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Suppose if $\phi(x)$ and its derivative is $f(x)$

Let's try to find following $$\int f(x)$$ $$\int f(x)=\phi(x)+c$$

So in indefinite integration we say that integrand would be the derivative of integral.

But as we raise limits to integration like following

$$\int_{a}^{b}f(x)$$

We say that it is actually equal to net area under $f(x)$ from $a$ to $b$ provided $f(x)$ is continuous in $(a,b)$. By "net area", I mean $\text {area}$ above $X \text { axis }-\text{area}$ below $X \text{ axis }$.

So by this definition we can say,

$$\int_{a}^{b}f(x)=\lim_{h\to 0}h\left(f(a)+f(a+h)+f(a+2h)\cdots\cdots f(a+(n-1)h)\right)\tag{1}$$

In above equation $n\rightarrow \infty$

But we also magically say that $$\int_{a}^{b}f(x)=\phi(b)-\phi(a)$$, how we can say this because by definition this looks totally different. Any proof? I didn't find the explanation for $$\phi(b)-\phi(a)$$.

I tried to prove it. My attempt is as follows:-

$$f(a)=\lim_{h\to 0}\dfrac{\phi(a+h)-\phi(a)}{h}$$ $$f(a+h)=\lim_{h\to 0}\dfrac{\phi(a+2h)-\phi(a+h)}{h}$$ $$f(a+2h)=\lim_{h\to 0}\dfrac{\phi(a+3h)-\phi(a+2h)}{h}$$

So by this we can write $f(a+(n-1)h)=\lim_{h\to 0}\dfrac{\phi(a+nh)-\phi(a+(n-1)h)}{h}$

Putting these values in equation $1$

$$\int_{a}^{b}f(x)=\lim_{h\to 0}h\cdot\dfrac{\left(\phi(a+h)-\phi(a)+\phi(a+2h)-\phi(a+h)+\phi(a+3h)-\phi(a+2h)\cdot\cdots+\phi(a+nh)-\phi(a+(n-1)h)\right)}{h}$$ $$\int_{a}^{b}f(x)=\lim_{h\to 0}\phi(a+nh)-\phi(a)$$

As we know $a+nh=b$

$$\int_{a}^{b}f(x)=\phi(b)-\phi(a)$$

So we proved everything but still we were able to prove this when we had the definition of $\int_{a}^{b}f(x)$ in place. How on earth would somebody be able to construct this definition when we just know $\int f(x)=\phi(x)+c$?

user3290550
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  • You're not using the standard definition of a definite integral. Use Riemann sums. The connection between definite integrals and antiderivatives is given by the fundamental theorem of calculus. – Oliver Jones Dec 31 '19 at 05:47
  • You just showed how to express values of $f$ in terms of differential quotients of $\phi$ based only on the knowledge that $\phi$ is its antiderivative. Then adding them up we see that the middles cancel out and the areas of rectangles add up to the overall difference of $\phi$ values. This is roughly how the FTC was originally proved, only it was done in geometric language of areas and tangents, see Barrow's Fundamental Theorem. The definition with limits came 200 years later. – Conifold Dec 31 '19 at 05:52
  • @OliverJones, but according to fundamental theorem of calculus, standard definition of definite integral is the same as I mentioned and textbooks also mention the same definition, what am I missing here? – user3290550 Dec 31 '19 at 06:20
  • @user3290550 You're not missing anything. Your definition is correct; it's just not standard. Does your text mention Riemann sums? – Oliver Jones Dec 31 '19 at 06:44
  • @user3290550 Your proof of the fundamental theorem is also unusual. – Oliver Jones Dec 31 '19 at 06:45
  • @user3290550 Finally, I'm not sure what you're asking with your last question. – Oliver Jones Dec 31 '19 at 06:49
  • in my proof, by mistake I wrote $\phi(a)$ as $\phi(a+(n-1)h)$, I corrected that, if you are referring to that. Otherwise I don't see any other thing which is unusual.

    In my textbooks, reimann sums are not discussed

    – user3290550 Dec 31 '19 at 06:52
  • @user3290550 No, that's not what I meant. What's unusual is that the fundamental theorem of calculus is usually proved using the result $\displaystyle{\frac{d}{dx}\int_a^xf(t)dt=f(x)}$. – Oliver Jones Dec 31 '19 at 07:27
  • @user3290550 Your last question is odd. The definite integral came first; antiderivatives came later after they discovered the fundamental theorem. – Oliver Jones Dec 31 '19 at 07:30
  • @user3290550 Actually, I do have a problem with your proof. How do you prove $\displaystyle{f(a)=\lim_{h\rightarrow 0}\frac{\phi(a+h)-\phi(a)}{h}}$? – Oliver Jones Dec 31 '19 at 07:42
  • because $f(x)$ is the derivative of $\phi(x)$, i wrote that in the beginning itself – user3290550 Dec 31 '19 at 10:15
  • @user3290550 Okay. Your proof is fine then. – Oliver Jones Dec 31 '19 at 10:17
  • so now did you understand my question, I will just again summarize it, "we were able to prove $\int_{a}^{b} f(x)dx=\phi(b)-\phi(a)$ only by the definition of definite integral. So I wanted to know the proof of that definition." – user3290550 Dec 31 '19 at 10:22
  • @user3290550 The point you seem to be missing is that the definite integral is defined without reference to an antiderivative. – Oliver Jones Jan 01 '20 at 02:02

1 Answers1

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Let's limit ourselves to continuous functions over intervals.

Your “proof” is essentially correct, but it begs the question. More precisely, how do you know that every continuous function $f$ over the interval $[a,b]$ has an antiderivative?

If you can produce one, then there is no problem, but can you show a function $\varphi$ such that its derivative is $$ f(x)=\sqrt[3]{\arctan\bigl(\sqrt{x^2+9}-\log(13^x+1)\bigr)} $$ or, more simply, $f(x)=e^{-x^2}$?

The fundamental theorem of calculus does exactly that: it shows that every continuous function over an interval $I$ has an antiderivative.

Let $f$ be a continuous function over the interval $[a,b]$. A partition $P$ of $[a,b]$ is a finite sequence $P=\{x_0=a,x_1,\dots,x_{n-1},x_n=b\}$, with $x_0<x_1<\dots<x_{n-1}<x_n$; the lower sum relative to $P$ is $$ L(P)=\sum_{k=1}^n m_k(x_{k}-x_{k-1}) $$ where $m_k$ is the minimum of $f$ over the interval $[x_{k-1},x_k]$. The upper sum is $$ U(P)=\sum_{k=1}^n M_k(x_{k}-x_{k-1}) $$ where $M_k$ is the maximum of $f$ over the interval $[x_{k-1},x_k]$. The big result is that

the infimum of the upper sums equals the supremum of the lower sums.

Then we can define $$ \int_a^b f(t)\,dt $$ to be this common infimum and supremum. Next, we can define $$ \varphi(x)=\int_a^x f(t)\,dt $$ for $x\in[a,b]$ and prove that $\varphi'(x)=f(x)$, for every $x\in(a,b)$ (the fundamental theorem of calculus). As a consequence of the fact that two antiderivatives of $f$ differ by a constant, we can now state that, if $\varphi$ is any antiderivative of $f$, then $$ \int_a^b f(t)\,dt=\varphi(b)-\varphi(a) $$ Without the FTC and the previous definition of the integral, you cannot know that an antiderivative exists to begin with.

egreg
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  • Note: If a function is not derivative of some function, then we can't calculate $\int_{a}^{b}f(x)dx$. Is there any confusion in this, its the basic foundation of integration. Any counter example? – user3290550 Dec 31 '19 at 23:30
  • @user3290550 As I said, the problem is in the other direction: can you prove *without* defining the integral that a continuous function has an antiderivative? – egreg Dec 31 '19 at 23:33
  • ok , I understood your confusion, let me clear that.

    Q-$1$: If the derivative of a function is continuous, is that function continuous. (Yes or No)

    – user3290550 Dec 31 '19 at 23:37
  • If Yes, then it means if the derivative is continuous, then its anti-derivative would be continuous. – user3290550 Dec 31 '19 at 23:40
  • Statement 1:-If the derivative of a function is continuous, then the function would be continuous.

    Statement 2:- If the function is continuous, then its anti-derivative would be continuous.

    Statement 1 and Statement 2 are same. Now its upon you to think whether they are true or not.

    – user3290550 Dec 31 '19 at 23:42
  • @user3290550 Last time: how do you know that a continuous function has an antiderivative? Of course this antiderivative would be continuous, being differentiable by definition. But this is irrelevant until you prove its existence. – egreg Dec 31 '19 at 23:49
  • ok so you mean to say that my proof is valid only when there exists an anti-derivative? If yes, then do we calculate those definite integrals which don't have anit-derivative as limit of sum or more mathematically "Riemann sum" – user3290550 Dec 31 '19 at 23:53
  • @user3290550 Continuous functions do have antiderivatives. In general, however, they cannot be expressed in terms of “elementary functions”. And generally you can't compute integrals in closed form. See https://math.stackexchange.com/questions/523824/what-is-the-antiderivative-of-e-x2/523831#523831 – egreg Jan 01 '20 at 00:08