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Real Analysis




                    Notes          24.3 Summary

                                      The main thrust of this unit has been to establish the relationship between differentiation
                                       and integration with the help of the Fundamental Theorem of Calculus.

                                      We have discussed some important properties of the Riemann Integral. We have shown
                                       that the inequality between any two functions is preserved by their corresponding Riemann
                                       integrals; the modulus of the limit of a sum never exceeds the limit of the sum of their
                                       module and if we split the interval over which we are integrating a function into  two
                                       parts, then the value of the integral over the whole will be the sum of the two integrals
                                       over the subintervals.
                                      Let f: [a, b]  R be a continuous function. Let F : [a, b]  R be a function defined by
                                                                     x
                                                                F(x) =  ò  f(t) dt, x E[a,b].
                                                                     a
                                       Then F'(x) = f(x), a £ x £ b.

                                       This is the first result which links the concepts of integral and derivative. It says that, if f is
                                       continuous on [a, b] then there is a function F on [a, b] such that  F'(x) =  f(x),"  x [a,b].
                                                                                                        Î
                                       You have seen that if f: [a, b]  R is continuous, then there is a function F: [a, b]  R such
                                       that F' (x) = f(x) on [a, b]. Is such a function F unique? Clearly the answer is 'no'. For, if you
                                       add  a  constant  to  the  function F,  the  derivative  is  not  altered.  In  other  words,  if
                                                x
                                             c
                                        G(x) = +  ò  f(t) dt  for a £ x £ b then also G' (x) = f(x) on [a, b].
                                                1
                                      It states that the integral of the derivative of a function is given by the function itself.
                                      The Fundamental Theorem of Calculus was given by an English mathematician  Isaac
                                       Barrow [1630-1677], the teacher of great Isaac Newton.
                                      The following observations are obvious from the theorems 1 and 2.
                                       (i)  If f is integrable on [a, b], then there is a function F which is associated with f through
                                            the process of integration and the domain of F is the same as the interval [a, b] over
                                            which f is integrated.
                                       (ii)  F  is continuous. In other  words, the process of integration generates  continuous
                                            function.
                                       (iii)  If the function f is continuous on [a, b], then F is differentiable on [a, b]. Thus, the
                                            process of integration generates differentiable functions.
                                       (iv)  At any point of continuity of f, we will have f(c) = f(c) for c e [a, b]. This means that
                                            if f is continuous on the whole of [a, b], then F will be a member of the family of
                                            primitives of f on [a, b].

                                   24.4 Keywords

                                   Primitive of a Function: If f and F are functions defined on [a, b] such that F’(x) = f(x) for x Î [a, b]
                                   then F is called a 'primitive' or an 'antiderivative' off on [a, b].
                                   Fundamental Theorem of Calculus: If f is integrable on [a, b] and F is a primitive of f on [a, b],
                                       tb
                                       ò
                                   then  f(x) dx =  F(b) F(a).
                                                   -
                                       a


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