Processing math: 100%

Wednesday, February 1, 2017

Fundamental Theorem of Calculus

Theorem. Assume that f:[a,b]R is differentiable on [a,b] and f is in L1. Then baf(x)dx=f(b)f(a).

Remark. This proof is a slightly simplified version of the proof of Theorem 7.21 in Rudin's Real and Complex Analysis, 3rd edition.

Proof. Let l be a lower-semicontinuous function on [a,b] such that l(x)>f(x) for all x[a,b]. Define G:[a,b]R by G(x)=xal(t)dt[f(x)f(a)]. Then for each x[a,b), we have G(x+h)G(x)h(inft[x,x+h]l(t))f(x+h)f(x)h and thus lim infh0+G(x+h)G(x)hlim infh0+l(x+h)f(x)l(x)f(x)>0. This shows that G is increasing on [a,b) and by continuity, G(b)G(a)=0. From this, we have bal(t)dtf(b)f(a). By the Vitali-Caratheodory theorem, f can be approximated from above by lower-semicontinuous functions in L1. Thus it follows that baf(t)dtf(b)f(a). Replacing f by f proves the other direction and hence the claim follows. ////

1 comment: