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The Fundamental Theorems of Calculus: Examples and Counterexamples
1 · Prerequisites
- Absolute and Conditional Convergence; Rearrangement; Products
- Binary Operations, Monoids, Groups and Subgroups
- Compactness in Metric Spaces
- Completeness, Completion, and Uniform Continuity
- Construction of the Natural Numbers
- Construction of the Real Numbers via Cauchy Sequences
- Construction of the Real Numbers via Dedekind Cuts
- Continuity, IVT, EVT, and Uniform Continuity
- Countability and Uncountability
- Divisibility, Greatest Common Divisors and Bézout's Identity
- Foundations of the Real Numbers for Analysis
- Limits of Real Functions
- limsup, liminf, and Subsequential Limits
- Metric Spaces
- Monotone Functions, Discontinuities, and Continuity Sets
- Monotone Sequences, Bolzano-Weierstrass, and Cauchy Completeness
- Order, Zorn's Lemma, and the Axiom of Choice
- Power Series and Real-Analytic Functions
- Properties of the Integral and the Working FTC
- Relations, Functions, and Quotients
- Roots, Rational Powers, and Classical Inequalities
- Sequences and Limits
- Sequences and Series of Functions; Uniform Convergence
- Series: Convergence and the Nonnegative Tests
- Sine, Cosine, and the Definition of Pi
- Suprema and Infima
- The Cantor Set, Baire Category, and Measure Zero in ℝ
- The Derivative and the Mean Value Theorems
- The Fundamental Theorems of Calculus
- The Riemann Integral: Definition and Integrability
- The ZFC Axioms and the Basic Set Constructions
- Topology of ℝ
- Vector Spaces, Linear Subspaces, Span and Direct Sums
2 · Summary
3 · Logical flowchart
4 · Definitions, theorems and proofs
None yet.
5 · Examples, counterexamples and false statements
has a bounded derivative discontinuous at that is nevertheless Riemann integrable, and Newton–Leibniz evaluates its integral
Example
Define by
Then is differentiable on , with
The derivative is bounded and is continuous except at , but it is not continuous at . Consequently is Riemann integrable and
Moreover, arbitrarily near the derivative takes the values and up to terms tending to : at and , and for every integer .
Facts & Assumptions
Given: The function above.
Sine and cosine are differentiable with derivatives cosine and negative sine; the chain and product rules apply (The derivatives of sine and cosine are cosine and minus sine, The chain rule, in one line from Carathéodory: if is differentiable at and is differentiable at , then is differentiable at with , Sums, scalar multiples, products and quotients: , , , and when ).
and for every real (Parity and the Pythagorean identity for sine and cosine).
The number is positive, and shifts by alternate the signs of sine and cosine (Pi as twice the smallest positive zero of cosine, Quarter-turn values and shifts by pi/2 and pi).
Reciprocals of positive natural numbers tend to zero (For every in a complete ordered field there is a natural with ).
A bounded function with an at-most-countable discontinuity set is Riemann integrable (A bounded function on whose set of discontinuities is at most countable is Riemann integrable).
Newton--Leibniz holds for a continuous function with an interior derivative having an integrable extension (Newton–Leibniz needs only continuity on , differentiability on , and a Riemann-integrable extension of the interior derivative).
Verification
Since , the quotient has absolute value at most and tends to ; hence .
For , [L1] gives .
By [L2], on , so is bounded. The displayed formula is continuous away from .
By [L3], sine vanishes and cosine equals at , while sine vanishes and cosine equals at ; substituting gives and . Both sequences tend to by [L4], so is discontinuous there.
Thus the discontinuity set is exactly , and [L5] makes Riemann integrable.
Applying [L6] to and yields .
Volterra's function is differentiable everywhere with bounded derivative, but its derivative is not Riemann integrable
Counterexample
There is a differentiable function whose derivative is bounded but not Riemann integrable.
Let be the Smith--Volterra--Cantor set. Put and for . Choose a continuously differentiable cutoff with on and on . For each removed component of , set and define
and put for . The two summands have disjoint interiors of support. Then is differentiable everywhere, on , and is bounded. Nevertheless every interval meeting has oscillation of at least , so fails the Riemann criterion.
Facts & Assumptions
Given: The fat Cantor set and the displayed construction.
At every stage the Smith--Volterra--Cantor construction removes a nonempty open middle interval from each retained interval, and the retained interval lengths are at most at stage (The Smith-Volterra-Cantor set: the same construction removing, at stage , an open middle interval of length from each of the remaining intervals).
The set is closed, nowhere dense, and every interval cover of has total length at least (The Smith-Volterra-Cantor set is compact, perfect and nowhere dense, and does not have measure zero).
The product and chain rules and the derivatives of sine and cosine give for (Sums, scalar multiples, products and quotients: , , , and when , The chain rule, in one line from Carathéodory: if is differentiable at and is differentiable at , then is differentiable at with , The derivatives of sine and cosine are cosine and minus sine).
Sine and cosine have absolute value at most ; , and their values at integer multiples of alternate by the quarter-turn and shift formulas (Parity and the Pythagorean identity for sine and cosine, Pi as twice the smallest positive zero of cosine, Quarter-turn values and shifts by pi/2 and pi).
Reciprocals of positive natural numbers tend to (For every in a complete ordered field there is a natural with ).
Oscillation on a set is the supremum of , and it is monotone under inclusion (The oscillation of on a set and the oscillation at a point, both taken in the extended reals).
A bounded function is Riemann integrable if and only if it has partitions with arbitrarily small upper-minus-lower sum (Riemann's criterion: a bounded on is Darboux integrable if and only if for every real there is a partition with ).
Verification
A concrete cutoff is obtained by taking for , for , and for ; the values and first derivatives agree at both joins.
On a gap the two supports lie in and and are disjoint because . Each summand and its derivative vanish at its cutoff join, so is differentiable throughout every gap.
By [L4], . If lies in a gap, then ; if , this is at most . Hence for every , including and .
By [L3]--[L4], on . Differentiating inside a support gives a sum of and , and on . Since is bounded on its two polynomial pieces, one constant bounds on all gaps and on .
Let be a nondegenerate closed interval meeting . If meets the interior of , choose such a point and then, using the shrinking bound in [L1], a retained interval around it contained in ; its next-stage middle gap lies in . If does not meet the interior, an endpoint of lies in and the interior lies in one removed gap, so gap points approach that endpoint from inside . In either case the endpoint recursion in [L1] keeps the relevant gap endpoint in every later retained stage, hence in . On its adjacent half-support . By [L3]--[L5], the points at distances and from that endpoint eventually lie in the half-support and give derivative values and , whereas step 3.1 gives value at the endpoint. Thus .
Fix any partition and retain its subintervals that meet . These finitely many closed intervals cover , so their total lengths are at least by [L2]. Step 4.2 therefore gives .
The derivative is bounded by step 4.1, but the fixed lower bound in step 5.1 contradicts [L7]. Hence is not Riemann integrable.
A bounded increasing integrand discontinuous at every rational has an integral function nondifferentiable at every rational in
Example
There is a bounded nondecreasing function whose discontinuity set is exactly . On every nondegenerate compact interval , the restriction of is Riemann integrable. Its integral function is differentiable at every irrational point, but at every rational its left and right derivatives exist and are unequal. Thus is nondifferentiable on the dense countable set .
Facts & Assumptions
Given: A nondegenerate interval .
The rationals are countably infinite ( is countably infinite).
For every at-most-countable set there is a bounded nondecreasing function whose discontinuity set is exactly , with unequal finite left and right limits at every point of (Converse to Froda: for every at most countable there is a bounded nondecreasing whose set of discontinuities is exactly , every one of them a jump).
Every monotone function on a compact interval is bounded and Riemann integrable (A monotone function on is Riemann integrable: for the uniform partition into parts the upper minus lower sum telescopes to ).
At a continuity point the integral function has derivative equal to the integrand (The first fundamental theorem: if is integrable on and continuous at , then ; in particular a continuous has as a primitive); at a point with one-sided limits, its one-sided derivatives equal those limits (For an integrable , the one-sided derivatives of equal the corresponding one-sided limits of ; at a jump they are unequal).
The rationals are dense in the reals (Both and are dense in , and every nonempty open subset of is uncountable).
Verification
Apply [L2] to , which is permitted by [L1], and call the resulting function .
Its restriction to is nondecreasing and therefore integrable by [L3].
At every irrational point of , is continuous, so [L4] gives .
At every rational , [L2] gives unequal left and right limits. By [L4] these are the left and right derivatives of , so the two-sided derivative does not exist.
The rational points in are countable by [L1] and dense in every nondegenerate real interval by [L5], so the asserted nondifferentiability set is dense and countable.
Thomae's integrand is discontinuous at every rational, yet its integral function is identically zero and differentiable everywhere
Example
Let be Thomae's function on . Then is Riemann integrable and
Consequently its integral function is identically zero and is differentiable at every point. At every irrational , ; at every rational , is discontinuous and . Thus the derivative of an integral function may exist at every point even though the integrand is discontinuous on a dense set.
Facts & Assumptions
Given: Thomae's function , equal to at a rational with least positive denominator and to at an irrational (The Dirichlet function , and Thomae's function with at a rational in lowest terms with and at every irrational ).
Thomae's continuity points are exactly the irrationals (The Dirichlet function is continuous at no point of , and Thomae's function is continuous at every irrational and at no rational, so its set of continuity points is exactly the set of irrationals and its oscillation at equals ).
The rationals are countable, and subsets of countable sets are countable ( is countably infinite, Every subset of an at most countable set is at most countable).
A bounded function with at most countably many discontinuities is Riemann integrable (A bounded function on whose set of discontinuities is at most countable is Riemann integrable).
Darboux upper sums bound the integral from above, and a nonnegative integrable function has nonnegative integral (For bounded on and a partition : the infimum and supremum of on the -th subinterval, and the lower and upper Darboux sums and , The lower and upper Darboux integrals of a bounded on as and , Darboux integrability as their equality, and the notation , If on and both are integrable then ; and ).
Integral functions and additivity give (The integral function of an integrable , For : is integrable on if and only if it is integrable on and on , and then ; with the oriented form for arbitrary ).
The rationals and irrationals are both dense in the reals (Both and are dense in , and every nonempty open subset of is uncountable).
Verification
The function satisfies , and by [L1] its discontinuity set is , which is countable by [L2]. Hence [L3] makes integrable.
Fix and choose an integer with . The rationals in with least denominator at most form a finite set, since each has a representation with .
Choose finitely many intervals around that finite set with total length below . A partition containing their endpoints has upper contribution below on those intervals because , and below on their complement because every positive value there has denominator greater than . Thus it has upper sum below .
Since , [L4] and the arbitrarily small upper sums in step 2.1 force . The same argument on every subinterval gives .
By [L5], for all , so is identically zero and everywhere, with relative derivatives at and .
By [L6], the rationals and irrationals are both dense. Combining the definition of , [L1], and step 4.1 gives the claimed equality at irrationals and failure at rationals.
The indicator of is discontinuous at , but its integral function has derivative there
Example
Define by
Then is Riemann integrable with integral zero on every subinterval. Its integral function is therefore identically zero, so , although is discontinuous at .
Facts & Assumptions
Given: The sparse-spike function .
The geometric sequence tends to (For the sequence is null, and for the sequence diverges to ).
A bounded function is integrable exactly when, for every , some partition has upper-minus-lower sum below (Riemann's criterion: a bounded on is Darboux integrable if and only if for every real there is a partition with ).
The integral function is (The integral function of an integrable ).
Verification
The function is bounded between and , and every nondegenerate interval contains a point outside the countable spike set, so every lower Darboux sum is .
Given , choose with by [L1]. Put the finitely many spikes in partition intervals of total length below , and put all remaining spikes in . The resulting upper sum is below .
By [L2], is integrable, and steps 1.1--1.2 force its integral to be . The same construction after restriction gives integral on every subinterval.
By [L3] and step 2.1, for every , so its relative derivative at is .
Along the spike sequence , the values are , while ; thus is discontinuous at and .
The Cantor function is continuous, has derivative off a null set, and still rises from to
Counterexample
Let be the Cantor function. It is continuous, , and . At every point outside the Cantor set , the function is constant on a neighbourhood and hence . Since has measure zero, almost everywhere, but
Thus even continuity of the primitive and integrability of the zero function do not make an almost-everywhere derivative identity sufficient for Newton--Leibniz.
Facts & Assumptions
Given: The Cantor set and Cantor function .
The Cantor function is continuous and satisfies , (The Cantor function is continuous on , The Cantor function is well defined, satisfies whenever , is surjective onto , and is constant on every interval removed from the Cantor set).
Every lies in a neighbourhood on which is constant (The Cantor function is well defined, satisfies whenever , is surjective onto , and is constant on every interval removed from the Cantor set).
The derivative of a locally constant function is directly from the difference quotient (The derivative of at a point that is a limit point of , and differentiability on a set).
Verification
If , [L2] makes constant near , so every sufficiently local difference quotient is and [L4] gives .
The exceptional set is contained in , which has measure zero by [L3]; therefore almost everywhere.
By [L1], , despite step 2.1.
Hence the implication from an almost-everywhere zero derivative to zero endpoint change is false without further regularity.
Sources
Standard references
Recommended treatments; not extraction sources.