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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 2

Statement of FTC Part 2

Explanation

The Fundamental Theorem of Calculus has two parts. Part 1 begins with an integral and differentiates it: the accumulation function A(x)=axf(t)dtA(x) = \displaystyle\int_a^x f(t)\,dt satisfies A=fA' = f, which is what guarantees that every continuous ff has an antiderivative.

Part 2 begins with an antiderivative and evaluates an integral: given any FF with F=fF' = f, it returns the value of abf(x)dx\displaystyle\int_a^b f(x)\,dx as a number, with no Riemann sums to compute.

The Fundamental Theorem of Calculus, Part 2

Theorem

If ff is continuous on [a,b][a, b] and FF is an antiderivative of ff, so that F=fF' = f, then

abf(x)dx=F(b)F(a).\int_a^b f(x)\,dx = F(b) - F(a).

What does this mean?

Imagine climbing a staircase whose steps vary in height. Adding up every step's rise gives the same number as reading the height at the top and subtracting the height at the bottom. The individual steps never need to be counted, provided both heights are known.

Here the steps are ff, the rate at which height is gained, and the running height is FF. Summing the rises across [a,b][a, b] is abf(x)dx\displaystyle\int_a^b f(x)\,dx, and the net change in height is F(b)F(a)F(b) - F(a). Part 2 says the two are equal.

123456789−1123456−1
F(a)
F(b)
F(b)F(a)
a
b
The staircase climbs from height F(a) at a to height F(b) at b, and each blue riser is the rise of one step. The blue tiles on the right are those same six rises stacked end to end, and the stack spans exactly the red measure F(b)F(a).

The staircase also shows why a subtraction appears. What the integral gives is a change in FF, never a single value of FF: reading F(b)F(b) on its own would depend on the height FF started from, and subtracting F(a)F(a) removes it. On the staircase that difference is the climb rather than the height reached.

Why Part 2 follows from Part 1

Advanced

ML Context

This is also how probabilities are computed for a continuous random variable: the probability of landing in [a,b][a, b] is the integral of the density function over that interval, which FTC Part 2 turns into a difference of two values of the cumulative distribution function, one at each end.

Example

Suppose ff is continuous on [0,5][0, 5] and FF is an antiderivative of ff. Given that 05f(x)dx=14\displaystyle\int_0^5 f(x)\,dx = 14 and F(0)=3F(0) = 3, find F(5)F(5).

Solution

No integrand is supplied, so there is nothing here to integrate. What we are given is the equation FTC Part 2 asserts between the integral and two values of FF, with one of those values unknown.

Since ff is continuous on [0,5][0, 5] and F=fF' = f, Part 2 applies with lower limit 00 and upper limit 55:

05f(x)dx=F(5)F(0).\int_0^5 f(x)\,dx = F(5) - F(0).

We substitute the two numbers we were given, 1414 for the integral and 33 for F(0)F(0):

14=F(5)3.14 = F(5) - 3.

We add 33 to both sides, which gives F(5)=17F(5) = 17.

Read as net change, this says that FF has value 33 at x=0x = 0, and the integral records a net change of 1414 across [0,5][0, 5], so the value at x=5x = 5 is 1717.

Part 2 is one equation relating three quantities: the integral, the value of FF at the upper limit, and its value at the lower limit. Any one of them follows from the other two.

Practice questions

5 questions

ff is continuous and FF is an antiderivative of ff. Which of these does the Fundamental Theorem of Calculus, Part 2 do?

Select the correct answer:

+ 4 more questions

Evaluating a definite integral

Explanation

FTC Part 2 turns a definite integral into two steps: find an antiderivative of the integrand, then take the difference of its values at the two limits of integration.

Evaluating abf(x)dx\displaystyle\int_a^b f(x)\,dx

Procedure

  1. Find an antiderivative FF of the integrand, by reversing the differentiation rules.
  2. Substitute the upper limit into FF, then the lower limit, giving the two numbers F(b)F(b) and F(a)F(a).
  3. Subtract the second value from the first.

A definite integral is defined as a limit of Riemann sums, so evaluating one from the definition means summing rectangles and taking a limit. Part 2 replaces that limit with two evaluations of a single function and one subtraction.

It also completes a connection. A definite integral is a number, fixed by net signed area; an antiderivative is a function, found by reversing differentiation. Part 1 joined them in one direction, building an antiderivative out of accumulated area. Part 2 uses the join in the other direction: an antiderivative is what computes the number.

Finding the antiderivative needs only the facts already established: the power rule, and the antiderivatives of exe^x, cosx\cos x and sinx\sin x etc...

The order of the subtraction is fixed

Gotcha

Subtract the value at the lower limit from the value at the upper limit. Writing F(a)F(b)F(a) - F(b) reverses the limits of integration, which negates the result.

Example

Evaluate 143x2dx\displaystyle\int_1^4 3x^2\,dx.

Solution

The integrand is f(x)=3x2f(x) = 3x^2, a polynomial, so ff is continuous on [1,4][1, 4] and FTC Part 2 applies.

We first need an antiderivative. Taking the constant 33 outside and applying the power rule for antiderivatives,

3x2dx=3x33+C=x3+C,\int 3x^2\,dx = 3 \cdot \dfrac{x^3}{3} + C = x^3 + C,

so we may take F(x)=x3F(x) = x^3. Differentiating confirms it: F(x)=3x2=f(x)F'(x) = 3x^2 = f(x).

Next we evaluate FF at each limit of integration. The upper limit is 44 and the lower limit is 11:

F(4)=43=64,F(1)=13=1.\begin{align*} F(4) &= 4^3 = 64, \\ F(1) &= 1^3 = 1. \end{align*}

Finally we subtract, upper value first:

143x2dx=F(4)F(1)=641=63.\int_1^4 3x^2\,dx = F(4) - F(1) = 64 - 1 = 63.

Practice questions

5 questions

FF is an antiderivative of a continuous function ff, and F(6)=2F(6) = 2 while F(1)=5F(1) = 5. Evaluate

16f(x)dx.\int_1^6 f(x)\,dx.

Select the correct answer:

+ 4 more questions