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 infh→0+G(x+h)−G(x)h≥lim infh→0+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)dt≥f(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)dt≥f(b)−f(a). Replacing f by −f proves the other direction and hence the claim follows. ////
Love this proof!! ^_^ Simplifies it a lot.
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