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For an ordinary integral of a real function over an interval of the real line,
the fundamental theorem of calculus is the statement that the definite integral
is an anti-derivative. This means that differentiation undoes integration and
vice versa, to the extent that it can. This has two manifestations: if you differentiate a function f and then integrate back, you get the difference of the function between the endpoints of integration: This formula means that we can use all the properties of anti-derivatives in
integrating functions. The second is less commonly applied but still useful: if you integrate a function f and then differentiate the integral with respect to its upper endpoint (y above) you get f back again. These properties hold in essentially the same way for the other two kinds of
one dimensional integral that we introduced in the last chapter. And analogues
of these statements hold for every kind of integral defined there. We will discuss
these in turn. To prove the first claim above we observe that if we divide the interval from
a to y into tiny subintervals the result claimed follows if it is true in each
subinterval. In any interval the mean value theorem tells us that the difference
in f between its endpoints is their separation times the derivative at some intermediate
point. Thus the actual difference in f over the interval from x to x + d, f(x
+ d) - f(x), can be considered the contribution from that subinterval to a Riemann
sum,
for some point x' in the interval. Since the existence of the integral implies
that all the Riemann sums converge to it, the particular subset of them obtainable
by applying the mean value theorem on each subinterval must do so as the maximum
ds goes to zero, and we find that the integral of the derivative is the change
in f between the endpoints of each infinitesimal subinterval. The sum of these
changes is the change in f over the whole interval. in the limit as dy goes to zero. Since the integral represents the area of
the rectangle with sides dy and f(y) as dy goes to zero, this result holds when
f is continuous at argument y. In that case the value of f for arguments sufficiently close to y are arbitrarily
close to f(y) and the area of a sufficiently narrow rectangle will be arbitrarily
close to f(y)dy. |