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The document outlines the Fundamental Theorem of Calculus, detailing its first and second forms, including generalized versions and conditions for differentiability and integrability. It also covers related concepts such as the substitution formula, Lebesgue's integrability criterion, the composition theorem, integration by parts, and Taylor's theorem. Each section provides essential conditions and formulas necessary for understanding the relationships between differentiation and integration.

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0% found this document useful (0 votes)
10 views

se_ftc

The document outlines the Fundamental Theorem of Calculus, detailing its first and second forms, including generalized versions and conditions for differentiability and integrability. It also covers related concepts such as the substitution formula, Lebesgue's integrability criterion, the composition theorem, integration by parts, and Taylor's theorem. Each section provides essential conditions and formulas necessary for understanding the relationships between differentiation and integration.

Uploaded by

tk113712
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Notes on the Fundamental Theorem of Calculus

First Form.
If F :[a, b] → \ is continuous, f  F ′ exists and Riemann integrable on [a, b], then


b
f = F (b) − F (a) .
a

First Form. (Generalized Version)


If F :[a, b] → \ is continuous and f is Riemann integrable on [a, b] such that F ′( x ) = f ( x) on
[a, b] except for finite number of points, then


b
f = F (b) − F (a) .
a

¾ F may not be differentiable at every point on [a, b].

Second Form.
If f is integrable on [a, b] and continuous at c ∈ [a, b] , then the function F ( x)  ∫ f is
x

differentiable at c and
F ′(c) = f (c) .

Substitution Formula.
Suppose ϕ :[a, b] → \ has a continuous derivative on [a, b] and f : I → \ is continous on an
interval I containing ϕ ([a, b]) . Then
ϕ (b )
∫ f (ϕ (t ) )ϕ ′(t )dt = ∫
b
f ( x)dx .
a ϕ (a)

Lebesgue’s Integrability Criterion.


A bounded real-valued function on [a, b] is Riemann integrable if and only if it is continuous
almost everywhere on [a, b].

Composition Theorem.
Let f ∈ℜ[a, b] and f ([a, b]) ⊆ [c, d ] . If ϕ :[c, d ] → \ is continuous, then ϕ D f ∈ℜ[a, b] .

Integration by Parts.
Let F, G be differentiable on [a, b] and f  F ′ , g  G′ are Riemann integrable on [a, b], then

∫ Fg = FG ba − ∫ fG .
b b

a a

Taylor’s Theorem.
Let f :[a, b] → \ . If f ( n +1) exists and Riemann integrable on [a, b], then
f ′(a ) f ( n ) (a )
f (b) = f ( a) + (b − a) + ! + (b − a) n + Rn ,
1! n!
1 b
where Rn = ∫ f ( n +1) (t ) ⋅ (b − t ) n dt .
n! a

¾ If f ( n +1) exists on (a, b) but we don’t know it is integrable or not, then we can use
f ( n +1) (c)
Rn = (b − a )n +1 as remainder term where c ∈ ( a, b) .
(n + 1)!

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