3.

The Fundamental Theorem of Calculus and its applications

Theorem 3.1 (The Indefinite Integral Theorem). Let f be integrable on (a, b) and define, for each y ∈ [a, b]
Z y
F (y) = f (x) dx.
a
Then F is continuous on [a, b]. Moreover, if c is a point of (a, b) at which f is continuous, the function F is
differentiable at c, with
F 0 (c) = f (c).
Proof. First recall that the integrable function f must be bounded on (a, b), so that there exists M such that |f (x)| ≤ M
for all x ∈ (a, b). Thus if a < y < z < b we have
Z z
F (z) − F (y) = f (x) dx,
y

by Proposition 2.14, from which the inequality

|F (z) − F (y)| ≤ M |z − y|
follows by the Estimation Lemma 2.12. Thus F is uniformly continuous as claimed.
Now let c be a point of the interval (a, b) at which f is continuous. We shall show that F 0 (c) exists and equals f (c).
To do this we have to show that the difference
F (c + h) − F (c)
− f (c)
h
tends to 0 as h → 0.
So let  > 0 be given and use continuity (and the fact that a < c < b) to find δ > 0 such that
|x − c| < δ =⇒ x ∈ (a, b) and |f (x) − f (c)| < .
If 0 < h < δ we thus have
Z 
 c+h 
|F (c + h) − F (c) − hf (c)| =  (f (x) − f (c))dx ≤ h,
 
 c 
by the estimation lemma. If h < 0 we have a similar argument, which is perhaps clearer if we set h = −k with k > 0.
We then have
|F (c + h) − F (c) − hf (c)| = |F (c − k) − F (c) + kf (c)|
 Z c 
 
= − (f (x) − f (c))dx ≤ k = |h|,
c−k
as before. In both cases we have  
 F (c + h) − F (c) 
 − f (c) ≤ ,
 h 
provided 0 < |h| < δ. 
Theorem 3.2 (The Fundamental Theorem of Calculus). Let g be a function which is continuous on [a, b] and which
is differentiable on (a, b). Assume further that the derivative g 0 is integrable on (a, b) and continuous at all points of
(a, b). Then
Z b
g 0 (x) dx = g(b) − g(a).
a
0
Proof. Set f (x) = g (x) so that f is integrable and everywhere continuous on (a, b) by assumption. By the Indefinite
Integral Theorem 3.1 the function F defined by
Z y
F (y) = f (x) dx
a
is differentiable at all points of (a, b), with F 0 (y) = f (y). We now consider the difference h(y) = F (y)−g(y), a function
that is continuous on [a, b] and differentiable on (a, b) with
h0 (y) = F 0 (y) − g 0 (y) = f (y) − g 0 (y) = 0
for all y ∈ (a, b). By the Identity Theorem of Analysis II, we see that h is constant on [a, b]. In particular, h(b) = h(a),
which (because F (a) = 0, we may rewrite as
F (b) = g(b) − g(a),
5
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or equivalently Z g
g 0 (x) dx = g(b) − g(a).
a

The corollary that follows is the most useful version of the FTC.
Corollary 3.3. Let g be a function that is differentiable on some domain containing [a, b] and assume that g 0 is
continuous at all points of [a, b]. Then
Z b
g 0 (x) dx = g(b) − g(a).
a

Proof. The hypothesis on g 0 implies that g 0 is uniformly continuous (by Theorem 2.7), and hence integrable (by
Theorem 2.8), on (a, b). Thus Theorem 3.2 is applicable. 
b
It is often convenient, especially when g is explicitly given by a formula to use the notation [g(x)]a for the difference g(b)−
g(a).
Theorem 3.4 (Integration by Substitution1). Let h be a function that is differentiable with continuous derivative h0
on the closed interval [a, b]. Let [m, M ] be an interval that contains the image h[a, b] and let f be a function that is
continuous on [m, M ]. If we write c = f (a), d = f (b) then
Z d Z b
f (y) dy = f (h(x))h0 (x) dx.
c a
Proof. By the Indefinite Integral Theorem 3.1 we can introduce a function F defined by
Z y
F (y) = f (v) dv,
m
which is differentiable on [m, M ] with continuous derivative F 0 = f . The composite function g = F ◦ h may be defined
on [a, b] (because f [a, b] ⊆ [m, M ]) and is differentiable by a theorem from Analysis II (Theorem 10.6.1, alias the
Chain Rule)). Moreover, g 0 (x) = F 0 (h(x))h0 (x) = f (h(x))h0 (x). Since this is continuous on [a, b] (by continuity of f
and h0 ) we may apply the Fundamental Theorem of Calculus 3.2 to obtain
Z b Z b Z d
f (h(x))h0 (x) dx = g 0 (x) dx = g(b) − g(a) = F (h(b)) − F (h(a)) = F (d) − F (c) = f (y) dy,
a a c

The notation used in the above theorem is most convenient for theoretical purposes, since it enables us to see
clearly how we are applying results from earlier in this course and from last term. You are probably used to a different
language “put y = h(x)”. When doing problems involving functions given by explicit formulas, you should feel free
to use whatever notation you think will make it easiest to get the right answer.
Theorem 3.5 (Integration by Parts). Let U and V be functions that are differentiable with derivatives V 0 = v and
U 0 = u that are continuous on the closed interval [a, b]. Then
Z b Z b
u(x)V (x) dx = U (b)V (b) − U (a)V (a) − U (x)v(x) dx.
a a

Proof. By another theorem from Analysis II (The Chain Rule) the function given by
g(x) = U (x)V (x)
is differentiable on [a, b] with derivative given by
g 0 (x) = u(x)V (x) + U (x)v(x).
This is continuous on [a, b], being a sum of products of continuous functions (more Analysis II), and so we can apply
the Fundamental Theorem of Calculus to obtain
Z b Z b
b
(u(x)V (x) + U (x)v(x))dx = g 0 (x)dx = [g(x)]a = U (b)V (b) − U (a)V (a).
a a
Applying the linearity of integration (Theorem 2.11) and rearranging terms, we obtain the result. 
The example that follows uses integration by parts together with mathematical induction. You may have encoun-
tered similar things before.
1This is slightly more general than the version stated in the lecture of 13 May.
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Example 3.6. We shall obtain a formula for the integral

Z 1
Im,n = xm (1 − x)n dx,
0
valid for non-negative integers m and n. To start, we observe that Ip,0 = 1/(p + 1). Now if n ≥ 1 we use integration
by parts to see that
Z 1
Im,n = xm (1 − x)n dx
0
Z 1
1 d
= (m + 1)−1 xm+1 (1 − x)n 0 − (m + 1)−1 xm+1 [(1 − x)n ] dx

0 dx
Z 1
n n
=0+ xm+1 (1 − x)n−1 dx = Im+1,n−1 .
m+1 0 m+1
An easy induction now leads to
n n−1 2 1 m! n!
Im,n = . ... . Im+n,0 = .
m+1 m+2 m+n−1 m+n (m + n + 1)!