defining integration for step functions
I(f) = signed area of the rectangles
= ∑ (xk+1 - xk)f(xk)
where xk is any element in (xk,xk+1)
defining integration for regulated functions
if fn-> f regulated
define I(f) = lim I(fn) as n->∞
(independent of choice of step function)
equidistant partition
xk = a + k(b-a)/n
for x from a to b with n partitions
set fn(x) = f(xk) for x in [xk,xk+1) or f(xn) for x = xn =b
properties of integration
linearity
- ∫c.f(x)dx = c ∫f(x) dx
- ∫(f+g) dx = ∫ f dx + ∫ g dx
additivity
- ∫ from c to a + ∫ from b to c = ∫ from b to a
monoticity
- f(x) ≤ g(x) for all x in [a,b]
then ∫f(x) dx ≤ ∫g(x) dx
- if f(x) ≥ 0 then ∫ f(x) ≥ 0
- if m = inf( f(x)) and M = sup( f(x)) then m ≤f(x) ≤M and m(b-a)≤ ∫f(x) ≤ M(b-a)
mean value theorem for integrals
f CONTINUOUS on [a,b]
then there exists a c in [a,b] st ∫ f(x) from b to a = f(c).(b-a)
if f(x) ≥ 0 and a point >0
f(x) cont on [a,b] assume f(x) ≥ 0 and f(c) >0 fro some c in [a,b] then ∫ f(x) dx >0
if regulated what is inetgral
if f regulated on [a,b] then F(x) is cont on [a,b] in fact lipschitz
(where F(x) = ∫ f(t) dt from x to a)
FTC
f [a,b] ->R cont then
F(x) = ∫ f(t) dt from x to a is diff on [a,b] and F’(x) = f(x)
in particular every continuous function has an anti-derivative
FTC if f only regulated not cont
can show f still has some kind of anti derivative which is left and right differentiable but not necessarily the same
functions by integrals
can define functions as an integral eg
L(x) = ∫ 1/t dt from x to 1 would be log(x)
then can define properties of the function from properties of the inetgral