Relaxing the Fundamental Theorem

Problem 1. Let f : [a, b] \to\mathbb R be differentiable such that f' is Riemann-integrable. Prove that

\displaystyle \int_a^b f' = f(b) - f(a),\quad \frac{\mathrm d}{\mathrm d x} \int_a^x f' = f'(x).

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Solution. Fix \epsilon > 0. For any k > 0, let P \subseteq [a, b] be any partition satisfying

\displaystyle \sum_{i=1}^n (M_i(f', P) - m_i(f', P)) \Delta x_i < k \cdot \epsilon.

For each i = 1, \dots, n, use the mean value theorem to find c_i \in (x_{i-1}, x_i) such that

f(x_i) - f(x_{i-1}) = f'(c_i)\Delta x_i,

and furthermore f'(c_i) \in [m_i(f', P), M_i(f', P)]. This implies

\displaystyle \begin{aligned} f(b) - f(a) - L(f', P)&= \sum_{i=1}^n (f(x_i) - f(x_{i-1})) \Delta x_i - L(f', P) \\ &= \sum_{i=1}^n (f'(c_i) - m_i(f',P))\Delta x_i \\ &\leq \sum_{i=1}^n (M_i(f', P) - m_i(f',P))\Delta x_i \in [0, k \cdot \epsilon).\end{aligned}

Hence,

L(f', P) \leq f(b) - f(a) < L(f', P) + k \cdot \epsilon \leq \mathcal L_a^b(f') + k \cdot \epsilon.

Taking the supremum over P,

\mathcal L_a^b(f') \leq f(b) - f(a) \leq \mathcal L_a^b(f') + k \cdot \epsilon.

Setting k = 1 then taking \epsilon \to 0^+,

\displaystyle f(b) - f(a) = \mathcal L_a^b(f') = \int_a^b f'.

Adapting the proof to [a, x] \subseteq [a, b],

\displaystyle \int_a^x f' = f(x) - f(a)

is differentiable with derivative

\displaystyle \frac{\mathrm d}{\mathrm dx} \int_a^x f' = \frac{\mathrm d}{\mathrm dx}(f(x) - f(a)) = f'(x) - 0 = f'(x).

—Joel Kindiak, 22 Jan 25, 0114H

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