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The first fundamental theorem: if ff is integrable on [a,b][a,b] and continuous at cc, then F(c)=f(c)F'(c) = f(c); in particular a continuous ff has FF as a primitive

Statement

Let a<ba < b be reals, let f:[a,b]Rf : [a,b] \to \mathbb{R} be integrable (The lower and upper Darboux integrals of a bounded ff on [a,b][a,b] as supPL(f,P)\sup_P L(f,P) and infPU(f,P)\inf_P U(f,P), Darboux integrability as their equality, and the notation abf\int_a^b f), let FF be its integral function (The integral function F(x):=axfF(x) := \int_a^x f of an integrable ff), and let c[a,b]c \in [a,b] be a point at which ff is continuous (Continuity of f:ARf : A \to \mathbb{R} at a point of AA and on AA: the ε\varepsilon-δ\delta condition, its agreement with limxcf(x)=f(c)\lim_{x \to c} f(x) = f(c) at a limit point, and continuity at an isolated point). Then FF is differentiable at cc as a function on [a,b][a,b] (The derivative f(c)=limxcf(x)f(c)xcf'(c) = \lim_{x \to c} \frac{f(x) - f(c)}{x - c} of f:ARf : A \to \mathbb{R} at a point cAc \in A that is a limit point of AA, and differentiability on a set) and

F(c)  =  f(c).F'(c) \;=\; f(c) .

At c=ac = a and c=bc = b this is the one-sided statement, which is what The derivative f(c)=limxcf(x)f(c)xcf'(c) = \lim_{x \to c} \frac{f(x) - f(c)}{x - c} of f:ARf : A \to \mathbb{R} at a point cAc \in A that is a limit point of AA, and differentiability on a set means at those points: every point of a nondegenerate interval is a limit point of it, so F(c)F'(c) is a meaningful symbol at every c[a,b]c \in [a,b], and the difference quotient is taken over [a,b]{c}[a,b] \setminus \{c\}.

Consequently, if ff is continuous on the whole of [a,b][a,b], then FF is a primitive of ff there: F=fF' = f at every point of [a,b][a,b].

Continuity at cc is a hypothesis and it cannot be dropped. For an integrable ff that is discontinuous at cc, F(c)F'(c) may fail to exist, and it may exist and differ from f(c)f(c); both are exhibited on the companion page, by an integrable function with no primitive and by a false statement about the integral function.

Facts & Assumptions

Given: Reals a<ba < b, an integrable f:[a,b]Rf : [a,b] \to \mathbb{R}, its integral function F(x)=axfF(x) = \int_a^x f, a point c[a,b]c \in [a,b] at which ff is continuous, and a real ε>0\varepsilon > 0.

[L2]

Continuity at cc: for every real η>0\eta > 0 there is a real δ>0\delta > 0 such that every t[a,b]t \in [a,b] with tc<δ|t - c| < \delta satisfies f(t)f(c)<η|f(t) - f(c)| < \eta (Continuity of f:ARf : A \to \mathbb{R} at a point of AA and on AA: the ε\varepsilon-δ\delta condition, its agreement with limxcf(x)=f(c)\lim_{x \to c} f(x) = f(c) at a limit point, and continuity at an isolated point).

[L6]

With oriented limits, qpu=pqu\int_q^p u = -\int_p^q u and ppu=0\int_p^p u = 0 (The integral with oriented limits: aaf:=0\int_a^a f := 0 and baf:=abf\int_b^a f := -\int_a^b f).

[L7]

Absolute value and ordered-field arithmetic: t=t|{-t}| = |t|, ts=ts|t\,s| = |t||s|, tc|t| \le c follows from ctc-c \le t \le c, a positive real has a positive inverse, and the order is total and transitive (Basic properties of the absolute value, Absolute value in an ordered field, Ordered field, Complete ordered field (least-upper-bound property)). The nonstrict forms of the order facts follow from the strict ones by adjoining equality.

Proof

technique · direct
1.1

By [L2] with η:=ε21\eta := \varepsilon \cdot 2^{-1}, fix a real δ>0\delta > 0 such that f(t)f(c)<ε21|f(t)-f(c)| < \varepsilon\cdot 2^{-1} for every t[a,b]t \in [a,b] with tc<δ|t-c| < \delta.

givenL2L7L8choose
1.2

For x[a,b]x \in [a,b] with xcx \ne c, [L1] and [L4] give F(x)F(c)f(c)(xc)=cxfcxf(c)=cx(f(t)f(c))dtF(x) - F(c) - f(c)(x-c) = \int_c^x f - \int_c^x f(c) = \int_c^x \bigl(f(t) - f(c)\bigr)\,\mathrm{d}t, the constant f(c)f(c) having integral f(c)(xc)f(c)(x-c) over the oriented interval from cc to xx by [L4] and [L6].

L1L4L6
2.1

The estimate for c<x<c+δc < x < c+\delta. Every t[c,x]t \in [c,x] has tc<δ|t-c| < \delta, so ε21f(t)f(c)ε21-\varepsilon\cdot2^{-1} \le f(t)-f(c) \le \varepsilon\cdot 2^{-1} there by step 1.1, whence cx(ff(c))ε21(xc)\bigl|\int_c^x (f - f(c))\bigr| \le \varepsilon\cdot2^{-1}\,(x-c) by [L4] and [L5].

step 1.1step 1.2L4L5L7
2.2

The estimate for cδ<x<cc-\delta < x < c. By [L6], cx(ff(c))=xc(ff(c))\int_c^x (f-f(c)) = -\int_x^c (f-f(c)), and every t[x,c]t \in [x,c] has tc<δ|t-c| < \delta, so the same argument gives cx(ff(c))ε21(cx)\bigl|\int_c^x (f-f(c))\bigr| \le \varepsilon\cdot 2^{-1}\,(c-x).

step 1.1step 1.2L4L5L6L7
3.1

In both cases cx(ff(c))ε21xc\bigl|\int_c^x(f-f(c))\bigr| \le \varepsilon\cdot 2^{-1}\,|x-c|, so dividing by the nonzero xc|x-c| and using step 1.2 gives F(x)F(c)xcf(c)ε21<ε\Bigl|\dfrac{F(x)-F(c)}{x-c} - f(c)\Bigr| \le \varepsilon\cdot 2^{-1} < \varepsilon for every x[a,b]x \in [a,b] with 0<xc<δ0 < |x-c| < \delta.

step 1.2step 2.1step 2.2L7
4.1

Since ε>0\varepsilon > 0 was arbitrary, the limit of the difference quotient of FF at cc exists and equals f(c)f(c) by [L3]; that is, F(c)=f(c)F'(c) = f(c).

step 1.1step 3.1L3
5.1

If ff is continuous at every point of [a,b][a,b] then step 4.1 applies at every c[a,b]c \in [a,b], so F=fF' = f on [a,b][a,b] and FF is a primitive of ff.

step 4.1L3

Remarks

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