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Essential Calculus for ML
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Essential Calculus for ML · 146 lessons
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Statement of FTC Part 2
The Fundamental Theorem of Calculus has two parts. Part 1 begins with an integral and differentiates it: the accumulation function satisfies , which is what guarantees that every continuous has an antiderivative.
Part 2 begins with an antiderivative and evaluates an integral: given any with , it returns the value of as a number, with no Riemann sums to compute.
Theorem
If is continuous on and is an antiderivative of , so that , then
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 , the rate at which height is gained, and the running height is . Summing the rises across is , and the net change in height is . Part 2 says the two are equal.
The staircase also shows why a subtraction appears. What the integral gives is a change in , never a single value of : reading on its own would depend on the height started from, and subtracting removes it. On the staircase that difference is the climb rather than the height reached.
Advanced
ML Context
This is also how probabilities are computed for a continuous random variable: the probability of landing in 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.
Suppose is continuous on and is an antiderivative of . Given that and , find .
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 , with one of those values unknown.
Since is continuous on and , Part 2 applies with lower limit and upper limit :
We substitute the two numbers we were given, for the integral and for :
We add to both sides, which gives .
Read as net change, this says that has value at , and the integral records a net change of across , so the value at is .
Part 2 is one equation relating three quantities: the integral, the value of at the upper limit, and its value at the lower limit. Any one of them follows from the other two.
Practice questions
5 questions
is continuous and is an antiderivative of . Which of these does the Fundamental Theorem of Calculus, Part 2 do?
Select the correct answer:
+ 4 more questions
Evaluating a definite integral
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.
Procedure
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 , and etc...
Gotcha
Subtract the value at the lower limit from the value at the upper limit. Writing reverses the limits of integration, which negates the result.
Evaluate .
Solution
The integrand is , a polynomial, so is continuous on and FTC Part 2 applies.
We first need an antiderivative. Taking the constant outside and applying the power rule for antiderivatives,
so we may take . Differentiating confirms it: .
Next we evaluate at each limit of integration. The upper limit is and the lower limit is :
Finally we subtract, upper value first:
Practice questions
5 questions
is an antiderivative of a continuous function , and while . Evaluate
Select the correct answer:
+ 4 more questions