INTEGRALS5 INTEGRALS

Transcription

1 INTEGRALS5 INTEGRALS

2 INTEGRALS 5.3 The Fundamental Theorem of Calculus In this section, we will learn about: The Fundamental Theorem of Calculus and its significance.

3 FUNDAMENTAL THEOREM OF CALCULUS The Fundamental Theorem of Calculus (FTC) is appropriately named.! It establishes a connection between the two branches of calculus differential calculus and integral calculus.

4 FTC Differential calculus arose from the tangent problem. Integral calculus arose from a seemingly unrelated problem the area problem.

5 FTC Newton s mentor at Cambridge, Isaac Barrow ( ), discovered that these two problems are actually closely related.! In fact, he realized that differentiation and integration are inverse processes.

6 FTC The FTC gives the precise inverse relationship between the derivative and the integral.

7 FTC It was Newton and Leibniz who exploited this relationship and used it to develop calculus into a systematic mathematical method.! In particular, they saw that the FTC enabled them to compute areas and integrals very easily without having to compute them as limits of sums as we did in Sections 5.1 and 5.2

8 FTC Equation 1 The first part of the FTC deals with functions defined by an equation of the form g( x) =! f ( t) dt where f is a continuous function on [a, b] and x varies between a and b. a x

9 FTC g( x) =! f ( t) dt a x! Observe that g depends only on x, which appears as the variable upper limit in the integral.! If x is a fixed number, then the integral is a definite number. x! f ( t ) dt a! f ( t ) dt a! If we then let x vary, the number also varies and defines a function of x denoted by g(x). x

10 FTC If f happens to be a positive function, then g(x) can be interpreted as the area under the graph of f from a to x, where x can vary from a to b.! Think of g as the area so far function, as seen here.

11 FTC If f is the function whose graph is shown g( x) =! f ( t) dt and, find the values of: g(0), g(1), g(2), g(3), g(4), and g(5). 0 x Example 1!Then, sketch a rough graph of g.

12 FTC Example 1 First, we notice that: 0 0 g(0) =! f ( t) dt = 0

13 FTC Example 1 From the figure, we see that g(1) is the area of a triangle: " g(1) = f ( t) dt = (1! 2) = 1

14 FTC Example 1 To find g(2), we add to g(1) the area of a rectangle: g(2) = f ( t) dt " = f ( t) dt + f ( t) dt " " 0 1 = 1 + (1! 2) = 3

15 FTC Example 1 We estimate that the area under f from 2 to 3 is about 1.3. So, g(3) = g(2) + f ( t) dt! = 4.3 " 3 2

16 FTC Example 1 For t > 3, f(t) is negative. So, we start subtracting areas, as follows.

17 FTC Example 1 Thus, 3 4 g(4) = g(3) + # f ( t) dt! (" 1.3) = g(5) = g(4) + # f ( t) dt! 3 + (" 1.3) = 1.7 4

18 FTC Example 1 We use these values to sketch the graph of g.! Notice that, because f(t) is positive for t < 3, we keep adding area for t < 3.! So, g is increasing up to x = 3, where it attains a maximum value.! For x > 3, g decreases because f(t) is negative.

19 FTC If we take f(t) = t and a = 0, then, using Exercise 27 in Section 5.2, we have: g( x) 0 x =! tdt = x 2 2

20 FTC Notice that g (x) = x, that is, g = f.!in other words, if g is defined as the integral of f by Equation 1, g turns out to be an antiderivative of f at least in this case.

21 FTC If we sketch the derivative of the function g, as in the first figure, by estimating slopes of tangents, we get a graph like that of f in the second figure.! So, we suspect that g = f in Example 1 too.

22 FTC To see why this might be generally true, we consider a continuous function f with f(x)! 0. g ( x ) =! f ( t ) dt x! Then, can be interpreted as a the area under the graph of f from a to x.

23 FTC To compute g (x) from the definition of derivative, we first observe that, for h > 0, g(x + h) g(x) is obtained by subtracting areas.! It is the area under the graph of f from x to x + h (the gold area).

24 FTC For small h, you can see that this area is approximately equal to the area of the rectangle with height f(x) and width h: g( x + h)! g( x) " hf ( x) So, g( x + h)! g( x) h " f ( x)

25 FTC Intuitively, we therefore expect that: g( x + h) " g( x) g '( x) = lim = f ( x) h! 0 h!the fact that this is true, even when f is not necessarily positive, is the first part of the FTC (FTC1).

26 FTC1 If f is continuous on [a, b], then the function g defined by is continuous on [a, b] and differentiable on (a, b), and g (x) = f(x). x g( x) = " f ( t) dt a! x! b a

27 FTC1 In words, the FTC1 says that the derivative of a definite integral with respect to its upper limit is the integrand evaluated at the upper limit.

28 FTC1 Proof If x and x + h are in (a, b), then g( x + h)! g( x) x+ h = f ( t) dt! f ( t) dt " " a ( + ) a = f ( t) dt + f ( t) dt! f ( t) dt (Property5) " " " x x x h x a x a = " x+ h x f ( t) dt

29 FTC1 Proof Equation 2 So, for h " 0, g( x + h)! g( x) 1 = " h h x+ h x f ( t) dt

30 FTC1 Proof For now, let us assume that h > 0.! Since f is continuous on [x, x + h], the Extreme Value Theorem says that there are numbers u and v in [x, x + h] such that f(u) = m and f(v) = M.! m and M are the absolute minimum and maximum values of f on [x, x + h].

31 FTC1 By Property 8 of integrals, we have: + h x mh! " f ( t) dt! Mh x Proof That is, + h x f ( u) h! " f ( t) dt! f ( v) h x

32 FTC1 Proof Since h > 0, we can divide this inequality by h: 1 x+ h ( )! " ( )! ( ) f u f t dt f v h x

33 FTC1 Proof Equation 3 Now, we use Equation 2 to replace the middle part of this inequality: g( x + h)! g( x) f ( u) " " f ( v) h!inequality 3 can be proved in a similar manner for the case h < 0.

34 FTC1 Now, we let h _ 0. Proof Then, u _ x and v _ x, since u and v lie between x and x + h.! Therefore, and lim f ( u) = lim f ( u) = f ( x) h! 0 u! x lim f ( v) = lim f ( v) = f ( x) h! 0 v! x because f is continuous at x.

35 FTC1 Proof Equation 4 From Equation 3 and the Squeeze Theorem, we conclude that: g( x + h) " g( x) g '( x) = lim = f ( x) h! 0 h

36 FTC1 If x = a or b, then Equation 4 can be interpreted as a one-sided limit.!then, Theorem 4 in Section 2.8 (modified for one-sided limits) shows that g is continuous on [a, b].

37 FTC1 Proof Equation 5 Using Leibniz notation for derivatives, we can write the FTC1 as when f is continuous. d dx! a x f ( t) dt = f ( x)! Roughly speaking, Equation 5 says that, if we first integrate f and then differentiate the result, we get back to the original function f.

38 FTC1 Example 2 Find the derivative of the function g( x) =! 1+ 0 x 2 t dt f ( t) = 1+ t 2! As is continuous, the FTC1 gives: g '( x) = 1+ x 2

39 FTC1 A formula of the form x g( x) =! f ( t) dt a may seem like a strange way of defining a function.! However, books on physics, chemistry, and statistics are full of such functions.

40 FRESNEL FUNCTION For instance, consider the Fresnel function 0 Example 3 S( x) = " x sin(! t 2 / 2) dt! It is named after the French physicist Augustin Fresnel ( ), famous for his works in optics.! It first appeared in Fresnel s theory of the diffraction of light waves.! More recently, it has been applied to the design of highways.

41 FRESNEL FUNCTION Example 3 The FTC1 tells us how to differentiate the Fresnel function: S (x) = sin(!x 2 /2)!This means that we can apply all the methods of differential calculus to analyze S.

42 FRESNEL FUNCTION The figure shows the graphs of f(x) = sin(!x 2 /2) and the Fresnel function! A computer was used to graph S by computing the value of this integral for many values of x. Example 3 S( x) =! f ( t) dt 0 x

43 FRESNEL FUNCTION Example 3 It does indeed look as if S(x) is the area under the graph of f from 0 to x (until x # 1.4, when S(x) becomes a difference of areas).

44 FRESNEL FUNCTION Example 3 The other figure shows a larger part of the graph of S.

45 FRESNEL FUNCTION Example 3 If we now start with the graph of S here and think about what its derivative should look like, it seems reasonable that S (x) = f(x).! For instance, S is increasing when f(x) > 0 and decreasing when f(x) < 0.

46 FRESNEL FUNCTION Example 3 So, this gives a visual confirmation of the FTC1.

47 FTC1 Find d dx! x 1 4 sec t dt Example 4!Here, we have to be careful to use the Chain Rule in conjunction with the FTC1.

48 FTC1 Let u = x 4. Example 4 Then, 4 d x sect dt dx = " " 1 1 = = d dx d du sec u sect dt ( u ) " sect dt 1 du u dx du dx (Chain Rule) (FTC1) = sec( x )! 4x 4 3

49 FTC1 In Section 5.2, we computed integrals from the definition as a limit of Riemann sums and saw that this procedure is sometimes long and difficult.! The second part of the FTC (FTC2), which follows easily from the first part, provides us with a much simpler method for the evaluation of integrals.

50 FTC2 If f is continuous on [a, b], then " b f ( x ) dx = F ( b )! F ( a ) a where F is any antiderivative of f, that is, a function such that F = f.

51 FTC2 Let g( x) =! f ( t) dt a x Proof We know from the FTC1 that g (x) = f(x), that is, g is an antiderivative of f.

52 FTC2 Proof Equation 6 If F is any other antiderivative of f on [a, b], then we know from Corollary 7 in Section 4.2 that F and g differ by a constant F(x) = g(x) + C for a < x < b.

53 FTC2 Proof However, both F and g are continuous on [a, b]. Thus, by taking limits of both sides of Equation 6 (as x _ a + and x _ b - ), we see it also holds when x = a and x = b.

54 FTC2 Proof If we put x = a in the formula for g(x), we get: a g( a) =! f ( t) dt = 0 a

55 FTC2 Proof So, using Equation 6 with x = b and x = a, we have: F( b)! F( a) = [ g( b) + C]![ g( a) + C] = g( b)! g( a) = g( b) = " b a f ( t) dt

56 FTC2 The FTC2 states that, if we know an antiderivative F of f, then we can evaluate b! f ( x ) dx a simply by subtracting the values of F at the endpoints of the interval [a, b].

57 FTC2 It s very surprising that! f ( x ) dx a, which was defined by a complicated procedure involving all the values of f(x) for a $ x $ b, can be found by knowing the values of F(x) at only two points, a and b. b

58 FTC2 At first glance, the theorem may be surprising.! However, it becomes plausible if we interpret it in physical terms.

59 FTC2 If v(t) is the velocity of an object and s(t) is its position at time t, then v(t) = s (t). So, s is an antiderivative of v.

60 FTC2 In Section 5.1, we considered an object that always moves in the positive direction. Then, we guessed that the area under the velocity curve equals the distance traveled.! In symbols, " b v ( t ) dt = s ( b )! s ( a ) a!that is exactly what the FTC2 says in this context.

61 FTC2 Evaluate the integral! 1 3 Example 5 x e dx!the function f(x) = e x is continuous everywhere and we know that an antiderivative is F(x) = e x.!so, the FTC2 gives: " 1 3 x e dx = F(3)! F(1) 3 = e! e

62 FTC2 Example 5!Notice that the FTC2 says that we can use any antiderivative F of f.!so, we may as well use the simplest one, namely F(x) = e x, instead of e x + 7 or e x + C.

63 FTC2 We often use the notation So, the equation of the FTC2 can be written as:! b b a F( x)] = F( b)! F( a) f ( x ) dx = F b ( x )] a where F ' = f a F( x ) b a [ F( x)] b a! Other common notations are and.

64 FTC2 Example 6 Find the area under the parabola y = x 2 from 0 to 1.!An antiderivative of f(x) = x 2 is F(x) = (1/3)x 3.!The required area is found using the FTC2: A x! = % x dx = = " = 0 # $

65 FTC2 If you compare the calculation in Example 6 with the one in Example 2 in Section 5.1, you will see the FTC gives a much shorter method.

66 FTC2 Evaluate! 3 6 dx x Example 7! The given integral is an abbreviation for.!an antiderivative of f(x) = 1/x is F(x) = ln x.! dx x!as 3 $ x $ 6, we can write F(x) = ln x.

67 FTC2!Therefore, " x dx = ln x] Example = ln 6! ln 3 = 6 ln 3 = ln 2

68 FTC2 Example 8 Find the area under the cosine curve from 0 to b, where 0 $ b $ %/2.!As an antiderivative of f(x) = cos x is F(x) = sin x, we have: b b = " = 0 0 =! = A cos x dx sin x] sin b sin 0 sin b

69 FTC2 Example 8!In particular, taking b =!/2, we have proved that the area under the cosine curve from 0 to!/2 is: sin(!/2) = 1

70 FTC2 When the French mathematician Gilles de Roberval first found the area under the sine and cosine curves in 1635, this was a very challenging problem that required a great deal of ingenuity.

71 FTC2 If we didn t have the benefit of the FTC, we would have to compute a difficult limit of sums using either:! Obscure trigonometric identities! A computer algebra system (CAS), as in Section 5.1

72 FTC2 It was even more difficult for Roberval.!The apparatus of limits had not been invented in 1635.

73 FTC2 However, in the 1660s and 1670s, when the FTC was discovered by Barrow and exploited by Newton and Leibniz, such problems became very easy.!you can see this from Example 8.

74 FTC2 Example 9 What is wrong with this calculation? % 3! 1! x " 1 4 dx = 1 2 # =!! =! x! 1 $ 3 3! 1

75 FTC2 Example 9 To start, we notice that the calculation must be wrong because the answer is negative but f(x) = 1/x 2! 0 and Property 6 of integrals b says that " f ( x ) dx! 0 when f! 0. a

76 FTC2 Example 9 The FTC applies to continuous functions.!it can t be applied here because f(x) = 1/x 2 is not continuous on [-1, 3].!In fact, f has an infinite discontinuity at x = 0. 3 "! dx x! So, does not exist.

77 INVERSE PROCESSES We end this section by bringing together the two parts of the FTC.

78 FTC Suppose f is continuous on [a, b]. 1.If g( x) =! f ( t) dt a x, then g (x) = f(x). b f ( x ) dx = F ( b )! F ( a ) a 2., where F is " any antiderivative of f, that is, F = f.

79 INVERSE PROCESSES We noted that the FTC1 can be rewritten as: d dx! a x f ( t) dt = f ( x)!this says that, if f is integrated and then the result is differentiated, we arrive back at the original function f.

80 INVERSE PROCESSES As F (x) = f(x), the FTC2 can be rewritten as: " b F '( x ) dx = F ( b )! F ( a ) a! This version says that, if we take a function F, first differentiate it, and then integrate the result, we arrive back at the original function F.! However, it s in the form F(b) - F(a).

81 INVERSE PROCESSES Taken together, the two parts of the FTC say that differentiation and integration are inverse processes.!each undoes what the other does.

82 SUMMARY The FTC is unquestionably the most important theorem in calculus.!indeed, it ranks as one of the great accomplishments of the human mind.

83 SUMMARY Before it was discovered from the time of Eudoxus and Archimedes to that of Galileo and Fermat problems of finding areas, volumes, and lengths of curves were so difficult that only a genius could meet the challenge.

84 SUMMARY Now, armed with the systematic method that Newton and Leibniz fashioned out of the theorem, we will see in the chapters to come that these challenging problems are accessible to all of us.