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Fundamental Theorem of Calculus is fundamental !

May 11, 2009 Leave a comment Go to comments

Most of my students do not seem to understand the two concepts of integrals. I have been there as well, so I did not blame them for not understanding the concept of integrals.  Even I sometimes forget. From that reason I try to post what the fundamental theorem of calculus means exactly.

It is all started with the definition first definition of integrals, which is formulated by the famous mathematician Bernhard Riemann. This is called the definite integral, or \int_a^b f(x) dx .

We can think that \int_a^b f(x) dx as the area below the curve f(x), see the picture below.

kalkulusThus,\int_a^b f(x) dx is the area S. As a first approximation, we shall divide the interval (a,b) into an equal number of segments, say \Delta x. Then we can approximate the area of S as follows:

\int_a^b f(x) dx \approx \sum_{i=0}^n f(x_i) \Delta x.

The right hand side of the equation above is called the Riemann sum. Our final step to find the value of definite integral is to take limit the Riemann sum as \Delta x \rightarrow 0,

\int_a^b f(x) dx = \lim_{\Delta x \rightarrow 0} \sum_{i=0}^n f(x_i) \Delta x.

Now, the second concept about integrals will be explained. This concept is called the indefinite integral or is also usually called the anti-derivative. Suppose F,f are functions of x such that F'(x)=f(x) (or we can say that the derivative of F(x) is f(x) or, the anti-derivative of f(x) is F(x)), then

\int f(x) dx = F(x) + C,

where C is a constant real number.

Hence, these two are two different concepts that are not related one to another. However, there is a great theorem that relates those two. The theorem perfectly and comfortably links the limit of Riemann sum and the anti-derivative. Actually there are two great theorems.

First Fundamental Theorem of Calculus Suppose f is a continuous function defined on closed interval [a,b] and define F as

F(x) = \int_a^x f(t) dt,

then F is continuous and differentiable, moreover, F'(x) = f(x).

Second Fundamental Theorem of Calculus Supposef is a function defined on closed interval [a,b] and F is the anti-derivative of f. If f is integrable on [a,b], then

\int_a^b f(x) dx = F(b) - F(a).

Therefore, if we want to compute, for examples, \int_0^1 x^2 dx, we don’t have to find the limit of Riemann sum of \sum_{i=0}^n x_i^2 \Delta x as \Delta x goes to zero.

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