Fundamental theorem of calculus

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Part of a series of articles about

Calculus

 Fundamental theorem
 Leibniz integral rule
 Limits of functions
 Continuity
 Mean value theorem
 Rolle's theorem

Differential[show]

Integral[show]

Series[show]

Vector[show]

Multivariable[show]

Specialized[show]

Glossary of calculus[show]

 v
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The fundamental theorem of calculus is a theorem that links the concept

of differentiating a function with the concept of integrating a function.
The first part of the theorem, sometimes called the first fundamental theorem of
calculus, states that one of the antiderivatives (also called indefinite integral), say F, of
some function f may be obtained as the integral of f with a variable bound of integration.
This implies the existence of antiderivatives for continuous functions.[1]
Conversely, the second part of the theorem, sometimes called the second
fundamental theorem of calculus, states that the integral of a function f over
some interval can be computed by using any one, say F, of its infinitely
many antiderivatives. This part of the theorem has key practical applications, because
explicitly finding the antiderivative of a function by symbolic integration avoids numerical
integration to compute integrals. This provides generally a better numerical accuracy.

Contents

 1History

 2Geometric meaning

 3Physical intuition

 4Formal statements

o 4.1First part

o 4.2Corollary

o 4.3Second part

 5Proof of the first part

 6Proof of the corollary

 7Proof of the second part

 8Examples

 9Generalizations

 10See also

 11Notes

 12References

o 12.1Bibliography

 13Further reading

 14External links

History[edit]
See also: History of calculus

The fundamental theorem of calculus relates differentiation and integration, showing

that these two operations are essentially inverses of one another. Before the discovery
of this theorem, it was not recognized that these two operations were related.
Ancient Greek mathematicians knew how to compute area via infinitesimals, an
operation that we would now call integration. The origins of differentiation likewise
predate the Fundamental Theorem of Calculus by hundreds of years; for example, in
the fourteenth century the notions of continuity of functions and motion were studied by
the Oxford Calculators and other scholars. The historical relevance of the Fundamental
Theorem of Calculus is not the ability to calculate these operations, but the realization
that the two seemingly distinct operations (calculation of geometric areas, and
calculation of velocities) are actually closely related.
The first published statement and proof of a rudimentary form of the fundamental
theorem, strongly geometric in character, [2] was by James Gregory (1638–1675).[3][4] Isaac
Barrow (1630–1677) proved a more generalized version of the theorem, [5] while his
student Isaac Newton (1642–1727) completed the development of the surrounding
mathematical theory. Gottfried Leibniz (1646–1716) systematized the knowledge into a
calculus for infinitesimal quantities and introduced the notation used today.

Geometric meaning[edit]

The area shaded in red stripes is close to h times f(x). Alternatively, if the function A(x) were known, this area
would be exactly A(x + h) − A(x). These two values are approximately equal, particularly for small h.

For a continuous function y = f(x) whose graph is plotted as a curve, each value of x has

a corresponding area function A(x), representing the area beneath the curve between 0
and x. The function A(x) may not be known, but it is given that it represents the area
under the curve.
The area under the curve between x and x + h could be computed by finding the area
between 0 and x + h, then subtracting the area between 0 and x. In other words, the
area of this “strip” would be A(x + h) − A(x).
There is another way to estimate the area of this same strip. As shown in the
accompanying figure, h is multiplied by f(x) to find the area of a rectangle that is
approximately the same size as this strip. So:
In fact, this estimate becomes a perfect equality if we add the red portion of the
"excess" area shown in the diagram. So:
Rearranging terms:
.
As h approaches 0 in the limit, the last fraction can be shown to go to zero.
[6]
 This is true because the area of the red portion of excess region is less
than or equal to the area of the tiny black-bordered rectangle. More precisely,
where  and  are points where f reaches its maximum and its minimum,
respectively, in the interval [x, x + h]. By the continuity of f, the latter
expression tends to zero as h does. Therefore, the left-hand side tends to
zero as h does, which implies
This implies f(x) = A′(x). That is, the derivative of the area
function A(x) exists and is the original function f(x); so, the area
function is simply an antiderivative of the original function. Computing
the derivative of a function and finding the area under its curve are
"opposite" operations. This is the crux of the Fundamental Theorem
of Calculus.

Physical intuition
Infinitesimal
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Infinitesimals (ε) and infinities (ω) on the surreal number line (ε = 1/ω)
In mathematics, infinitesimals or infinitesimal numbers are quantities that are closer
to zero than any standard real number, but are not zero. They do not exist in the
standard real number system, but do exist in many other number systems, such as
the surreal numbers and hyperreal numbers, which can be thought of as the real
numbers augmented with a system of infinitesimal quantities, as well as infinite
quantities, which are the reciprocals of the infinitesimals.
They were famously introduced in the development of calculus, where the derivative
was originally thought of as a ratio of two infinitesimal quantities. This definition, like
much of the mathematics of the time, was not formalized in a perfectly rigorous way. As
a result, subsequent formal treatments of calculus tended to drop the infinitesimal
viewpoint in favor of limits, which can be performed using the standard reals.
Infinitesimals regained popularity in the 20th century with Abraham Robinson's
development of nonstandard analysis and the hyperreal numbers, which showed that a
formal treatment of infinitesimal calculus was possible, after a long controversy on this
topic by centuries of mathematics. Following this was the development of the surreal
numbers, a closely related formalization of infinite and infinitesimal numbers that
includes both the hyperreal numbers and ordinal numbers, and which is the
largest ordered field.
The insight with exploiting infinitesimals was that entities could still retain certain specific
properties, such as angle or slope, even though these entities were infinitely small. [1] The
word infinitesimal comes from a 17th-century Modern Latin coinage infinitesimus, which
originally referred to the "infinity-th" item in a sequence. Infinitesimals are a basic
ingredient in the procedures of infinitesimal calculus as developed by Leibniz, including
the law of continuity and the transcendental law of homogeneity. In common speech, an
infinitesimal object is an object that is smaller than any feasible measurement, but not
zero in size—or, so small that it cannot be distinguished from zero by any available
means. Hence, when used as an adjective in mathematical use, "infinitesimal" means
"infinitely small", or smaller than any standard real number. To give it a meaning,
infinitesimals are often compared to other infinitesimals of similar size (as in
a derivative). Infinitely many infinitesimals are summed to produce an integral.
The concept of infinitesimals was originally introduced around 1670 by either Nicolaus
Mercator or Gottfried Wilhelm Leibniz.[2] Archimedes used what eventually came to be
known as the method of indivisibles in his work The Method of Mechanical Theorems to
find areas of regions and volumes of solids. [3] In his formal published treatises,
Archimedes solved the same problem using the method of exhaustion. The 15th century
saw the work of Nicholas of Cusa, further developed in the 17th century by Johannes
Kepler, in particular calculation of area of a circle by representing the latter as an
infinite-sided polygon. Simon Stevin's work on decimal representation of all numbers in
the 16th century prepared the ground for the real continuum. Bonaventura Cavalieri's
method of indivisibles led to an extension of the results of the classical authors. The
method of indivisibles related to geometrical figures as being composed of entities
of codimension 1. John Wallis's infinitesimals differed from indivisibles in that he would
decompose geometrical figures into infinitely thin building blocks of the same dimension
as the figure, preparing the ground for general methods of the integral calculus. He
exploited an infinitesimal denoted 1/∞ in area calculations.
The use of infinitesimals by Leibniz relied upon heuristic principles, such as the law of
continuity: what succeeds for the finite numbers succeeds also for the infinite numbers
and vice versa; and the transcendental law of homogeneity that specifies procedures for
replacing expressions involving inassignable quantities, by expressions involving only
assignable ones. The 18th century saw routine use of infinitesimals by mathematicians
such as Leonhard Euler and Joseph-Louis Lagrange. Augustin-Louis Cauchy exploited
infinitesimals both in defining continuity in his Cours d'Analyse, and in defining an early
form of a Dirac delta function. As Cantor and Dedekind were developing more abstract
versions of Stevin's continuum, Paul du Bois-Reymond wrote a series of papers on
infinitesimal-enriched continua based on growth rates of functions. Du Bois-Reymond's
work inspired both Émile Borel and Thoralf Skolem. Borel explicitly linked du Bois-
Reymond's work to Cauchy's work on rates of growth of infinitesimals. Skolem
developed the first non-standard models of arithmetic in 1934. A mathematical
implementation of both the law of continuity and infinitesimals was achieved
by Abraham Robinson in 1961, who developed nonstandard analysis based on earlier
work by Edwin Hewitt in 1948 and Jerzy Łoś in 1955. The hyperreals implement an
infinitesimal-enriched continuum and the transfer principle implements Leibniz's law of
continuity. The standard part function implements Fermat's adequality.
Vladimir Arnold wrote in 1990:
Nowadays, when teaching analysis, it is not very popular to talk about infinitesimal
quantities. Consequently present-day students are not fully in command of this
language. Nevertheless, it is still necessary to have command of it. [4]

Contents

 1History of the infinitesimal

 2First-order properties

 3Number systems that include infinitesimals

o 3.1Formal series

 3.1.1Laurent series

 3.1.2The Levi-Civita field

 3.1.3Transseries

o 3.2Surreal numbers

o 3.3Hyperreals

o 3.4Superreals

o 3.5Dual numbers
 o 3.6Smooth infinitesimal analysis

 4Infinitesimal delta functions

 5Logical properties

 6Infinitesimals in teaching

 7Functions tending to zero

 8Array of random variables

 9See also

 10Notes

 11References

History of the infinitesimal[edit]

The notion of infinitely small quantities was discussed by the Eleatic School.
The Greek mathematician Archimedes (c. 287 BC – c. 212 BC), in The Method of
Mechanical Theorems, was the first to propose a logically rigorous definition of
infinitesimals.[5] His Archimedean property defines a number x as infinite if it satisfies the
conditions |x|>1, |x|>1+1, |x|>1+1+1, ..., and infinitesimal if x≠0 and a similar set of
conditions holds for x and the reciprocals of the positive integers. A number system is
said to be Archimedean if it contains no infinite or infinitesimal members.
The English mathematician John Wallis introduced the expression 1/∞ in his 1655
book Treatise on the Conic Sections. The symbol, which denotes the reciprocal, or
inverse, of ∞, is the symbolic representation of the mathematical concept of an
infinitesimal. In his Treatise on the Conic Sections, Wallis also discusses the concept of
a relationship between the symbolic representation of infinitesimal 1/∞ that he
introduced and the concept of infinity for which he introduced the symbol ∞. The
concept suggests a thought experiment of adding an infinite number
of parallelograms of infinitesimal width to form a finite area. This concept was the
predecessor to the modern method of integration used in integral calculus. The
conceptual origins of the concept of the infinitesimal 1/∞ can be traced as far back as
the Greek philosopher Zeno of Elea, whose Zeno's dichotomy paradox was the first
mathematical concept to consider the relationship between a finite interval and an
interval approaching that of an infinitesimal-sized interval.
Infinitesimals were the subject of political and religious controversies in 17th century
Europe, including a ban on infinitesimals issued by clerics in Rome in 1632. [6]
Prior to the invention of calculus mathematicians were able to calculate tangent lines
using Pierre de Fermat's method of adequality and René Descartes' method of normals.
There is debate among scholars as to whether the method was infinitesimal or algebraic
in nature. When Newton and Leibniz invented the calculus, they made use of
infinitesimals, Newton's fluxions and Leibniz' differential. The use of infinitesimals was
attacked as incorrect by Bishop Berkeley in his work The Analyst.[7] Mathematicians,
scientists, and engineers continued to use infinitesimals to produce correct results. In
the second half of the nineteenth century, the calculus was reformulated by Augustin-
Louis Cauchy, Bernard Bolzano, Karl Weierstrass, Cantor, Dedekind, and others using
the (ε, δ)-definition of limit and set theory. While the followers of Cantor, Dedekind, and
Weierstrass sought to rid analysis of infinitesimals, and their philosophical allies
like Bertrand Russell and Rudolf Carnap declared that infinitesimals
are pseudoconcepts, Hermann Cohen and his Marburg school of neo-
Kantianism sought to develop a working logic of infinitesimals. [8] The mathematical study
of systems containing infinitesimals continued through the work of Levi-Civita, Giuseppe
Veronese, Paul du Bois-Reymond, and others, throughout the late nineteenth and the
twentieth centuries, as documented by Philip Ehrlich (2006). In the 20th century, it was
found that infinitesimals could serve as a basis for calculus and analysis (see hyperreal
numbers).

First-order properties