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Every derivative is Henstock–Kurzweil integrable and satisfies Newton–Leibniz
Statement
Let , let be differentiable in the domain-relative sense, including one-sided endpoint derivatives, and put . Every derivative is Henstock–Kurzweil integrable and its integral equals the endpoint increment:
No boundedness or prior integrability of is assumed.
Every derivative is Henstock–Kurzweil integrable and its integral is the endpoint increment. Every derivative is Henstock–Kurzweil integrable and evaluates by endpoint difference.
Every derivative is Henstock–Kurzweil integrable and its integral equals the endpoint increment. Every derivative is Henstock–Kurzweil integrable.
Facts & Assumptions
Given: The differentiable function and .
The derivative at a point is the limit of the difference quotient there, including the domain-relative endpoint cases (The derivative of at a point that is a limit point of , and differentiability on a set).
For every positive real , there is a natural with (For every in a complete ordered field there is a natural with ).
Every nonempty subset of has a least element (The well-ordering principle).
Finite sums telescope: (Laws of finite sums and finite products).
Proof
Given , put . For each , let be the least natural such that the derivative estimate with error holds whenever in the domain. Differentiability and [L2] make this set nonempty, and [L3] makes its least element unique; hence is a gauge defined without an uncountable choice.
For a fine tagged cell, split at its tag, apply the two estimates from step 1.1, sum over all cells, and telescope by [L4]; the total error is below , proving the displayed HK value.
Depends on
- The Henstock–Kurzweil integral on a compact interval
- 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
- For every $\varepsilon > 0$ in a complete ordered field there is a natural $n \ge 1$ with $1/n < \varepsilon$
- The well-ordering principle
- Cousin's lemma: every gauge on a compact interval admits a fine tagged partition
- Laws of finite sums and finite products
Used by
- Henstock–Kurzweil integration by parts for differentiable factors Corollary
- Henstock–Kurzweil substitution for a derivative composed with a differentiable map Corollary
- The indefinite Henstock–Kurzweil integral of a derivative is a primitive Corollary
- F(x)=x² sin(1/x²) has an unbounded derivative whose Henstock–Kurzweil integral is sin 1 Example
- False: every derivative is Riemann integrable False statement
Dependency tree · two levels
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Sources
- Alessandro Fonda, The Kurzweil-Henstock Integral for Undergraduates, Ch. 1 (standard reference, not scraped)
- Andrew Bruckner, Judith Bruckner and Brian Thomson, Real Analysis, Sections 1.2 and 1.21 (standard reference, not scraped)