms only require an average smoothness assumption of the nonconvex objective term and additional bounded variance assumption if applied to expectation problems. They work with both constant and adaptive step-sizes, while allowing single sample and mini-batches. In all these cases, we prove that our algorithms can achieve the best-known complexity bounds. One key step of our methods is new constant and adaptive step-sizes that help to achieve desired complexity bounds while improving practical performance. Our constant step-size is much larger than existing methods including proximal SVRG schemes in the single sample case. We also specify the algorithm to the non-composite case that covers existing state-of-the-arts in terms of complexity bounds.Our update also allows one to trade-off between step-sizes and mini-batch sizes to improve performance. We test the proposed algorithms on two composite nonconvex problems and neural networks using several well-known datasets.
QMC algorithms usually rely on a choice of “N” evenly distributed integration nodes in $[0,1)^d$. A common means to assess such an equidistributional property for a point set or sequence is the so-called discrepancy function, which compares the actual number of points to the expected number of points (assuming uniform distribution on $[0,1)^{d}$) that lie within an arbitrary axis parallel rectangle anchored at the origin. The dependence of the integration error using QMC rules on various norms of the discrepancy function is made precise within the well-known Koksma--Hlawka inequality and its variations. In many cases, such as $L^{p}$ spaces, $1<p<\infty$, the best growth rate in terms of the number of points “N” as well as corresponding explicit constructions are known. In the classical setting $p=\infty$ sharp results are absent for $d\geq3$ already and appear to be intriguingly hard to obtain. This talk shall serve as a survey on discrepancy theory with a special emphasis on the $L^{\infty}$ setting. Furthermore, it highlights the evolution of recent techniques and presents the latest results.
In this talk, we give an overview of results on numerical integration in Hermite spaces. These spaces contain functions defined on $\mathbb{R}^d$, and can be characterized by the decay of their Hermite coefficients. We consider the case of exponentially as well as polynomially decaying Hermite coefficients. For numerical integration, we either use Gauss-Hermite quadrature rules or algorithms based on quasi-Monte Carlo rules. We present upper and lower error bounds for these algorithms, and discuss their dependence on the dimension $d$. Furthermore, we comment on open problems for future research.
We discuss the ideas of monotonicity (increasing or decreasing) and concavity (up or down) of a function. Because of the Mean Value Theorem, we can determine these characteristics using derivatives.
The Mean Value Theorem is the most important theorem in calculus! It allows us to infer information about a function from information about its derivative. Such as: a function whose derivative is zero must be a constant function.
Lesson 25: Areas and Distances; The Definite IntegralMatthew Leingang
Thus begins the second "half" of calculus—in which we attempt to find areas of curved regions. Like with derivatives, we use a limiting process starting from things we know (areas of rectangles) and finer and finer approximations.
An antiderivative of a function is a function whose derivative is the given function. The problem of antidifferentiation is interesting, complicated, and useful, especially when discussing motion.
Optimization is a killer feature of the derivative. Not only do we often want to optimize some system, nature does as well. We give a procedure and many examples.
Docutils is my method for producing web pages in multiple formats, notable html and pdf. These are slides I gave for a 15-minute talk at the Joint Mathematics meetings in San Francisco in January 2009.
The closed interval method tells us how to find the extreme values of a continuous function defined on a closed, bounded interval: we check the end points and the critical points.
We discuss the ideas of monotonicity (increasing or decreasing) and concavity (up or down) of a function. Because of the Mean Value Theorem, we can determine these characteristics using derivatives.
The second Fundamental Theorem of Calculus makes calculating definite integrals a problem of antidifferentiation!
(the slideshow has extra examples based on what happened in class)
An antiderivative of a function is a function whose derivative is the given function. The problem of antidifferentiation is interesting, complicated, and useful, especially when discussing motion.
Optimization is a killer feature of the derivative. Not only do we often want to optimize some system, nature does as well. We give a procedure and many examples.
Lesson 26: The Fundamental Theorem of Calculus (Section 10 version)Matthew Leingang
The First Fundamental Theorem of Calculus looks at the area function and its derivative. It so happens that the derivative of the area function is the original integrand.
Lesson 26: The Fundamental Theorem of Calculus (Section 4 version)Matthew Leingang
The First Fundamental Theorem of Calculus looks at the area function and its derivative. It so happens that the derivative of the area function is the original integrand.
First principle, power rule, derivative of constant term, product rule, quotient rule, chain rule, derivatives of trigonometric functions and their inverses, derivatives of exponential functions and natural logarithmic functions, implicit differentiation, parametric differentiation, L'Hopital's rule
Streamlining assessment, feedback, and archival with auto-multiple-choiceMatthew Leingang
Auto-multiple-choice (AMC) is an open-source optical mark recognition software package built with Perl, LaTeX, XML, and sqlite. I use it for all my in-class quizzes and exams. Unique papers are created for each student, fixed-response items are scored automatically, and free-response problems, after manual scoring, have marks recorded in the same process. In the first part of the talk I will discuss AMC’s many features and why I feel it’s ideal for a mathematics course. My contributions to the AMC workflow include some scripts designed to automate the process of returning scored papers
back to students electronically. AMC provides an email gateway, but I have written programs to return graded papers via the DAV protocol to student’s dropboxes on our (Sakai) learning management systems. I will also show how graded papers can be archived, with appropriate metadata tags, into an Evernote notebook.
Integration by substitution is the chain rule in reverse.
NOTE: the final location is section specific. Section 1 (morning) is in SILV 703, Section 11 (afternoon) is in CANT 200
Lesson 24: Areas and Distances, The Definite Integral (handout)Matthew Leingang
We can define the area of a curved region by a process similar to that by which we determined the slope of a curve: approximation by what we know and a limit.
Lesson 24: Areas and Distances, The Definite Integral (slides)Matthew Leingang
We can define the area of a curved region by a process similar to that by which we determined the slope of a curve: approximation by what we know and a limit.
At times it is useful to consider a function whose derivative is a given function. We look at the general idea of reversing the differentiation process and its applications to rectilinear motion.
At times it is useful to consider a function whose derivative is a given function. We look at the general idea of reversing the differentiation process and its applications to rectilinear motion.
Uncountably many problems in life and nature can be expressed in terms of an optimization principle. We look at the process and find a few good examples.
Uncountably many problems in life and nature can be expressed in terms of an optimization principle. We look at the process and find a few good examples.
The Mean Value Theorem is the most important theorem in calculus. It is the first theorem which allows us to infer information about a function from information about its derivative. From the MVT we can derive tests for the monotonicity (increase or decrease) and concavity of a function.
There are various reasons why we would want to find the extreme (maximum and minimum values) of a function. Fermat's Theorem tells us we can find local extreme points by looking at critical points. This process is known as the Closed Interval Method.
Builder.ai Founder Sachin Dev Duggal's Strategic Approach to Create an Innova...Ramesh Iyer
In today's fast-changing business world, Companies that adapt and embrace new ideas often need help to keep up with the competition. However, fostering a culture of innovation takes much work. It takes vision, leadership and willingness to take risks in the right proportion. Sachin Dev Duggal, co-founder of Builder.ai, has perfected the art of this balance, creating a company culture where creativity and growth are nurtured at each stage.
PHP Frameworks: I want to break free (IPC Berlin 2024)Ralf Eggert
In this presentation, we examine the challenges and limitations of relying too heavily on PHP frameworks in web development. We discuss the history of PHP and its frameworks to understand how this dependence has evolved. The focus will be on providing concrete tips and strategies to reduce reliance on these frameworks, based on real-world examples and practical considerations. The goal is to equip developers with the skills and knowledge to create more flexible and future-proof web applications. We'll explore the importance of maintaining autonomy in a rapidly changing tech landscape and how to make informed decisions in PHP development.
This talk is aimed at encouraging a more independent approach to using PHP frameworks, moving towards a more flexible and future-proof approach to PHP development.
Connector Corner: Automate dynamic content and events by pushing a buttonDianaGray10
Here is something new! In our next Connector Corner webinar, we will demonstrate how you can use a single workflow to:
Create a campaign using Mailchimp with merge tags/fields
Send an interactive Slack channel message (using buttons)
Have the message received by managers and peers along with a test email for review
But there’s more:
In a second workflow supporting the same use case, you’ll see:
Your campaign sent to target colleagues for approval
If the “Approve” button is clicked, a Jira/Zendesk ticket is created for the marketing design team
But—if the “Reject” button is pushed, colleagues will be alerted via Slack message
Join us to learn more about this new, human-in-the-loop capability, brought to you by Integration Service connectors.
And...
Speakers:
Akshay Agnihotri, Product Manager
Charlie Greenberg, Host
Kubernetes & AI - Beauty and the Beast !?! @KCD Istanbul 2024Tobias Schneck
As AI technology is pushing into IT I was wondering myself, as an “infrastructure container kubernetes guy”, how get this fancy AI technology get managed from an infrastructure operational view? Is it possible to apply our lovely cloud native principals as well? What benefit’s both technologies could bring to each other?
Let me take this questions and provide you a short journey through existing deployment models and use cases for AI software. On practical examples, we discuss what cloud/on-premise strategy we may need for applying it to our own infrastructure to get it to work from an enterprise perspective. I want to give an overview about infrastructure requirements and technologies, what could be beneficial or limiting your AI use cases in an enterprise environment. An interactive Demo will give you some insides, what approaches I got already working for real.
State of ICS and IoT Cyber Threat Landscape Report 2024 previewPrayukth K V
The IoT and OT threat landscape report has been prepared by the Threat Research Team at Sectrio using data from Sectrio, cyber threat intelligence farming facilities spread across over 85 cities around the world. In addition, Sectrio also runs AI-based advanced threat and payload engagement facilities that serve as sinks to attract and engage sophisticated threat actors, and newer malware including new variants and latent threats that are at an earlier stage of development.
The latest edition of the OT/ICS and IoT security Threat Landscape Report 2024 also covers:
State of global ICS asset and network exposure
Sectoral targets and attacks as well as the cost of ransom
Global APT activity, AI usage, actor and tactic profiles, and implications
Rise in volumes of AI-powered cyberattacks
Major cyber events in 2024
Malware and malicious payload trends
Cyberattack types and targets
Vulnerability exploit attempts on CVEs
Attacks on counties – USA
Expansion of bot farms – how, where, and why
In-depth analysis of the cyber threat landscape across North America, South America, Europe, APAC, and the Middle East
Why are attacks on smart factories rising?
Cyber risk predictions
Axis of attacks – Europe
Systemic attacks in the Middle East
Download the full report from here:
https://sectrio.com/resources/ot-threat-landscape-reports/sectrio-releases-ot-ics-and-iot-security-threat-landscape-report-2024/
GDG Cloud Southlake #33: Boule & Rebala: Effective AppSec in SDLC using Deplo...James Anderson
Effective Application Security in Software Delivery lifecycle using Deployment Firewall and DBOM
The modern software delivery process (or the CI/CD process) includes many tools, distributed teams, open-source code, and cloud platforms. Constant focus on speed to release software to market, along with the traditional slow and manual security checks has caused gaps in continuous security as an important piece in the software supply chain. Today organizations feel more susceptible to external and internal cyber threats due to the vast attack surface in their applications supply chain and the lack of end-to-end governance and risk management.
The software team must secure its software delivery process to avoid vulnerability and security breaches. This needs to be achieved with existing tool chains and without extensive rework of the delivery processes. This talk will present strategies and techniques for providing visibility into the true risk of the existing vulnerabilities, preventing the introduction of security issues in the software, resolving vulnerabilities in production environments quickly, and capturing the deployment bill of materials (DBOM).
Speakers:
Bob Boule
Robert Boule is a technology enthusiast with PASSION for technology and making things work along with a knack for helping others understand how things work. He comes with around 20 years of solution engineering experience in application security, software continuous delivery, and SaaS platforms. He is known for his dynamic presentations in CI/CD and application security integrated in software delivery lifecycle.
Gopinath Rebala
Gopinath Rebala is the CTO of OpsMx, where he has overall responsibility for the machine learning and data processing architectures for Secure Software Delivery. Gopi also has a strong connection with our customers, leading design and architecture for strategic implementations. Gopi is a frequent speaker and well-known leader in continuous delivery and integrating security into software delivery.
Software Delivery At the Speed of AI: Inflectra Invests In AI-Powered QualityInflectra
In this insightful webinar, Inflectra explores how artificial intelligence (AI) is transforming software development and testing. Discover how AI-powered tools are revolutionizing every stage of the software development lifecycle (SDLC), from design and prototyping to testing, deployment, and monitoring.
Learn about:
• The Future of Testing: How AI is shifting testing towards verification, analysis, and higher-level skills, while reducing repetitive tasks.
• Test Automation: How AI-powered test case generation, optimization, and self-healing tests are making testing more efficient and effective.
• Visual Testing: Explore the emerging capabilities of AI in visual testing and how it's set to revolutionize UI verification.
• Inflectra's AI Solutions: See demonstrations of Inflectra's cutting-edge AI tools like the ChatGPT plugin and Azure Open AI platform, designed to streamline your testing process.
Whether you're a developer, tester, or QA professional, this webinar will give you valuable insights into how AI is shaping the future of software delivery.
Key Trends Shaping the Future of Infrastructure.pdfCheryl Hung
Keynote at DIGIT West Expo, Glasgow on 29 May 2024.
Cheryl Hung, ochery.com
Sr Director, Infrastructure Ecosystem, Arm.
The key trends across hardware, cloud and open-source; exploring how these areas are likely to mature and develop over the short and long-term, and then considering how organisations can position themselves to adapt and thrive.
JMeter webinar - integration with InfluxDB and GrafanaRTTS
Watch this recorded webinar about real-time monitoring of application performance. See how to integrate Apache JMeter, the open-source leader in performance testing, with InfluxDB, the open-source time-series database, and Grafana, the open-source analytics and visualization application.
In this webinar, we will review the benefits of leveraging InfluxDB and Grafana when executing load tests and demonstrate how these tools are used to visualize performance metrics.
Length: 30 minutes
Session Overview
-------------------------------------------
During this webinar, we will cover the following topics while demonstrating the integrations of JMeter, InfluxDB and Grafana:
- What out-of-the-box solutions are available for real-time monitoring JMeter tests?
- What are the benefits of integrating InfluxDB and Grafana into the load testing stack?
- Which features are provided by Grafana?
- Demonstration of InfluxDB and Grafana using a practice web application
To view the webinar recording, go to:
https://www.rttsweb.com/jmeter-integration-webinar
DevOps and Testing slides at DASA ConnectKari Kakkonen
My and Rik Marselis slides at 30.5.2024 DASA Connect conference. We discuss about what is testing, then what is agile testing and finally what is Testing in DevOps. Finally we had lovely workshop with the participants trying to find out different ways to think about quality and testing in different parts of the DevOps infinity loop.
Let's dive deeper into the world of ODC! Ricardo Alves (OutSystems) will join us to tell all about the new Data Fabric. After that, Sezen de Bruijn (OutSystems) will get into the details on how to best design a sturdy architecture within ODC.
2. Redemption policies
Current distribution of grade: 40% final, 25% midterm, 15%
quizzes, 10% written HW, 10% WebAssign
Remember we drop the lowest quiz, lowest written HW, and
5 lowest WebAssign-ments
[new!] If your final exam score beats your midterm score,
we will re-weight it by 50% and make the midterm 15%
. . . . . .
3. Outline
Recall: The Evaluation Theorem a/k/a 2FTC
The First Fundamental Theorem of Calculus
The Area Function
Statement and proof of 1FTC
Biographies
Differentiation of functions defined by integrals
“Contrived” examples
Erf
Other applications
. . . . . .
4. The definite integral as a limit
Definition
If f is a function 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 ∆x→0
i =1
. . . . . .
6. The Integral as Total Change
Another way to state this theorem is:
∫ b
F′ (x) dx = F(b) − F(a),
a
or the integral of a derivative along an interval is the total change
between the sides of that interval. This has many ramifications:
. . . . . .
7. The Integral as Total Change
Another way to state this theorem is:
∫ b
F′ (x) dx = F(b) − F(a),
a
or the integral of a derivative along an interval is the total change
between the sides of that interval. This has many ramifications:
Theorem
If v(t) represents the velocity of a particle moving rectilinearly,
then ∫ t1
v(t) dt = s(t1 ) − s(t0 ).
t0
. . . . . .
8. The Integral as Total Change
Another way to state this theorem is:
∫ b
F′ (x) dx = F(b) − F(a),
a
or the integral of a derivative along an interval is the total change
between the sides of that interval. This has many ramifications:
Theorem
If MC(x) represents the marginal cost of making x units of a
product, then
∫ x
C(x) = C(0) + MC(q) dq.
0
. . . . . .
9. The Integral as Total Change
Another way to state this theorem is:
∫ b
F′ (x) dx = F(b) − F(a),
a
or the integral of a derivative along an interval is the total change
between the sides of that interval. This has many ramifications:
Theorem
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
. . . . . .
10. My first table of integrals
∫ ∫ ∫
[f(x) + g(x)] dx = f(x) dx + g(x) dx
∫ ∫ ∫
x n +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
. . . . . .
11. Outline
Recall: The Evaluation Theorem a/k/a 2FTC
The First Fundamental Theorem of Calculus
The Area Function
Statement and proof of 1FTC
Biographies
Differentiation of functions defined by integrals
“Contrived” examples
Erf
Other applications
. . . . . .
12. An area function
∫ x
3
Let f(t) = t and define g(x) = f(t) dt. Can we evaluate the
0
integral in g(x)?
.
0
. x
.
. . . . . .
13. An area function
∫ x
3
Let f(t) = t and define g(x) = f(t) dt. Can we evaluate the
0
integral in g(x)?
Dividing the interval [0, x] into n pieces
x ix
gives ∆t = and ti = 0 + i∆t = . So
n n
x x3 x (2x)3 x (nx)3
Rn = · 3 + · 3 + ··· + · 3
n n n n n n
x4 ( 3 )
= 4 1 + 2 3 + 3 3 + · · · + n3
n
x4 [ 1 ]2
= 4 2 n(n + 1)
. n
0
. x
.
x4 n2 (n + 1)2 x4
= →
4n4 4
as n → ∞.
. . . . . .
16. The area function
Let f be a function which is integrable (i.e., continuous or with
finitely many jump discontinuities) 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.
Question: What does f tell you about g?
. . . . . .
17. Envisioning the area function
Example
Suppose f(t) is the function graphed below
v
. .
. . . . .
t
.0 t
.1 c
. t
.2 t t
.3 .
.
∫ x
Let g(x) = f(t) dt. What can you say about g?
t0
. . . . . .
18. features of g from f
Interval sign monotonicity monotonicity concavity
of f of g of f of g
[ t0 , t 1 ] + ↗ ↗ ⌣
[t1 , c] + ↗ ↘ ⌢
[c, t2 ] − ↘ ↘ ⌢
[ t2 , t 3 ] − ↘ ↗ ⌣
[t3 , ∞) − ↘ → none
. . . . . .
19. features of g from f
Interval sign monotonicity monotonicity concavity
of f of g of f of g
[ t0 , t 1 ] + ↗ ↗ ⌣
[t1 , c] + ↗ ↘ ⌢
[c, t2 ] − ↘ ↘ ⌢
[ t2 , t 3 ] − ↘ ↗ ⌣
[t3 , ∞) − ↘ → none
We see that g is behaving a lot like an antiderivative of f.
. . . . . .
21. Proof.
Let h > 0 be given so that x + h < b. We have
g(x + h) − g(x)
=
h
. . . . . .
22. Proof.
Let h > 0 be given so that x + h < b. We have
∫ x+h
g(x + h) − g(x) 1
= f(t) dt.
h h x
. . . . . .
23. Proof.
Let h > 0 be given so that x + h < b. We have
∫ x+h
g(x + h) − g(x) 1
= f(t) dt.
h h x
Let Mh be the maximum value of f on [x, x + h], and mh the
minimum value of f on [x, x + h]. From §5.2 we have
∫ x +h
f(t) dt
x
. . . . . .
24. Proof.
Let h > 0 be given so that x + h < b. We have
∫ x+h
g(x + h) − g(x) 1
= f(t) dt.
h h x
Let Mh be the maximum value of f on [x, x + h], and mh the
minimum value of f on [x, x + h]. From §5.2 we have
∫ x +h
f(t) dt ≤ Mh · h
x
. . . . . .
25. Proof.
Let h > 0 be given so that x + h < b. We have
∫ x+h
g(x + h) − g(x) 1
= f(t) dt.
h h x
Let Mh be the maximum value of f on [x, x + h], and 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
. . . . . .
26. Proof.
Let h > 0 be given so that x + h < b. We have
∫ x+h
g(x + h) − g(x) 1
= f(t) dt.
h h x
Let Mh be the maximum value of f on [x, x + h], and 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
So
g(x + h) − g(x)
mh ≤ ≤ Mh .
h
. . . . . .
27. Proof.
Let h > 0 be given so that x + h < b. We have
∫ x+h
g(x + h) − g(x) 1
= f(t) dt.
h h x
Let Mh be the maximum value of f on [x, x + h], and 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
So
g(x + h) − g(x)
mh ≤ ≤ Mh .
h
As h → 0, both mh and Mh tend to f(x).
. . . . . .
28. Meet the Mathematician: James Gregory
Scottish, 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
. . . . . .
29. Meet the Mathematician: Isaac Barrow
English, 1630-1677
Professor of Greek,
theology, and
mathematics at
Cambridge
Had a famous student
. . . . . .
30. Meet the Mathematician: Isaac Newton
English, 1643–1727
Professor at Cambridge
(England)
Philosophiae Naturalis
Principia Mathematica
published 1687
. . . . . .
31. Meet the Mathematician: Gottfried Leibniz
German, 1646–1716
Eminent philosopher as
well as mathematician
Contemporarily
disgraced by the
calculus priority dispute
. . . . . .
33. Differentiation and Integration as reverse processes
Putting together 1FTC and 2FTC, we get a beautiful relationship
between the two fundamental concepts in calculus.
∫ x
d
f(t) dt = f(x)
dx a
∫ b
F′ (x) dx = F(b) − F(a).
a
. . . . . .
34. Outline
Recall: The Evaluation Theorem a/k/a 2FTC
The First Fundamental Theorem of Calculus
The Area Function
Statement and proof of 1FTC
Biographies
Differentiation of functions defined by integrals
“Contrived” examples
Erf
Other applications
. . . . . .
36. Differentiation of area functions
Example
∫ 3x
Let h(x) = t3 dt. What is h′ (x)?
0
Solution (Using 2FTC)
3x
t4 1
h(x) = = (3x)4 = 1
4 · 81x4 , so h′ (x) = 81x3 .
4 0 4
. . . . . .
37. Differentiation of area functions
Example
∫ 3x
Let h(x) = t3 dt. What is h′ (x)?
0
Solution (Using 2FTC)
3x
t4 1
h(x) = = (3x)4 = 1
4 · 81x4 , so h′ (x) = 81x3 .
4 0 4
Solution (Using 1FTC) ∫ u
We can think of h as the composition g k, where g(u) = ◦ t3 dt
0
and k(x) = 3x.
. . . . . .
38. Differentiation of area functions
Example
∫ 3x
Let h(x) = t3 dt. What is h′ (x)?
0
Solution (Using 2FTC)
3x
t4 1
h(x) = = (3x)4 = 1
4 · 81x4 , so h′ (x) = 81x3 .
4 0 4
Solution (Using 1FTC) ∫ u
We can think of h as the composition g k, where g(u) = ◦ t3 dt
0
and k(x) = 3x. Then
h′ (x) = g′ (k(x))k′ (x) = (k(x))3 · 3 = (3x)3 · 3 = 81x3 .
. . . . . .
39. Differentiation of area functions, in general
by 1FTC
∫ k(x)
d
f(t) dt = f(k(x))k′ (x)
dx a
by reversing the order of integration:
∫ b ∫ h(x)
d d
f(t) dt = − f(t) dt = −f(h(x))h′ (x)
dx h (x ) dx b
by combining the two above:
∫ (∫ ∫ )
k(x) k (x ) 0
d d
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)
. . . . . .
40. Example
∫ sin2 x
Let h(x) = (17t2 + 4t − 4) dt. What is h′ (x)?
0
. . . . . .
41. Example
∫ sin2 x
Let h(x) = (17t2 + 4t − 4) dt. What is h′ (x)?
0
Solution
We have
∫ sin2 x
d
(17t2 + 4t − 4) dt
dx 0
( ) d
= 17(sin2 x)2 + 4(sin2 x) − 4 · sin2 x
( ) dx
= 17 sin4 x + 4 sin2 x − 4 · 2 sin x cos x
. . . . . .
42. Example
∫ ex
Find the derivative of F(x) = sin4 t dt.
x3
. . . . . .
43. Example
∫ ex
Find the derivative of F(x) = sin4 t dt.
x3
Solution
∫ ex
d
sin4 t dt = sin4 (ex ) · ex − sin4 (x3 ) · 3x2
dx x3
. . . . . .
44. Example
∫ ex
Find the derivative of F(x) = sin4 t dt.
x3
Solution
∫ ex
d
sin4 t dt = sin4 (ex ) · ex − sin4 (x3 ) · 3x2
dx x3
Notice here it’s much easier than finding an antiderivative for
sin4 .
. . . . . .
45. Erf
Here’s a function with a funny name but an important role:
∫ x
2 2
erf(x) = √ e−t dt.
π 0
. . . . . .
46. Erf
Here’s a function with a funny name but an important role:
∫ x
2 2
erf(x) = √ e−t dt.
π 0
It turns out erf is the shape of the bell curve.
. . . . . .
47. Erf
Here’s a function with a funny name but an important role:
∫ x
2 2
erf(x) = √ e−t dt.
π 0
It turns out erf is the shape of the bell curve. We can’t find erf(x),
explicitly, but we do know its derivative.
erf′ (x) =
. . . . . .
48. Erf
Here’s a function with a funny name but an important role:
∫ x
2 2
erf(x) = √ e−t dt.
π 0
It turns out erf is the shape of the bell curve. We can’t find erf(x),
explicitly, but we do know its derivative.
2 2
erf′ (x) = √ e−x .
π
. . . . . .
49. Erf
Here’s a function with a funny name but an important role:
∫ x
2 2
erf(x) = √ e−t dt.
π 0
It turns out erf is the shape of the bell curve. We can’t find erf(x),
explicitly, but we do know its derivative.
2 2
erf′ (x) = √ e−x .
π
Example
d
Find erf(x2 ).
dx
. . . . . .
50. Erf
Here’s a function with a funny name but an important role:
∫ x
2 2
erf(x) = √ e−t dt.
π 0
It turns out erf is the shape of the bell curve. We can’t find erf(x),
explicitly, but we do know its derivative.
2 2
erf′ (x) = √ e−x .
π
Example
d
Find erf(x2 ).
dx
Solution
By the chain rule we have
d d 2 2 2 4 4
erf(x2 ) = erf′ (x2 ) x2 = √ e−(x ) 2x = √ xe−x .
dx dx π π
. . . . . .
51. Other functions defined by integrals
The future value of an asset:
∫ ∞
FV(t) = π(τ )e−rτ dτ
t
where π(τ ) is the profitability at time τ 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 function and p∗ and q∗ the
equilibrium price and quantity.
. . . . . .
52. Surplus by picture
c
. onsumer surplus
p
. rice (p)
s
. upply
.∗ .
p . . quilibrium
e
. emand f(q)
d
. .
.∗
q q
. uantity (q)
. . . . . .