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For a periodic function we have: $$\int_{b}^{b+a}f(t)dt = \int_{b}^{na}f(t)dt+\int_{na}^{b+a}f(t)dt = \int_{b+a}^{(n+1)a}f(t)dt+\int_{an}^{b+a}f(t)dt = \int_{na}^{(n+1)a}f(t)dt = \int_{0}^{a}f(t)dt.$$ , but I don't understand how we obtain $\int _{b+a}^{\left(n+1\right)a}\:f\left(t\right)\:dt=\int _b^{na}\:f\left(t\right)dt$ in our equality?

Lucas
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3 Answers3

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If $a$ is the length of one period, then $f(t)=f(t-a)$ and so on. Then

$\int_{b+a}^{na+a}f(t)dt=\int_{b+a}^{na+a}f(t-a)dt=\text{(take $u=t-a$)}=\int_{b}^{na}f(u)du$

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Let $F$ be a primitive of $f$. Then, by the fundamental theorem of calculus, one has

$ \frac{d}{db} \int_{b}^{b+a}f(t)dt= \frac{d}{db} [F(b+a)-F(b)]=F^ \prime (b+a)-F^ \prime (b)=f(b+a)-f(b)=0.$

since $f$ is $a$-periodic. Then, the integral $\int_{b}^{b+a}f(t)dt$ is independent of $b$, so one can take $b=0$.

Idris Addou
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  • Thank you,but I want to understand something else, how we demonstrate that $\int _{b+a}^{\left(n+1\right)a}:f\left(t\right):dt$ is equal with $\int _b^{na}:f\left(t\right)dt$ ? – Lucas Apr 16 '15 at 22:26
  • This is a simpler question: it suffices to perform the change of variable $u=t-a$ in your right hand integral, you will got the left one after using the fact that $f$ is $a$-periodic, namely $f(t-a)=f(t)$. – Idris Addou Apr 16 '15 at 22:36
  • I know that was a simple question, but is my first time after a long time when I comeback to "play math", I forgot some things.. :D – Lucas Apr 16 '15 at 22:42
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What does it mean for a function to have a period $a$ ? Informally, it means that the function values gets repeated after an increment of $a$ in the $x-$value. (domain value). Notationally,

$$a\textrm{ is period of }f\iff f(x)=f(x+a)~\forall~x,x+a\in\textrm{Dom(f)}$$

That gives us $na=na+a=n(a+1)$ and $b=b+a$ since $na$ and $b$ are domain values ($x-$values) for $f$ and $a$ is the period.

So, the definite integral remains the same.

Here's a simple diagram:

Image