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The second fundamental theorem: if GG is differentiable on [a,b][a,b] with G=fG' = f and ff is integrable, then abf=G(b)G(a)\int_a^b f = G(b)-G(a)

Statement

Let a<ba < b be reals, let G:[a,b]RG : [a,b] \to \mathbb{R} be differentiable at every point of [a,b][a,b] 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; at aa and bb this is the one-sided derivative), let f:=Gf := G', and suppose ff is integrable on [a,b][a,b] (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). Then

abf  =  G(b)G(a).\int_a^b f \;=\; G(b) - G(a) .

Both hypotheses are needed and neither is removable. A function may be differentiable everywhere with GG' not integrable — then the left-hand side does not exist (an everywhere differentiable function with unbounded derivative) — and an integrable ff need not be the derivative of anything (the sign function); both witnesses are on the companion page.

No continuity of ff is assumed, which is what makes this the working form: the theorem evaluates abf\int_a^b f for every integrable derivative, not only for continuous integrands.

Facts & Assumptions

Given: Reals a<ba < b, a function G:[a,b]RG : [a,b] \to \mathbb{R} differentiable at every point of [a,b][a,b], f:=Gf := G' integrable on [a,b][a,b], and a partition P=(n,t)P = (n,t) of [a,b][a,b].

[L1]

For a partition P=(n,t)P = (n,t) of [a,b][a,b]: t0=at_0 = a, tn=bt_n = b, ti<ti+1t_i < t_{i+1} for i<ni < n, Δi=ti+1ti>0\Delta_i = t_{i+1}-t_i > 0, and Ii=[ti,ti+1][a,b]I_i = [t_i,t_{i+1}] \subseteq [a,b] (Partition of [a,b][a,b] as a finite strictly increasing list a=t0<t1<<tn=ba = t_0 < t_1 < \dots < t_n = b, its subintervals and their lengths, its mesh, refinement, and the common refinement of two partitions, Intervals of R\mathbb{R}: the nine order-convex forms, nondegeneracy, and length).

[L2]

L(f,P)=i<nmiΔiL(f,P) = \sum_{i<n}m_i\Delta_i and U(f,P)=i<nMiΔiU(f,P) = \sum_{i<n}M_i\Delta_i with mi=inff[Ii]m_i = \inf f[I_i] and Mi=supf[Ii]M_i = \sup f[I_i], so mif(ξ)Mim_i \le f(\xi) \le M_i for every ξIi\xi \in I_i (For bounded ff on [a,b][a,b] and a partition PP: the infimum mim_i and supremum MiM_i of ff on the ii-th subinterval, and the lower and upper Darboux sums L(f,P)=imiΔiL(f,P) = \sum_i m_i \Delta_i and U(f,P)=iMiΔiU(f,P) = \sum_i M_i \Delta_i, Lower bound, bounded below, bounded set).

[L3]

abf=supPL(f,P)\underline{\int_a^b} f = \sup_P L(f,P) and abf=infPU(f,P)\overline{\int_a^b} f = \inf_P U(f,P), and ff integrable means the two agree, their common value being abf\int_a^b f (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).

[L4]

Mean value theorem: if uu is continuous on [p,q][p,q] with p<qp<q and differentiable at every point of (p,q)(p,q), there is ξ(p,q)\xi \in (p,q) with u(q)u(p)=u(ξ)(qp)u(q)-u(p) = u'(\xi)(q-p) (The mean value theorem, as the case g(x)=xg(x) = x of Cauchy's: for ff continuous on [a,b][a,b] with a<ba < b and differentiable on (a,b)(a,b) there is c(a,b)c \in (a,b) with f(b)f(a)=f(c)(ba)f(b) - f(a) = f'(c)(b-a)).

[L6]

Finite sums: telescoping i<n(ci+1ci)=cnc0\sum_{i<n}(c_{i+1}-c_i) = c_n - c_0, and monotonicity in the terms (Finite sums and finite products, by recursion, Laws of finite sums and finite products, clauses 4 and 5).

[L7]

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

technique · direct
1.1

Let P=(n,t)P = (n,t) be an arbitrary partition of [a,b][a,b] and let i<ni < n. The restriction of GG to Ii=[ti,ti+1]I_i = [t_i,t_{i+1}] is continuous on IiI_i and differentiable at every point of (ti,ti+1)(t_i,t_{i+1}), with the same derivative ff there, by [L5] and [L1].

givenL1L5
2.1

By [L4] applied on IiI_i there is ξi(ti,ti+1)\xi_i \in (t_i,t_{i+1}) with G(ti+1)G(ti)=f(ξi)ΔiG(t_{i+1}) - G(t_i) = f(\xi_i)\,\Delta_i; since ξiIi\xi_i \in I_i and Δi>0\Delta_i > 0, [L2] gives miΔiG(ti+1)G(ti)MiΔim_i\Delta_i \le G(t_{i+1})-G(t_i) \le M_i\Delta_i.

step 1.1L1L2L4L7
3.1

Step 2.1 holds for every i<ni < n, so monotonicity of finite sums applies to the three families and gives i<nmiΔii<n(G(ti+1)G(ti))i<nMiΔi\sum_{i<n}m_i\Delta_i \le \sum_{i<n}\bigl(G(t_{i+1})-G(t_i)\bigr) \le \sum_{i<n}M_i\Delta_i.

step 2.1L6
4.1

The middle sum telescopes to G(tn)G(t0)=G(b)G(a)G(t_n) - G(t_0) = G(b) - G(a) by [L6] and [L1], so L(f,P)G(b)G(a)U(f,P)L(f,P) \le G(b)-G(a) \le U(f,P) by [L2].

step 3.1L1L2L6
5.1

Step 4.1 holds for every partition PP, so G(b)G(a)G(b)-G(a) is an upper bound of the set of lower sums and a lower bound of the set of upper sums; hence abfG(b)G(a)abf\underline{\int_a^b} f \le G(b)-G(a) \le \overline{\int_a^b} f by [L3] and [L7].

step 4.1L3L7
6.1

Since ff is integrable the two integrals coincide with abf\int_a^b f, so abf=G(b)G(a)\int_a^b f = G(b)-G(a).

step 5.1L3

Remarks

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