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Every continuous function on an interval has a primitive; two primitives differ by a constant; and for any primitive
Statement
Let be order-convex with at least two elements (Intervals of : the nine order-convex forms, nondegeneracy, and length) and let be continuous on (Continuity of at a point of and on : the - condition, its agreement with at a limit point, and continuity at an isolated point). Call a primitive of on when is differentiable at every point of as a function on with there (The derivative of at a point that is a limit point of , and differentiability on a set). Then:
- Existence. Fix . The function is defined at every (The integral with oriented limits: and , The integral function of an integrable ) and is a primitive of on .
- Uniqueness up to a constant. If and are primitives of on then there is a real with for every .
- Evaluation. If with and is any primitive of on , then
The scope is exactly the continuous case, and that is not a limitation of the proof. An integrable function need not have a primitive, and a function with a primitive need not be integrable; this corollary is precisely the intersection where both fundamental theorems apply, and both witnesses are on the companion page.
Facts & Assumptions
Given: An order-convex with at least two elements, a continuous , a base point , and a real .
A continuous function on a closed bounded interval with distinct endpoints is integrable there; a restriction of a continuous function is continuous (A continuous function on is Riemann integrable, by Heine-Cantor and Riemann's criterion, Continuity of at a point of and on : the - condition, its agreement with at a limit point, and continuity at an isolated point, The lower and upper Darboux integrals of a bounded on as and , Darboux integrability as their equality, and the notation ).
Order-convexity: if then every real between and lies in , so the closed interval with endpoints and is contained in (Intervals of : the nine order-convex forms, nondegeneracy, and length).
, , and for integrable on a closed bounded interval containing one has (The integral with oriented limits: and , For : is integrable on if and only if it is integrable on and on , and then ; with the oriented form for arbitrary , claim 3).
First fundamental theorem: if is integrable on with and continuous at , then has derivative at as a function on ; written out, for every real there is a real with for every with (The first fundamental theorem: if is integrable on and continuous at , then ; in particular a continuous has as a primitive, The derivative of at a point that is a limit point of , and differentiability on a set, The - limit of at a limit point of ).
Second fundamental theorem: if is differentiable at every point of with integrable there, then (The second fundamental theorem: if is differentiable on with and is integrable, then ).
If is continuous on an order-convex and differentiable with at every interior point of , then is constant on (A function continuous on an interval whose derivative vanishes at every interior point of is constant on ; consequently two such functions with the same derivative differ by a constant).
A differentiable function is continuous, and the restriction of a function differentiable at to a subset still having as a limit point is differentiable at with the same derivative; every point of a nondegenerate interval 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, Intervals of : the nine order-convex forms, nondegeneracy, and length).
Ordered-field arithmetic and minima of two reals: the order is total and transitive, and is a real that is both (Maximum and minimum of a set, Ordered field, Complete ordered field (least-upper-bound property)).
Proof
is defined. For the closed interval with endpoints and lies in by [L2], is continuous there, hence integrable when by [L1], and by [L3]; so names a real for every .
A closed neighbourhood inside . Fix . If some element of is , choose with ; otherwise put . If some element of is , choose with ; otherwise put . Not both and , since would then have as its only element; so , and by [L2].
Claim 2. Let be primitives of on and put . Then is differentiable at every point of with there, in particular at every interior point of , and is continuous on by [L7]; so [L6] gives a real with .
Put if and , if , and if ; in every case .
is integrable on by [L1], and for , [L3] applied to the points inside the closed interval with endpoints and , which lies in by [L2], gives .
Every point of within of lies in . Let with . If then has an element below , so and , whence . If then symmetrically . And covers . So .
Hence for with , , the constant cancelling.
By [L4] applied on at the point , fix a real with for every with , and put .
Every with lies in by step 3.1, so by step 3.2 and step 3.3, .
As was arbitrary and is a limit point of by [L7], is differentiable at with ; since was arbitrary, is a primitive of on , which is claim 1.
Claim 3. Let in and let be a primitive of on . Then by [L2], the restriction of to is differentiable at every point of with derivative there by [L7], and is integrable on by [L1]; so [L5] gives .
Remarks
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Steps 1.2, 2.1 and 3.1 are the only work beyond citing the two fundamental theorems. The first fundamental theorem: if is integrable on and continuous at , then ; in particular a continuous has as a primitive is stated on a closed bounded interval, while here may be open, half-open or unbounded, so the derivative it produces is the derivative of a restriction. What those steps supply is a closed subinterval that contains all points of within of , after which the difference quotients of and of the restriction agree on a punctured neighbourhood and the - statement transfers verbatim.
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"Two primitives differ by a constant" is not re-minted here. A function continuous on an interval whose derivative vanishes at every interior point of is constant on ; consequently two such functions with the same derivative differ by a constant already states exactly that, in its second clause, for functions with equal derivatives on an order-convex domain; claim 2 is that statement applied to .
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Order-convexity of is essential to claim 2 and harmless elsewhere. On a domain in two pieces a function may be constant on each with different constants, which is why A function continuous on an interval whose derivative vanishes at every interior point of is constant on ; consequently two such functions with the same derivative differ by a constant carries the same hypothesis. Claims 1 and 3 use it only to know that closed subintervals spanned by points of lie in .
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Forward references, orientation only. The two witnesses bounding the scope of this corollary are The sign function is Riemann integrable on and has no primitive there ↗ and A function differentiable on whose derivative is unbounded, hence not Riemann integrable ↗ on the companion page; nothing above depends on either.
Depends on
The first fundamental theorem: if is integrable on and continuous at , then ; in particular a continuous has as a primitive
The second fundamental theorem: if is differentiable on with and is integrable, then
The integral function of an integrable
A function continuous on an interval whose derivative vanishes at every interior point of is constant on ; consequently two such functions with the same derivative differ by a constant
A continuous function on is Riemann integrable, by Heine-Cantor and Riemann's criterion
For : is integrable on if and only if it is integrable on and on , and then ; with the oriented form for arbitrary
A function differentiable at is continuous at
The integral with oriented limits: and
The derivative of at a point that is a limit point of , and differentiability on a set
The - limit of at a limit point of
Continuity of at a point of and on : the - condition, its agreement with at a limit point, and continuity at an isolated point
Intervals of : the nine order-convex forms, nondegeneracy, and length
Maximum and minimum of a set
The lower and upper Darboux integrals of a bounded on as and , Darboux integrability as their equality, and the notation
Ordered field
Complete ordered field (least-upper-bound property)