The first two theorems of this section constitute the
basic “techniques of integration” taught in a calculus course.However, the careful formulations of these standard methods of evaluating integrals
have some subtle points, i.e., some hypotheses.Calculus students are rarely told about these details.
The first two theorems of this section constitute the
basic “techniques of integration” taught in a calculus course.However, the careful formulations of these standard methods of evaluating integrals
have some subtle points, i.e., some hypotheses.Calculus students are rarely told about these details.
Let
and
be integrable functions on
and as usual let
and
denote the functions defined by
Then
Or, recalling that
and
- Prove the preceding theorem.
HINT: Replace the upper limit
by a variable
and differentiate both sides.
By the way, how do we know that the functions
and
are integrable?
- Suppose
and
are integrable functions on
and that
both
and
are continuous on
and integrable on
(Of course
and
are not even defined at the endpoints
and
but they can still be integrable on
See
the remark following
[link] .)
Prove that
Integration by substitution
Let
be a continuous function on
and suppose
is a continuous, one-to-one function from
onto
such that
is continuously differentiable on
and such that
and
Assume finally that
is integrable on
Then
It follows from our assumptions that the function
is continuous on
and integrable on
It also follows from our assumptions that
maps the open interval
onto the open interval
As usual, let
denote the function on
defined by
Then, by part (2) of the Fundamental Theorem,
is differentiable on
and
Then, by the chain rule,
is continuous and differentiable on
and
So, by part (3) of the Fundamental Theorem, we have that
which finishes the proof.
- Prove the “Mean Value Theorem” for integrals:
If
is continuous on
then
there exists a
such that
- (Uniform limits of differentiable functions. Compare with
[link] .)
Suppose
is a sequence of continuous functions on a closed interval
that converges pointwise to a function
Suppose that each derivative
is continuous on the open interval
is integrable on the closed interval
and that the sequence
converges uniformly to a function
on
Prove that
is differentiable on
and
HINT: Let
be in
and let
be in the interval
Justify the following equalities, and use them together with the Fundamental Theorem to make the proof.
We revisit now the Remainder Theorem of Taylor,
which we first presented in
[link] .
The point is that there is another form of this theorem, the integral form,and this version is more powerful in some instances than the original one, e.g., in the general Binomial Theorem below.
Integral form of taylor's remainder theorem
Let
be a real number, and let
have
derivatives on
and suppose that
Then
for each
where
denotes the
th Taylor polynomial for
Similarly, for
Prove the preceding theorem.
HINT: Argue by induction on
and integrate by parts.
REMARK We return now to the general Binomial Theorem, first studied
in
[link] .
The proof given there used the derivative form of Taylor's remainder Theorem,but we were only able to prove the Binomial Theorem for
The theorem below uses the integral form of Taylor's Remainder Theorem in its proof,
and it gives the full binomial theorem, i.e., for all
for which
General binomial theorem
Let
be a fixed complex number. Then
for all
For clarity, we repeat some of the proof of
[link] .
Given a general
consider the function
defined by
Observe that the
th derivative of
is given by
Then
For each nonnegative integer
define
and set
The radius of convergence for the power series function
is 1,
as was shown in
[link] .
We wish to show that
for all
That is, we wish to show that
is a Taylor series function around 0.
It will suffice to show that the sequence
of partial sums of the power series function
converges to the function
We note also that the
th partial sum is just the
th Taylor polynomial
for
Now, fix a
strictly between 0 and
The argument for
's between
and 0 is completely analogous..
Choose an
for which
We let
be a numbers such that
for all nonnegative integers
See
[link] .
We will also need the following estimate, which can beeasily deduced as a calculus exercise (See part (d) of
[link] .).
For all
between 0 and
we have
Note also that, for any
we have
and this is trapped between 1 and
Hence, there exists a number
such that
for all
We will need this estimate in the calculation that follows.
Then, by the integral form of Taylor's Remainder Theorem, we have:
which tends to 0 as
goes to
because
This completes the proof for