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Fundamental theorem of calculus for Banach-valued continuous curves

Statement

Assume Countable Choice (The Axiom of Countable Choice (ACω)) for the Lebesgue-measure interfaces. Let X be a real or complex Banach space, let a<b, and let f:[a,b]→X be continuous. Differentiation uses the underlying real structure. Then G(t):=∫atf(s) ds is differentiable on (a,b) and has the corresponding one-sided derivatives at a,b, with G′(t)=f(t), and this derivative extends continuously to [a,b]. Consequently, if φ:[a,b]→X is continuous, differentiable on (a,b) with φ′ continuous on (a,b) and extendable to a continuous X-valued function on [a,b], then ∫abφ′(s) ds=φ(b)−φ(a). The Bochner integral here is the one of Bochner-integrable function; the identities also hold for continuous curves on [0,∞) restricted to compact subintervals.

Facts & Assumptions

Given: Countable Choice; A Banach space X, real numbers a<b, a continuous f:[a,b]→X, the primitive G(t):=∫atf(s) ds for t∈[a,b], and a continuous φ:[a,b]→X differentiable on (a,b) whose derivative extends to a continuous X-valued function on [a,b].

[F1]

Average convergence (Average convergence for a continuous Banach-valued function): a continuous f:[a,b]→X is Bochner integrable, and for t∈[a,b), h>0, t+h≤b, ∥1h∫tt+hf−f(t)∥≤sup⁡[t,t+h]∥f−f(t)∥→0, with the analogous backward limit for t∈(a,b]; the same one-sided limits hold for curves continuous at t and Bochner integrable near t.

[F2]

The Bochner integral is linear, so for [c,d]⊆[a,b] the difference of primitives is ∫cdf (Linearity of the Bochner integral, Bochner-integrable function).

[F4]

Differentiability on (a,b) means Fréchet differentiability at every point of the open interval (Fréchet derivative between Banach spaces); at the endpoints only the relevant one-sided difference quotients are considered.

[F5]

Mean value inequality (Mean value inequality for a differentiable Banach-valued curve): a curve continuous on an interval, differentiable inside with derivative bounded by C, changes by at most C times the length; in particular a curve with vanishing interior derivative is constant.

Proof

technique · direct, computing the difference quotient of the primitive with the average-convergence lemma and then applying the mean value inequality to $\varphi$ minus its integral
1.1F1F2

By [F1] the continuous f is Bochner integrable on [a,b], so G(t)=∫atf is defined for every t∈[a,b]; by [F2] G(t+h)−G(t)=∫tt+hf for [t,t+h]⊆[a,b].

2.1F1F2F4step 1.1

Difference quotients of G: for t∈[a,b) and h>0 with t+h≤b, G(t+h)−G(t)h=1h∫tt+hf→f(t) by [F1]; similarly G(t)−G(t−h)h=1h∫t−htf→f(t) for t∈(a,b]. Hence G is differentiable on (a,b) with G′=f, and has the one-sided derivatives f(t) at the endpoints.

3.1F4step 2.1

G′=f is continuous on [a,b], and the existence of the one-sided derivative at a and at b makes G continuous there from the appropriate side; at interior points G is continuous by differentiability.

3.2F2F4step 2.1

Since φ′ extends to a continuous X-valued function on [a,b], denote the extension again by φ′ and put ψ(t):=φ(t)−∫atφ′(s) ds for t∈[a,b]. By [step 2.1] the primitive of φ′ is differentiable on (a,b) with derivative φ′, and ψ is differentiable on (a,b); by linearity of the derivative and of the integral, ψ′=φ′−φ′=0 on (a,b), and ψ(a)=φ(a).

4.1F5step 3.2

ψ is continuous on [a,b] and differentiable on (a,b) with ψ′=0 there; by [F5] (constant case) ψ is constant on [a,b], so ψ(b)=ψ(a)=φ(a), that is φ(b)−∫abφ′=φ(a).

5.1step 2.1step 4.1∎

Therefore ∫abφ′(s) ds=φ(b)−φ(a). The same computation, applied to each compact subinterval [a,b]⊆[0,∞) after restricting a continuous curve on [0,∞), gives the stated identity in that setting.

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