Proving the fundamental theorem of calculus using limits

"Don't panic!"
Messages
600
Reaction score
8
Would it be a legitimate (valid) proof to use an \epsilon-\delta limit approach to prove the fundamental theorem of calculus?
i.e. as the FTC states that if f is a continuous function on [a,b], then we can define a function F: [a,b]\rightarrow\mathbb{R} such that F(x)=\int_{a}^{x}f(t)dt
Then F is differentiable on (a,b), and \forall\;\; x\in (a,b),
F'(x)=f(x) Is it possible to prove that this is true by showing that for any given \varepsilon >0 we can find a \delta >0 such that \Bigg\vert\frac{F(x+h)-F(x)}{h}-f(x)\Bigg\vert <\varepsilon whenever 0<\delta < h?

(I've found these set of notes https://math.berkeley.edu/~ogus/Math_1A/lectures/fundamental.pdf that uses this approach and it seems legitimate and easy to follow, but I'm unsure whether it's valid or not)?!

(Also, is it valid to say that F'(x)=f(x)\Rightarrow F'=f, i.e. the derivative of the function F is equal to the original function f, such that F(x)=F(a)+\int_{a}^{x}\frac{dF}{dt}dt?)
 
Last edited:
Physics news on Phys.org
You can definitely use the Newton quotient method to prove the fundamental theorem of calculus.
I would try approximating the integral from x to x+h by hf(x) and thus the Newton quotient by f(x).
I would then use the continuity of f to show that this approximation differs from the actual integral by epsilon as h goes to zero.
 
Last edited:
"Don't panic!" said:
Then F is differentiable on (a,b), and \forall\;\; x\in (a,b),
F'(x)=f(x) Is it possible to prove that this is true by showing that for any given \varepsilon >0 we can find a \delta >0 such that \Bigg\vert\frac{F(x+h)-F(x)}{h}-f(x)\Bigg\vert <\varepsilon whenever 0<\delta < h?

Why wouldn't that be valid? (Although, you've got ##h## and ##\delta## the wrong way round in the final inequality.)
 
lavinia said:
You can definitely use the Newton quotient method to prove the fundamental theorem of calculus.
I would try approximating the integral from x to x+h by hf(x) and thus the Newton quotient by f(x).
I would then use the continuity of f to show that this approximation differ from the actual integral by epsilon as h goes to zero.

So the proof given in the link I gave would be a valid one then?! (Sorry for going on a bit, just wanted to double check)

PeroK said:
Why wouldn't that be valid? (Although, you've got hh and δ\delta the wrong way round in the final inequality.)

Whoops, yes thanks for pointing out the mistake. Yes, I couldn't see anything wrong with it myself, but I'm not particularly confident in myself, so wanted to clarify it.
 
"Don't panic!" said:
So the proof given in the link I gave would be a valid one then?! (Sorry for going on a bit, just wanted to double check)

Try doing the proof as I sketched it for yourself.
 
Would the following be correct?

Let f be a continuous function on [a,b] and define a function F: [a,b]\rightarrow\mathbb{R} such that F(x)=\int_{a}^{x}f(t)dt
Now, for small h\in\mathbb{R} we can approximate the difference between the values of F at x and at x+h by hf(x), i.e. F(x+h)-F(x)\approx hf(x)
As f is continuous on [a,b] we know that, for a given number t\in [x,x+h] the following limit exists \lim_{h\rightarrow 0}f(t)=f(x)
In other words, there exists a \delta >0 such that for any \varepsilon >0, 0<h<\delta\;\;\Rightarrow\;\; \bigg\vert f(t)-f(x)\bigg\vert <\varepsilon This implies that f(x)-\varepsilon <f(t)< f(x)+\varepsilon \\ \Rightarrow\;\;\int_{x}^{x+h}\left(f(x)-\varepsilon\right)dt < \int_{x}^{x+h}f(t)dt < \int_{x}^{x+h}\left(f(x)+\varepsilon\right)dt \\ \Rightarrow\;\; \left(f(x)-\varepsilon\right)h < \int_{x}^{x+h}f(t)dt < \left(f(x)+\varepsilon\right)h \\ \Rightarrow\;\; f(x)-\varepsilon < \frac{1}{h}\int_{x}^{x+h}f(t)dt < f(x)+\varepsilon which further implies that \bigg\vert \frac{1}{h}\int_{x}^{x+h}f(t)dt -f(x)\bigg\vert < \varepsilon and as such the limit \lim_{h\rightarrow 0} \frac{1}{h}\int_{x}^{x+h}f(t)dt = f(x) exists.
Finally we note that F(x+h)-F(x)=\int_{a}^{x+h}f(t)dt - \int_{a}^{x}f(t)dt \\ \qquad\qquad\qquad\quad\;= \left(\int_{a}^{x}f(t)dt +\int_{x}^{x+h}f(t)dt\right) - \int_{a}^{x}f(t)dt \\ \qquad\qquad\qquad\quad\;= \int_{x}^{x+h}f(t)dt
and so \lim_{h\rightarrow 0} \frac{1}{h}\int_{x}^{x+h}f(t)dt= \lim_{h\rightarrow 0} \frac{F(x+h)-F(x)}{h} = F'(x) = f(x)
 
Some comments:

"Don't panic!" said:
Would the following be correct?

Let f be a continuous function on [a,b] and define a function F: [a,b]\rightarrow\mathbb{R} such that F(x)=\int_{a}^{x}f(t)dt
Now, for small h\in\mathbb{R} we can approximate the difference between the values of F at x and at x+h by hf(x), i.e. F(x+h)-F(x)\approx hf(x)

I'm not sure why you included this, as you don't use it. That's the "informal" proof, just to use that approximation.
"Don't panic!" said:
As f is continuous on [a,b] we know that, for a given number t\in [x,x+h] the following limit exists \lim_{h\rightarrow 0}f(t)=f(x)
In other words, there exists a \delta >0 such that for any \varepsilon >0, 0<h<\delta\;\;\Rightarrow\;\; \bigg\vert f(t)-f(x)\bigg\vert <\varepsilon

You need to sort out the order of ##\epsilon-\delta## here. And also, you need to think about how ##t## relates to this.

Hint: it should be ##\epsilon## then ##\delta## then ##h## then ##t##

I think the rest is fine, although you might consider why you can take ##h > 0##. This seems to be a flaw in the link as well.

"Don't panic!" said:
This implies that f(x)-\varepsilon <f(t)< f(x)+\varepsilon \\ \Rightarrow\;\;\int_{x}^{x+h}\left(f(x)-\varepsilon\right)dt < \int_{x}^{x+h}f(t)dt < \int_{x}^{x+h}\left(f(x)+\varepsilon\right)dt \\ \Rightarrow\;\; \left(f(x)-\varepsilon\right)h < \int_{x}^{x+h}f(t)dt < \left(f(x)+\varepsilon\right)h \\ \Rightarrow\;\; f(x)-\varepsilon < \frac{1}{h}\int_{x}^{x+h}f(t)dt < f(x)+\varepsilon which further implies that \bigg\vert \frac{1}{h}\int_{x}^{x+h}f(t)dt -f(x)\bigg\vert < \varepsilon and as such the limit \lim_{h\rightarrow 0} \frac{1}{h}\int_{x}^{x+h}f(t)dt = f(x) exists.
Finally we note that F(x+h)-F(x)=\int_{a}^{x+h}f(t)dt - \int_{a}^{x}f(t)dt \\ \qquad\qquad\qquad\quad\;= \left(\int_{a}^{x}f(t)dt +\int_{x}^{x+h}f(t)dt\right) - \int_{a}^{x}f(t)dt \\ \qquad\qquad\qquad\quad\;= \int_{x}^{x+h}f(t)dt
and so \lim_{h\rightarrow 0} \frac{1}{h}\int_{x}^{x+h}f(t)dt= \lim_{h\rightarrow 0} \frac{F(x+h)-F(x)}{h} = F'(x) = f(x)
 
Thanks for your feedback.

PeroK said:
You need to sort out the order of ϵδ\epsilon-\delta here. And also, you need to think about how tt relates to this.

Hint: it should be ϵ\epsilon then δ\delta then hh then tt

So would it be the following?

As f is continuous at x\in [a,b], we have that for any \varepsilon >0 there exists a \delta >0 such that 0<h< \delta (where h>0 is some small positive number). Then, for all t\in [x,x+h] that satisfy 0<(t+h)-t=h< \delta, we have that the following inequality holds \bigg\vert f(t)-f(x)\bigg\vert <\varepsilon, and as such the following limit exists \lim_{h\rightarrow 0}f(t)=f(x) where f(x)\in\mathbb{R}
 
Last edited:
That's essentially correct but if you break it down a bit more I think it's more logical. For example:

Let ##\epsilon > 0##

As f is continuous ##\exists \delta > 0## such that ##|t - x| < \delta \Rightarrow |f(t) - f(x)| < \epsilon##

Let ##0 < h < \delta## ...
 
  • #10
PeroK said:
As f is continuous ∃δ>0\exists \delta > 0 such that |t−x|<δ⇒|f(t)−f(x)|<ϵ|t - x| < \delta \Rightarrow |f(t) - f(x)| < \epsilon

Let 0<h<δ0 < h < \delta ...

Is what you've written the case because of the following:

f is continuous \forall\;\; t\in [a,b] and in particular at t=x and so \exists\delta &gt;0 such that \vert t-x\vert &lt;\delta\Rightarrow\big\vert f(t)-f(x)\big\vert &lt;\varepsilon, i.e. the following limit exists: \lim_{t\rightarrow x}f(t)=f(x) Given this we can consider the interval [x,x+h] (where h&gt;0 is some small number) such that x\leq t\leq x+h \;\;\Rightarrow\;\; 0\leq t-x \leq h&lt;\delta which motivates us to assume the same \delta &gt;0 such that we have 0&lt;h&lt;\delta. We can then use that, from the above criteria, when t\in [x,x+h] we have that \vert t-x\vert &lt;\delta and so we know that the following inequality holds, f(x)-\varepsilon &lt;f(t)&lt; f(x)+\varepsilon. From this, we can use that f(x)-\varepsilon &lt;f(t)&lt; f(x)+\varepsilon\;\;\Rightarrow\;\;\int_{x}^{x+h}\left[f(x)-\varepsilon \right]dt &lt; \int_{x}^{x+h}f(t)dt &lt; \int_{x}^{x+h}\left[f(x)+\varepsilon \right]dt \\ \Rightarrow \left[f(x)-\varepsilon \right]h &lt;\int_{x}^{x+h}f(t)dt &lt; \left[f(x)+\varepsilon \right]h \;\;\Rightarrow\;\; f(x)-\varepsilon &lt;\frac{1}{h}\int_{x}^{x+h}f(t)dt &lt; f(x)+\varepsilon and this implies that \Bigg\vert \frac{1}{h}\int_{x}^{x+h}f(t)dt -f(x)\Bigg\vert &lt;\varepsilon whenever 0&lt;h&lt;\delta and the rest follows...?
 
  • #11
You are over-complicating things. What I wrote is based on the clear and simple definition of the limits we are considering. To extend this a bit further:

Let ##x \in (a, b)##

Let ##\epsilon > 0##

As ##f## is continuous at ##x## ##\exists \delta > 0## such that ##|t - x| < \delta \Rightarrow |f(t) - f(x)| < \epsilon##

Let ##0 < h < \delta##

##t \in [x, x+h] \Rightarrow |t-x| < \delta \Rightarrow |f(t)-f(x)| < \epsilon##

##\Rightarrow \int_{x}^{x+h}|f(t)-f(x)|dt < h\epsilon \Rightarrow |\int_{x}^{x+h}f(t)-f(x)dt| < h\epsilon \Rightarrow |\int_{x}^{x+h}f(t)dt -hf(x)| < h\epsilon##

##\Rightarrow |\frac{1}{h}\int_{x}^{x+h}f(t)dt -f(x)| < \epsilon##

##\therefore \lim_{h \rightarrow 0^{+}}\frac{1}{h}\int_{x}^{x+h}f(t)dt = f(x)##

Which, hopefully, is clear and logical.
 
Last edited:
  • #12
Thanks for your input, I admit I do have a tendency to over-complicate things at times, apologies for that!

PeroK said:
t∈[x,x+h]⇒|t−x|<δ

Does this follow because if t\in [x,x+h] then x\leq x\leq x+h which implies that 0\leq t-x \leq h &lt; \delta (in the limit definition doesn't it have to be 0&lt;\vert t-x\vert&lt;\delta though?)

Also, can we get away with just considering h&gt;0 by noting that f is continuous in this interval and hence the right-hand limit must equal the left-hand limit and so the derivative F&#039;(x) exists?
 
Back
Top