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The second fundamental theorem: if is differentiable on with and is integrable, then
Statement
Let be reals, let be differentiable at every point of as a function on (The derivative of at a point that is a limit point of , and differentiability on a set; at and this is the one-sided derivative), let , and suppose is integrable on (The lower and upper Darboux integrals of a bounded on as and , Darboux integrability as their equality, and the notation ). Then
Both hypotheses are needed and neither is removable. A function may be differentiable everywhere with not integrable — then the left-hand side does not exist (an everywhere differentiable function with unbounded derivative) — and an integrable need not be the derivative of anything (the sign function); both witnesses are on the companion page.
No continuity of is assumed, which is what makes this the working form: the theorem evaluates for every integrable derivative, not only for continuous integrands.
Facts & Assumptions
Given: Reals , a function differentiable at every point of , integrable on , and a partition of .
and , and integrable means the two agree, their common value being (The lower and upper Darboux integrals of a bounded on as and , Darboux integrability as their equality, and the notation ).
Mean value theorem: if is continuous on with and differentiable at every point of , there is with (The mean value theorem, as the case of Cauchy's: for continuous on with and differentiable on there is with ).
A function differentiable at a point is continuous there, and the restriction of a differentiable function to a subinterval is differentiable with the same derivative at every point of that subinterval which 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, Continuity of at a point of and on : the - condition, its agreement with at a limit point, and continuity at an isolated point).
Finite sums: telescoping , and monotonicity in the terms (Finite sums and finite products, by recursion, Laws of finite sums and finite products, clauses 4 and 5).
Ordered-field arithmetic: multiplying an inequality by a positive real preserves it, the order is total and transitive, and a number that is an upper bound of a set and also a lower bound of another set lies between their supremum and infimum (Ordered field, Complete ordered field (least-upper-bound property)).
Proof
Let be an arbitrary partition of and let . The restriction of to is continuous on and differentiable at every point of , with the same derivative there, by [L5] and [L1].
By [L4] applied on there is with ; since and , [L2] gives .
Step 2.1 holds for every , so monotonicity of finite sums applies to the three families and gives .
The middle sum telescopes to by [L6] and [L1], so by [L2].
Step 4.1 holds for every partition , so is an upper bound of the set of lower sums and a lower bound of the set of upper sums; hence by [L3] and [L7].
Since is integrable the two integrals coincide with , so .
Remarks
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No choice principle is spent, and no sequence of tags is ever formed. The usual proof selects one per subinterval and assembles the Riemann sum , which is a choice from finitely many nonempty sets. The proof above never forms that family: step 2.1 proves, for an arbitrary fixed , the inequality , which is a universally quantified statement about and needs no selection, and step 3.1 then sums the inequality. The telescoping identity supplies the middle term without any tags at all.
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The hypothesis is differentiability at every point of the closed interval. It is not enough to be differentiable on and continuous on in the argument as written, because step 2.1 uses the derivative only on open subintervals but the definition has to name a function on all of for to mean anything. Changing at the two endpoints changes neither its integrability nor its integral (Changing an integrable function at finitely many points changes neither its integrability nor its integral), so the reader who prefers the weaker hypothesis loses nothing.
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This is the half of the fundamental theorem that computes. The other half, The first fundamental theorem: if is integrable on and continuous at , then ; in particular a continuous has as a primitive, produces a primitive; this one evaluates an integral once a primitive is known, and it is the tool the companion page reaches for whenever a primitive is available. Where no primitive is at hand the companion page computes instead by splitting at a jump and using the integral of a constant; no claim is made here about how many of its computations take which route.
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Forward references, orientation only. The two witnesses showing neither hypothesis is removable are A function differentiable on whose derivative is unbounded, hence not Riemann integrable ↗ and The sign function is Riemann integrable on and has no primitive there ↗ on the companion page; nothing above depends on either.
Depends on
- 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 $\int_a^b f$
- Partition of $[a,b]$ as a finite strictly increasing list $a = t_0 < t_1 < \dots < t_n = b$, its subintervals and their lengths, its mesh, refinement, and the common refinement of two partitions
- For bounded $f$ on $[a,b]$ and a partition $P$: the infimum $m_i$ and supremum $M_i$ of $f$ on the $i$-th subinterval, and the lower and upper Darboux sums $L(f,P) = \sum_i m_i \Delta_i$ and $U(f,P) = \sum_i M_i \Delta_i$
- The mean value theorem, as the case $g(x) = x$ of Cauchy's: for $f$ continuous on $[a,b]$ with $a < b$ and differentiable on $(a,b)$ there is $c \in (a,b)$ with $f(b) - f(a) = f'(c)(b-a)$
- 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
- A function differentiable at $c$ is continuous at $c$
- Laws of finite sums and finite products
- Finite sums and finite products, by recursion
- Intervals of $\mathbb{R}$: the nine order-convex forms, nondegeneracy, and length
- 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
- Lower bound, bounded below, bounded set
- Ordered field
- Complete ordered field (least-upper-bound property)
Used by
- Every continuous function on an interval has a primitive; two primitives differ by a constant; and ∫ₐᵇ f = G(b)-G(a) for any primitive G Corollary
- 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
- A function differentiable on [0,1] whose derivative is unbounded, hence not Riemann integrable Counterexample
- 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
- Dropping injectivity double-counts under x↦ x² on two disjoint intervals Counterexample
- ∫₀¹ x d(x²)=2/3 Example
- ∫₀¹ xᵐ = 1/ι(m+1), computed by the fundamental theorem and checked against the definition Example
- A nonlinear reparametrisation leaves a Stieltjes integral unchanged Example
- Fubini computes ∫₀¹∫₋₁¹ xexp(xy) dx dy by reversing the order Example
- H(x) = 2√x on [0,1]: H is continuous, H' is unbounded on (0,1], and H' is therefore not Riemann integrable Example
- Polar change of variables on a compact annular sector gives the Jacobian factor r and its area 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
- Conventions of this page, and which sharpenings of the integral are taken up later in the reading order Remark
- If continuously differentiable functions converge at one point and their derivatives converge uniformly on a closed interval, then the functions converge uniformly to a differentiable function whose derivative is the derivative limit Theorem
- If u,v are differentiable on [a,b] with u',v' integrable, then ∫ₐᵇ u v' = u(b)v(b)-u(a)v(a) - ∫ₐᵇ u'v Theorem
- Monotone change of variable for Riemann-integrable functions Theorem
- Picard iteration from 1 produces the exponential partial sums Theorem
- 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: 81 results over 20 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
- Fundamental theorem of calculus (Wikipedia) (standard reference, not scraped)
- W. Rudin, Principles of Mathematical Analysis, 3rd ed., Ch. 6 (standard reference, not scraped)
- Carnegie Mellon 21-269, Riemann integration notes (standard reference, not scraped)
- J. Lebl, Basic Analysis I, Fundamental theorem of calculus (standard reference, not scraped)