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Essential Calculus for ML

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Essential Calculus for ML · 146 lessons

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The Fundamental Theorem of Calculus: Part 1

The accumulation function

Explanation

A definite integral abf(x)dx\displaystyle\int_a^b f(x)\,dx with both limits fixed is a single number. Suppose instead we hold the lower limit at aa and let the upper limit move. Each choice of upper limit gives its own number, so this defines a function of the upper limit.

The accumulation function

Definition

For a continuous function ff and a fixed number aa, the accumulation function with base point aa is

A(x)=axf(t)dt,A(x) = \int_a^x f(t)\,dt,

the net signed area accumulated from aa up to xx.

The upper limit is now the input xx, so the variable of integration inside needs a different letter, and we use tt. It is a dummy variable: the choice of letter changes nothing about the value, it only keeps the two roles apart.

To evaluate AA at a particular input we integrate from the base point up to that input, so A(3)A(3) is the net signed area from aa to 33. At the base point itself the interval has zero width, so A(a)=0A(a) = 0.

Moving xx to the right adds more signed area to the running total, and each further piece takes its sign from whichever side of the axis ff is on.

1234567123−1−2
x
a
Drag the red point x along the axis. The shaded region runs from the base point a=0 to x: blue where f is above the axis, red where it is below.
Watch A(x) as you drag. It rises across the blue stretch and falls across the red one, and only the side of the axis matters: whether the curve sits high above it or barely above it, A still rises.
x=1.40A(x)=3.19

Example

The graph below shows a continuous function ff. The shaded region above the axis has area 44, and the shaded region below the axis has area 66, split into two halves of area 33 by the dashed line at x=4x = 4.

123456−11234−1−2−3
4
3
3

For A(x)=0xf(t)dtA(x) = \displaystyle\int_0^x f(t)\,dt, find A(2)A(2), A(4)A(4) and A(6)A(6).

Solution

The base point is 00, so each value of AA is the net signed area from 00 up to the input. We take the three inputs in turn, keeping a running total.

For A(2)A(2), the interval [0,2][0, 2] covers exactly the region above the axis, which has area 44. Everything here is above the axis, so it contributes positively:

A(2)=4.A(2) = 4.

For A(4)A(4), we continue from x=2x = 2 to x=4x = 4. That interval adds the left half of the region below the axis, of area 33. Below the axis the contribution is negative, so we subtract:

A(4)=43=1.A(4) = 4 - 3 = 1.

For A(6)A(6), we add the right half of the same region, again of area 33 and again negative:

A(6)=13=2.A(6) = 1 - 3 = -2.

Practice questions

5 questions

The graph of a continuous function ff is shown below, with the area of each shaded region marked.

12345612345−1−2−3−4
2
6
5

Let A(x)=0xf(t)dtA(x) = \displaystyle\int_0^x f(t)\,dt. What are A(1)A(1), A(3)A(3) and A(5)A(5)?

Select the correct answer:

+ 4 more questions

Statement of FTC Part 1

Explanation

Given a function ff, we have been exploring two questions independently:

  1. Find a function (the antiderivative) whose derivative is ff, which we answered by reversing the rules of differentiation.
  2. Find the net signed area beneath ff, which we answered by adding up rectangles and taking a limit.

The two questions use different machinery and were built for different purposes. We do write \int for antiderivatives as well as for areas, but nothing so far connects the two ideas; the shared symbol is a convention, not a result.

Astonishingly, they turn out to be the same question. That is the central result of calculus, the Fundamental Theorem of Calculus (FTC), found independently by Newton and by Leibniz in the second half of the seventeenth century. It comes in two halves; this lesson states the first.

The accumulation function, A(x)=axf(t)dtA(x) = \displaystyle\int_a^x f(t)\,dt, is what links the two. It is a signed area, and it is built out of ff, so we can ask what its derivative is.

We can already read this much off the graph of ff: AA increases exactly where ff is positive, decreases exactly where ff is negative, and is stationary exactly where ff is zero.

This is the behaviour of a function whose derivative is ff. In other words, we claim A=fA' = f.

The diagram below builds the case for that claim in four steps. Work through them with the buttons, dragging xx and adjusting hh as you go.

123456789
a
a
x
f
A
Drag the red point x along the upper axis

Step 1: The accumulation function

The shaded region is the signed area accumulated from the base point a up to x. Its value is A(x), plotted in the lower frame.

Drag x and watch the two frames together. A climbs while f is above the axis, levels off as f approaches it, and falls once f is below it.

x=2.70A(x)=a2.70f(t)dt=2.222
The Fundamental Theorem of Calculus, Part 1

Theorem

If ff is continuous on an interval containing aa, then A(x)=axf(t)dtA(x) = \displaystyle\int_a^x f(t)\,dt is differentiable on that interval and

ddx[axf(t)dt]=f(x).\dfrac{d}{dx}\left[\int_a^x f(t)\,dt\right] = f(x).

We state FTC Part 1 without proof.

So what does it mean? The equation is short, but the idea inside it is not, so it is worth saying plainly what the theorem claims.

Imagine painting a wall as you walk steadily to the right, the wall's height varying along its length. Let A(x)A(x) be the amount of paint used by the time you reach position xx. How fast are you getting through paint at this moment? It depends only on how tall the wall is where the brush is: in the next instant you cover a thin vertical strip, as wide as the small step you take and as tall as the wall there. With a tall wall the paint is disappearing quickly; with a low wall you're using barely any.

This is what A=fA' = f says. The height of ff at xx is the rate at which accumulated area is changing at xx. Where the curve is high above the axis, area accumulates quickly and AA climbs steeply. Where the curve is close to the axis, almost nothing is being added and AA is nearly flat. Where the curve is below the axis, area is being taken away and AA falls. The height of ff is never the amount of area accumulated; it is the rate at which that amount changes.

Practice questions

4 questions

Let ff be continuous and let A(x)=2xf(t)dtA(x) = \displaystyle\int_2^x f(t)\,dt. Which statement is correct?

Select the correct answer:

+ 3 more questions