MHB First fundamental theorem of Calculus

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The First Fundamental Theorem of Calculus states that if a function \( f \) is integrable on \([a,b]\) and \( F(x) = \int_a^x f(t) dt \), then \( F \) is differentiable at points where \( f \) is continuous, with \( F'(x_0) = f(x_0) \). An example is provided with a piecewise function \( f(x) \) that is not continuous at \( x = 0 \), leading to \( F(x) = |x| - 1 \). The differentiability of \( F \) at \( 0 \) fails because the left-hand and right-hand limits of the derivative do not match, resulting in a non-existent limit. This illustrates the importance of continuity in the application of the theorem.
evinda
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Hello! :)

I am looking at the theorem:
"$f:[a,b] \to \mathbb{R}$ integrable
We suppose the function $F:[a,b] \to \mathbb{R}$ with $F(x)=\int_a^x f$.If $x_0$ a point where $f$ is continuous $\Rightarrow F$ is integrable at $ x_0$ and $F'(x_0)=f(x_0)$".

There is a remark that the theorem stands only if $f$ is continuous and there is the following example:

$f(x)=\left\{\begin{matrix}
-1,-1 \leq x \leq 0\\
1,0 < x \leq 1
\end{matrix}\right.$
which is not continuous at $0$.
Then,according to the textbook, the function $F(x)$ is equal to $|x|-1$..But,why is it like that??And also why is $F$ not differentiable at $0$?? :confused:
 
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Well on the intervals [-1,0] and (0,1] $f$ is constant, so it doesn't matter which points you pick for the Riemann sums you get:

[math]\int_{-1}^x f(t)\ dt = -x - 1[/math] for $x \in [-1,0]$

[math]\int_0^x f(t)\ dt = x[/math] for $x \in (0,1]$

(I urge you to actually calculate these Riemann sums).

From these integrals, we see that for $x \in [0,1]$:

[math]\int_{-1}^x f(t)\ dt = \int_{-1}^0 f(t)\ dt + \int_0^x f(t)\ dt = -1 + x[/math],

so that in all cases, $F(x) = |x| - 1$.

The problem with the differentiability of $F$ is in trying to determine $F'(0)$, we have:

[math]\lim_{h \to 0^-} \frac{F(0+h) - F(0)}{h}[/math]

[math] = \lim_{h \to 0^-} \frac{[-(0+h) - 1] - (0 - 1)}{h}[/math]

[math] = \lim_{h \to 0^-} \frac{-h}{h} = -1[/math]

whereas:

[math]\lim_{h \to 0^+} \frac{F(0+h) - F(0)}{h}[/math]

[math] = \lim_{h \to 0^+} \frac{[(0+h) - 1] - (0 - 1)}{h}[/math]

[math] = \lim_{h \to 0^+} \frac{h}{h} = 1[/math],

so this limit does not exist.
 
Deveno said:
Well on the intervals [-1,0] and (0,1] $f$ is constant, so it doesn't matter which points you pick for the Riemann sums you get:

[math]\int_{-1}^x f(t)\ dt = -x - 1[/math] for $x \in [-1,0]$

[math]\int_0^x f(t)\ dt = x[/math] for $x \in (0,1]$

(I urge you to actually calculate these Riemann sums).

From these integrals, we see that for $x \in [0,1]$:

[math]\int_{-1}^x f(t)\ dt = \int_{-1}^0 f(t)\ dt + \int_0^x f(t)\ dt = -1 + x[/math],

so that in all cases, $F(x) = |x| - 1$.

The problem with the differentiability of $F$ is in trying to determine $F'(0)$, we have:

[math]\lim_{h \to 0^-} \frac{F(0+h) - F(0)}{h}[/math]

[math] = \lim_{h \to 0^-} \frac{[-(0+h) - 1] - (0 - 1)}{h}[/math]

[math] = \lim_{h \to 0^-} \frac{-h}{h} = -1[/math]

whereas:

[math]\lim_{h \to 0^+} \frac{F(0+h) - F(0)}{h}[/math]

[math] = \lim_{h \to 0^+} \frac{[(0+h) - 1] - (0 - 1)}{h}[/math]

[math] = \lim_{h \to 0^+} \frac{h}{h} = 1[/math],

so this limit does not exist.

I understand..Thanks a lot! (Nod)
 
There are probably loads of proofs of this online, but I do not want to cheat. Here is my attempt: Convexity says that $$f(\lambda a + (1-\lambda)b) \leq \lambda f(a) + (1-\lambda) f(b)$$ $$f(b + \lambda(a-b)) \leq f(b) + \lambda (f(a) - f(b))$$ We know from the intermediate value theorem that there exists a ##c \in (b,a)## such that $$\frac{f(a) - f(b)}{a-b} = f'(c).$$ Hence $$f(b + \lambda(a-b)) \leq f(b) + \lambda (a - b) f'(c))$$ $$\frac{f(b + \lambda(a-b)) - f(b)}{\lambda(a-b)}...

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