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Every continuous function on an interval has a primitive; two primitives differ by a constant; and for any primitive
Statement
Let be order-convex with at least two elements (Intervals of : the nine order-convex forms, nondegeneracy, and length) and let be continuous on (Continuity of at a point of and on : the - condition, its agreement with at a limit point, and continuity at an isolated point). Call a primitive of on when is differentiable at every point of as a function on with there (The derivative of at a point that is a limit point of , and differentiability on a set). Then:
- Existence. Fix . The function is defined at every (The integral with oriented limits: and , The integral function of an integrable ) and is a primitive of on .
- Uniqueness up to a constant. If and are primitives of on then there is a real with for every .
- Evaluation. If with and is any primitive of on , then
The scope is exactly the continuous case, and that is not a limitation of the proof. An integrable function need not have a primitive, and a function with a primitive need not be integrable; this corollary is precisely the intersection where both fundamental theorems apply, and both witnesses are on the companion page.
Facts & Assumptions
Given: An order-convex with at least two elements, a continuous , a base point , and a real .
A continuous function on a closed bounded interval with distinct endpoints is integrable there; a restriction of a continuous function is continuous (A continuous function on is Riemann integrable, by Heine-Cantor and Riemann's criterion, Continuity of at a point of and on : the - condition, its agreement with at a limit point, and continuity at an isolated point, The lower and upper Darboux integrals of a bounded on as and , Darboux integrability as their equality, and the notation ).
Order-convexity: if then every real between and lies in , so the closed interval with endpoints and is contained in (Intervals of : the nine order-convex forms, nondegeneracy, and length).
, , and for integrable on a closed bounded interval containing one has (The integral with oriented limits: and , For : is integrable on if and only if it is integrable on and on , and then ; with the oriented form for arbitrary , claim 3).
First fundamental theorem: if is integrable on with and continuous at , then has derivative at as a function on ; written out, for every real there is a real with for every with (The first fundamental theorem: if is integrable on and continuous at , then ; in particular a continuous has as a primitive, The derivative of at a point that is a limit point of , and differentiability on a set, The - limit of at a limit point of ).
Second fundamental theorem: if is differentiable at every point of with integrable there, then (The second fundamental theorem: if is differentiable on with and is integrable, then ).
If is continuous on an order-convex and differentiable with at every interior point of , then is constant on (A function continuous on an interval whose derivative vanishes at every interior point of is constant on ; consequently two such functions with the same derivative differ by a constant).
A differentiable function is continuous, and the restriction of a function differentiable at to a subset still having as a limit point is differentiable at with the same derivative; every point of a nondegenerate interval is a limit point of it (A function differentiable at is continuous at , The derivative of at a point that is a limit point of , and differentiability on a set, Intervals of : the nine order-convex forms, nondegeneracy, and length).
Ordered-field arithmetic and minima of two reals: the order is total and transitive, and is a real that is both (Maximum and minimum of a set, Ordered field, Complete ordered field (least-upper-bound property)).
Proof
is defined. For the closed interval with endpoints and lies in by [L2], is continuous there, hence integrable when by [L1], and by [L3]; so names a real for every .
A closed neighbourhood inside . Fix . If some element of is , choose with ; otherwise put . If some element of is , choose with ; otherwise put . Not both and , since would then have as its only element; so , and by [L2].
Claim 2. Let be primitives of on and put . Then is differentiable at every point of with there, in particular at every interior point of , and is continuous on by [L7]; so [L6] gives a real with .
Put if and , if , and if ; in every case .
is integrable on by [L1], and for , [L3] applied to the points inside the closed interval with endpoints and , which lies in by [L2], gives .
Every point of within of lies in . Let with . If then has an element below , so and , whence . If then symmetrically . And covers . So .
Hence for with , , the constant cancelling.
By [L4] applied on at the point , fix a real with for every with , and put .
Every with lies in by step 3.1, so by step 3.2 and step 3.3, .
As was arbitrary and is a limit point of by [L7], is differentiable at with ; since was arbitrary, is a primitive of on , which is claim 1.
Claim 3. Let in and let be a primitive of on . Then by [L2], the restriction of to is differentiable at every point of with derivative there by [L7], and is integrable on by [L1]; so [L5] gives .
Remarks
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Steps 1.2, 2.1 and 3.1 are the only work beyond citing the two fundamental theorems. The first fundamental theorem: if is integrable on and continuous at , then ; in particular a continuous has as a primitive is stated on a closed bounded interval, while here may be open, half-open or unbounded, so the derivative it produces is the derivative of a restriction. What those steps supply is a closed subinterval that contains all points of within of , after which the difference quotients of and of the restriction agree on a punctured neighbourhood and the - statement transfers verbatim.
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"Two primitives differ by a constant" is not re-minted here. A function continuous on an interval whose derivative vanishes at every interior point of is constant on ; consequently two such functions with the same derivative differ by a constant already states exactly that, in its second clause, for functions with equal derivatives on an order-convex domain; claim 2 is that statement applied to .
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Order-convexity of is essential to claim 2 and harmless elsewhere. On a domain in two pieces a function may be constant on each with different constants, which is why A function continuous on an interval whose derivative vanishes at every interior point of is constant on ; consequently two such functions with the same derivative differ by a constant carries the same hypothesis. Claims 1 and 3 use it only to know that closed subintervals spanned by points of lie in .
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Forward references, orientation only. The two witnesses bounding the scope of this corollary are The sign function is Riemann integrable on and has no primitive there ↗ and A function differentiable on whose derivative is unbounded, hence not Riemann integrable ↗ on the companion page; nothing above depends on either.
Depends on
- The first fundamental theorem: if $f$ is integrable on $[a,b]$ and continuous at $c$, then $F'(c) = f(c)$; in particular a continuous $f$ has $F$ as a primitive
- The second fundamental theorem: if $G$ is differentiable on $[a,b]$ with $G' = f$ and $f$ is integrable, then $\int_a^b f = G(b)-G(a)$
- The integral function $F(x) := \int_a^x f$ of an integrable $f$
- A function continuous on an interval $I$ whose derivative vanishes at every interior point of $I$ is constant on $I$; consequently two such functions with the same derivative differ by a constant
- A continuous function on $[a,b]$ is Riemann integrable, by Heine-Cantor and Riemann's criterion
- For $a<c<b$: $f$ is integrable on $[a,b]$ if and only if it is integrable on $[a,c]$ and on $[c,b]$, and then $\int_a^b f = \int_a^c f + \int_c^b f$; with the oriented form for arbitrary $a,b,c$
- A function differentiable at $c$ is continuous at $c$
- The integral with oriented limits: $\int_a^a f := 0$ and $\int_b^a f := -\int_a^b f$
- The derivative $f'(c) = \lim_{x \to c} \frac{f(x) - f(c)}{x - c}$ of $f : A \to \mathbb{R}$ at a point $c \in A$ that is a limit point of $A$, and differentiability on a set
- The $\varepsilon$-$\delta$ limit $\lim_{x \to c} f(x) = L$ of $f : A \to \mathbb{R}$ at a limit point $c$ of $A$
- Continuity of $f : A \to \mathbb{R}$ at a point of $A$ and on $A$: the $\varepsilon$-$\delta$ condition, its agreement with $\lim_{x \to c} f(x) = f(c)$ at a limit point, and continuity at an isolated point
- Intervals of $\mathbb{R}$: the nine order-convex forms, nondegeneracy, and length
- Maximum and minimum of a set
- The lower and upper Darboux integrals of a bounded $f$ on $[a,b]$ as $\sup_P L(f,P)$ and $\inf_P U(f,P)$, Darboux integrability as their equality, and the notation $\int_a^b f$
- Ordered field
- Complete ordered field (least-upper-bound property)
Used by
- If f : [a,b] → ℝᵐ is differentiable with integrable f' then ∫ₐᵇ f' = f(b)-f(a); and a bounded derivative makes f Lipschitz Corollary
- Continuous f and integrable sign-changing g with ∫ₐᵇ fg ≠ f(ξ)∫ₐᵇ g for every ξ Counterexample
- Continuous fₙ → 0 pointwise on [0,1] with ∫₀¹ fₙ = 1 for every n Counterexample
- ∫₀¹ xᵐ = 1/ι(m+1), computed by the fundamental theorem and checked against the definition Example
- A convergent sequence in ℝ³ and the integral ∫₀¹ (1, t, t²), computed componentwise Example
- A positive continuous integrand can have finite integral while unbounded on every tail Example
- The integral test applied to ∑ 1/ι(k+1)ᵖ for rational p>0, cross-checked against the published p-series theorem Example
- Truncated integrals of rational powers Lemma
- Substitution: if φ is differentiable on [c,d] with φ' integrable and f is continuous on an interval containing φ([c,d]), then ∫_φ(c)^φ(d) f = ∫_cᵈ (f∘φ) φ' Theorem
Dependency tree · next 3 levels
Direct dependencies and their dependencies through the next three levels: 103 results over 21 levels. An arrow runs from a result to what uses it, and this result sits at the bottom with a heavier outline. Click the chart to enlarge it.
Sources
- Antiderivative (Wikipedia) (standard reference, not scraped)
- Fundamental theorem of calculus (Wikipedia) (standard reference, not scraped)
- Encyclopedia of Mathematics, Integral calculus (standard reference, not scraped)
- J. Lebl, Basic Analysis I, Fundamental theorem of calculus (standard reference, not scraped)