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DIFFERENTIABILITY
Structure
15.1 Introduction
Objectives
15.2 Properties of Rie~nannIntegral
15.3 Fundamental Theorem of Calculus
15.4 Mean Value Theorems
First Mean Value Theorem
Second Mean Value Theorem
15.5 Summary
15.6 Answers/Hints/ Solutions
15.1 INTRODUCTION
In unit 14, the notion of the integral of a function was developed as a limit of sums of
the series. Nowhere, the concept of differentiation was used. Apparently, you may
collclude as if there is n o relation between the integration and differentiation. But this
is not true in all cases. N o doubt, the notion of integral as a limit of sums allows us to
compute the integrals in some simple cases which you have seen in section 14.5.
' Nevertheless, it is not collvenient for a large number of cases. We do require the
, process of differentiation to compute the integrals for a certain class of functions. This
' means there must be some relationship between differentiability and integrability of a
f ~ ~ n c t i oWhat
n, is that relationship between the two notions? We shall bring forth this
intimate connection between the notions of differentiation and integration for a
certain class of functions. In the case of continuous functions, this relationship is
expressed in the form of an important theorem called the Fundamental Theorem of
Calculus, which we discuss in section 15.3. Prior to this, we need a few important
properties of tke definite integral which you have studied in your previous course o n
Calculus. We shall review these properties in section 15.2. In section 15.3, we shall
study two additional theorems of integrability which use the process of differentiation.
These theorems are known as theMean-value Theorems of integrability analogous to
the mean-value theorcms of differentiability.
Objectives
After the study of this unit you should, therefore, be able to
-- know some important properties of the Riemann Integral
-- establish the inverse relationship between integration and differentiation
+ apply Fundamental theorems of calculus t o evaluate large number of integrals
-- learn the mean value theorems of integrability and their applications.
this integral as a limit of a s u m was explained, All this leads us to consider some nice
properties which are presented as follows:
PROPERTY I: I f f and g are integrable on [a,b] and if
f(x) 5 g(x) V x E [a$],
then
f
b
f(x) d x 5 g(x) dx
27
I
lntegra bility PROOF: Define a function h: [a,b] -+R as
h-g-f.
Since f and g are integrable on [a,h], therefore, the difference h is also integrable on [a,b].
Since
f(x) 5 g(x) => g(x) - f(x) 2-0,
therefore h(x) 2 O for all x E [a,b].
Consequently If P = {XU, xi, ..... x,) be any partition of [a,b]
and m, be the inf. of I1 in [x, 1 , x,], then
m , 2 I ) Y i = 1 , 2 ,.... n
a
1 f(x) dx LO
Since h is integrable In [a,b], therefoie
b b b
d
1h(x) dx = 1h(x) dx = / h(x) dx.
4 8
Thus
b
a
1h(x) d x 2 O
0r
b
1(g-f)
a
(x) dx 10
b b
PROOF : The inequality follows at once from Property I provided it is known that I fl
is integrable on [a,b]. Indeed, you know that - I f 1 If 5 Ifl.
Therefore,
b b b
-1 il Jf(x)Jdx
I 51 f(x)dx 51 If(x)J dx
u a
which proves the required result. Thus, i\ remains to show that If( is integrable.
Let e > 0 be any number. There exists a partition P of [a,b]
such that
U(P,f) - L(P,f) lc
Let P = {XO,.XI, xz, . ...,x").
Let M'i and mi denote the supremum and infimum of If/ sad Mi and mi denote the
supremum and infimum off in [x,-1, x,).
You can easily check that
n n
This implies that .Z, (MI- mi)A xi 2 aC(M(- m;)dxi,
1= 1 I=1
1
i.e., U(P,(f)-L(P,IfJ) 5 U(P,f)-L(P,f) < E .
This shows that /fl is integrable on [arb].
28
t
Note that the inequality established in Property 11 may be thought of as a Integrability and Differentiability I ,
generalization of the well-known triangle inequality I
( a + b l I l a l + lbl
discussed in Unit 3. In other words. the absolute value of the limit of a sum never
exceeds the limit of the sum of the absolute values. I
b
I
You know that in the integral1 f(x) dx, the lower limit a is less than the upper limit
a
b. It is not always necessary. In fact the next property deals with the integral in which
the lower limit a may be less than or equal to or greater than the upper limit b.
PROOF: There arc only three possibilities namely either a < b or a > b o r a = b. We
discuss the cases as follows:
Case (i) a < b:
Since If(x)l I k Y x E [a,b], therefore
-k<f(x)Sk YxE[a,b]
h b b
=>1 -kdx 51 f(x) d x I a a
k dx (why?)
b
=> -k 1
(b-a) I f(x) d x I k(b-a)
a
In this case, interchanging a and b in the Case (i), you will get
a
b
( 1 f(x) d x 1 5 k (a-b)
h
r
i.e. 1 -1 f(x) dxl 5 k (a-b)
b
i.e. ( 1f(x) dx( 5 k (a-b) = k 1 b-al.
u
J Case (iii) a = b :
In other words, the function lnt preserves 'Vector sums' and the scalar products. In
the language of Linear Algebra, the function lnt acts as a linear transformation. ~ h i i
function also has an additional interesting property such as
lnt ( f ) 5 lnt(g)
a
whenever
flg.
We state yet another interesting property (without proof) which shows that the'
' ~ i e m a n nIntegral is additive on an interval.
PROPERTY IV: I f f is integrable on [a,b] and c E [a,b], then f is integrable on [a,c]
and [c,b] and conversely. Further in either case
b C b
a
/ f(x) dx = / f(x) dx -I-/f(x) dx.
1 c
According to this property, if we split the interval over which we are integrating into
two ?arts, the value of the integral over the whole will be the sum of the two integrals
over the subintervals. This amounts to dividing the region whose area must be found
into two separate parts while the to'tal area is the sum of the areas of the separate
portions.
h
We now state a few more properties of the definite integral( f(x) d x which you ought
d
(i) ( f ( x ) d x = ( fo ( a - x ) d x .
2n B rl
(ii) 0
f(x) dx = / f(x) dx.
0
$1f(2a-x)
0
dx. .
a
lld d
(iv)
0
/ f(x) dx = n( 0
f(x) dx iff is periodic with period 'a' and n is a positive integer
Let us begin by asking ourselves th.e following question : "when is a function f: [a,b]
r> R, the derivative of some function I?: [a,b] -> R?"
For example consider the function f: [-I, 11 --> R defined by
This function is not the derivative of any function F: [-I, 11-> R. Indeed i f f is the
derivative of a function F: [-1, 11 -> R then (Refer to Unit 12 for the intermediate '
value property of derivatives) f must have the intermediate value property. But
clearly, the function f given above does not have the intermediate value property.
Heuce f cannot b e the derivative of any function F: 1-1, 11 -> R.
i
Y
integrability a n d
~
F(X)= /f(t) dt, V x ~ [ a , b ] . Differcntiat~il~ty
a
Y
5 / Mdt = M(y-x)
X
<
Similarly you can discuss the case when y < x. This shows that F is continuous on
I
I
[a,b]. In fact this proves the uniform cantinuity of F. i
Now, suppose f is continuous at a point xo of [a,b]
We can choose some suitable h # 0 such that f h E [a,b].
X~I
Then
Thus I
Now
1
I F(x, +h) - F(x,)
xo*s
h - f(xdl = ~ $ r f ( t ) d t . - hl &,)dtl
x0
=- I i [f(t) - f(x,)ldt 1.
lhl .. I
Since f is continuous at x,, given a number E > 0, 3 a number 6 > 0 such that
If(x) - f(x,)l < E 12, whenever Ix-x,l < 6 and x E [a,b]. So, if Ihl 6, then If(t) - f(x,)J < E 12,
' for t e Ex,, x, +h], and consequently
I
+h
I
x II
/
s .
31
Which shows that F is differentiable at xo and F'(xo) = f(xo) From Theorem 1, you
can easily deduce the following theorem:
Thus from Theorem 1, you can see that every continuous function on [a,b] has a
primitive, Also there are infinitely many primitives, in the sense that adding a
constant to a primitive gives another primitive.
The answer to this question is yes. Indeed if F and ti are two primitives o f f in [a,b],
then F'(x) = G'(x) = f(x) V x E [a,b] and therefore [F(x) - G(x)lf = 0. Thus
F(x)-G(x) 5 k (constant), for x E [a,b].
Isaac Barrow
Let us consider an example.
EXERCISE 1
Find the primitive of the function f defined in [0,2] by
,
According to this theorem, differehtiation and integration ark inverse operations.
A
1
I
I
b 1
, where P = {xo, X I ,x2 ,...., x,] is a partition of [a,b]. The Riemann sum S(P,f) is given by
!=I I= I
1
/ Since F is the primitive o f f o n [a,b], therefore F' (x) 5 f(x), x E [a,b].
I fl
,I Hence S(P,f) = C F' (6) (x1-xl-I). We choose the points t, as follows:
I I= I
1 By Lagrange's Mean Value theorem of Differentiability (Unit 12), there is a point t, in
,
I
]XI-,,x, [such that
I F(x,) - F(x,-I) = F' (t,) (x, - x,-I)
n
Therefore, S(P,f) =.C[F(xi)- F (xi-,>]= F(x,) - F(x0) = F(b) - F(a).
I= 1 I.
Take the limit as IPJ -+ 0. Then /f(x) dx = F(b) - F(a). This completes tlSe proof.
a
Alternatively, the Fundamental Theorem of Calculus is also interpreted by stating that the
derivative of the integral of a crlr,tinuous function is the function itself.
b
If the derivative f of a function f is integrable on [a, b], then (fl(x) dx = f(b) - f(a)
Applying this theorem, we.can find the integral of various functions very easily.
Consider the following example:
I
EXAMPLE 2: Show that j sin x d x = 1 - cos t.
0
SOLUTION: Since g(x) = - cos x is the primitive of f(x) = sin x in the interval [O,t],
therefore
( 1
EXERCISE 2
. 2
j d x whcre f is the function given in Exercise 1.
~ i n d f(x)
0
EXERCISE 3
h
!
\ ~ v a l u a t e xj n dx where n is,a positive integer.
I
b
We have, thus, reduced the problem of evaluatingl f(x) d x to that of finding
0
b
primitive o f f on [a,b]. Once the primitive is known, the value o f j f(x) d x is'easily
1
You may note that ally suitable primitive will serve the purpose because when thc
primitive is known, then the process described by the Fundamental Theorem is much
simpler than other methods. However, it is just possible that the primitive may not
exist hile you may keep on trying to find it. It is, therefore, essential to formulate
some. lnditions which can ensure the existence of a primitive. Thus now the next stcp
is to find the conditions o n the integrand (function to be integrated) which will ensure
the existence of a primitive. One such condition is provided by the theorem?.
! I
6
7
Intcgrahility
F (x) =/' f(t) dt, x F [a,b] is differentiable in [a,b] and Ff(x) = f(x) Y x € [a,b]
d
In Unit 12, we discussed some mean-value theorems concerning the differentiability ol'
a Cunction. Quite analogous, we have'two mean value theorems of integrability which
we intend to discuss in this section. You are quitt familiar with the two wcll-known
techniques of integration narnely the integration by parts and idegration by
substitution which you must have studied in your study of Calculus. How thcsc
methods were devised? We shall discuss this question also in this section.
[f(x) dx
m~ IM, where
(b-a)
M I lub {f(x) : x ~ [ a , b ] ) .
Since f is continuous in [a,bl, it attains its bounds and it also attains every value Integrability and
Differentiability
bemeen the bounds. Consequently, there is a point c €[a$] such that
b ,
/f(x) dx = f(c j (b-a),
a
I
Fig. 1
We now discuss the generalised form of the first mean value theorem.
THEOREM5: THE GENERAZIlSEDF1[IZSTMEAN VALUE THEOREM
Let f and g be any two functions integrable in [a,b]. Suppose g(x)'keeps the same sign
for all x E [a,b]. Then there exists a number ,u lying between the bounds o f f such that
$PROOF:Let us assume that g(x) is positive over [a,b]. Since f and g are both integrable
in [a,b], therefore both are bounded. Suppose that rn and M are the g.1.b. and 1.u.b. o f f
in [a,b]. Then I
Consequently,
mg(x) 5 qx) g(x) s Mg(x), V x ~[a,bl.
Therefore,
Corollary: Let f, g be continuous functions on [a,b] and let g(x) 2 0 on [a,b]. Then,
there exists a c E [a,b] such that
PROOF: since f is continuous on [a,b], so, there exists a point c s [a,b] such that
b
(4x) g(x) dx = f(c) fg(x) dx, ;here p = qc) is as in Theorem 5.
Integrability We use the first Fundamental Theorem of Calculus for integration by parts. We
discuss it in the form of the following theorem:
THEOREM 6: I f f and g are differentiable functions Qn [a,b] such that the derivatives
f'and g'are both integrable on [a,b], then
PROOF: Since f and g are given to be differentiable on [a,b], therefore both f and g
are continuous on [a,b]. Consequently both f and g are Riemann integrable on [a,b].
Hence both fg' as well as f' g are integrable.
+
fg' f'g = (fg)'.
'
Therefore (fg)' is also integrable and consequently, we have
b b b
d
J (fg)' = / fg' +/ f'g.
a d
I
Hence, we have
h h
/ fg' = f(b) g(b) - f(a) g(a) -1 f'g.
h b
/ f(x) g' (x) d x = [ f(x) g(x) 1: -/ a f'(x) g(x) dx.
This theorem is a formula for writing the integral of the product of two functions.
What we need to know is that the primitive of one of the two functions should be
expressible in a simple form and that the derivative of the other should also be simple
so that the product of these two is easily integrable. You may note here that the
source of the theorem is the well-known product rule for differentiation.
Then, clearly G is defined on [c,d] and it is differentiable there because both F and g are
so. By the Chain Rule of differentiation, it follows that
I -
G'(x) (Fog)' Cx) g'(x) = (fog) (x) g1(x),
Also fig is continuous since both f and g are continuous. Therefore, fog is integrable.
Since g' is integrable, therefore (fog) g' is also integrable. Hence
d d
> .
I
/(fog)(x) gf(x) dx = /G'(x) dx
C
36
f
Integrabilitj and Differe~~tisbilitl
= G(d) - G(c) (Why'?)
= F(g (dl) - F(g (c))
= F(b) - F(a)
b
=I f(x) dx.
1
you hu\;c seen that the proof of the theorem is based on tlie Chain Rule for
In fact, this theorem is sometimes treated as a Chain Rule for
d;l.l.cl.cntiaiion.
Illtegration cxcept that i t is used exactly the opposite way from the Chain Rule for
dil'fcrentiation. The Chain Rule for differentiation tells us how to differentiate a
conipobitc function while the Chain Rule for Integration or.tlie change of variable
method tells us how to simplify an integral by rewriting it as a composite function.
Thus, we are using the equalities in the opposite directions.
We conclude this section by a theorem (without Proof) known as the Second Mcan
Valuc Thoorem for Integrals. Only tlie outlines of the proof are given.
PROOF : Tlle proof is based on the following result knowrl as Bonnet's Mean Value
Theorem, given by a French mathematician 0. Bonnet [ I 8 19-1 8921.
i.e. h c b
I
J f(x) g(x) d x = g(a)J f(x) dx
a
+ g(b)J f(x) dx.
C
There are several applications of the Second Mean Value Theorem. It is sometimes
used to develop the trigonorlletric functions and their inverses which you may find in
higher Mathematics. Here, we consider a few examples concerning the verification
and application of the two Mean. Value theorems.
EXAMPLE 3: Verify the two Mean Value Theorems for the functions
f(x) = x, g(x) = ex in the interval [-I, 11.
Since f and g hire continuous in [-1, I], so they are integrable in [-1,1]. Also g(x) is
positive in [-I, 11. Uy first Mean yalue Theorem, there is a number p between the '
J f ( ~ g(x)
) dx = g ( - ~ j J f(x) dx
-1 I
+ g(l) J f(x) dx
=> -ilxeQx=
'I'
-e x d x i - e l x d x
Y
2 ---
1 (-
c 2 1
1 t e(- ---I. cZ
=) - --)
2 2
e e 2 2
2
- -
Therefore c2 = er - 5 - 2.29 i . e . c = * EL-I, 11
e -1 6.29
Thus second mean value theorem is verified.
I
EXERCISE 4
Show that the second mean value theorem does not hold good in the interval [- 1, I]
for f(x) = g(x) = x2.
What d o you say about the validity of the first mean value thcarem.
Now we show the use of mean value theorems to prove some inequalities.
EXAMPLE 4: By applying the first mean value theorein of Integral calculus, prove
that
1
SOLUTION: In the first mean value theorem, take f(x) =
Jm' I
g(x) = -
1 1
, x E [0, -1. Being continuous functions, f and g are integrable in
'1
J-i7 2
[ 0, -1. I
2
By the first mean value theorem, there is a number / L ~ [ n i , M ]such that
I !h
1 dx '
( 2 2
d[(l-x2) (1- k x )]
dx = p/-=
0
pn/6.
1 and M 10 1
where in = g.l.b.(f(x)( 0 5, <-) = I.u.b.{l'(x) 5, -1. Now m = 1
2 2
1
and M = Therefore, . I
-4 q i
1
4
1 . n p n I I
I
>
- - -< -
15/15
4
i.e.
6
-I
6
-
n'
4
I '
i :
r
%
1 1
i
and; so, - </ XI-=.
7I
38 6 -o d[(l -x2) (1- k2x2)] 6 41-E
4 I
\
q ' sin x 2
EXAMPLE 5: Prove that I/-
X
d~15-,ifq>~>o.
P
P
1
SOLUTION: Let f(x) = sin x, fix) = - , x ~ [ p , q ] Being
. continuous, these functions are
X
integrable in [p,q]. BY Bonnet form of second mean value theorern, there is a point
CE [p,q] such that
9 . 5
i.e., / Edx =-1 / sin x dx =- 1 (cos p - cos 5).
P x Q P P
1
sin x
Hence 1 / -dx I < -
1
P
2
[Icos pl + Jcos511 _< -
P
P
EXERCJSE 5
15.5 SUMMARY
The main thrust of this unit has been to establish the relationship between
differentiation and integration with the help of the Fundamental Theorem of
Calculus.
I11 section 15.2. we have discussed some important properties of (be Ricmann
Integral. We havc shown that the inequality between any two fu~ictionsis preserved
by their corresponding Rielnann integrals; the modulus of the limit of a sum nevcr
exceeds thc limit of thc sum of their modulie and if we split the interval over which we
are integrating a function into two parts, then the value of the integral over the wholc
will be the sum of the two integrals over the subintervals;
In sectibn 15.3, primitive of a runction has been defined. It has been proved that a
continuous function has a primitive. Using the idea of a primitive, F ~ ~ n d a m e n t a l
Theorem o r Calculus has been proved which shows that differentiation and '
integration are inverse process.
In section 15.4, indefinite integral also called the integral function of an integrable
function is defined and you have seen that this function is continuous. This function 1s
differentiable whcnevel- the integrable function is continuous. F.inally in this section
the First and Second Mean Value theorem have been discussed, The First Mcan
Valuc theorem states that i f f is 1: C O I ~ ~ ~ ~ U I'l~nction
OLIS in [a,b], thcn the value of the
b
Mean Value Theorem, iff and g are integl-able in [a,b] and g(x) keeps the same sign,
h 11 I1
between thc bounds o f f . But i n the second mean value theorem, if out
of the integrable functions f ~undg, g is monotonic in
h L b
[ah], then the value oi'J f(x) g(x) dx is g(a) f(x) dx
J i
+ g(b) C
f(x) d x where c is
point 01[a,b].
E I) If we consider the function F defined i n [O, 21 by
if x E [O. 1 [
f(x)=
+ , if, ,[,,I
then Ff(x)=f(x), 'd x E [0,2]. It is obviously true for all x s l . At x = 1, calculate
Rff(l) and Lf' (1) and show that both are equal to 1.
7
in E I . Put the values of F(2) and F(0) and you will get the values of the integral.
(j Xl!+l
E4) Functions f and g being continuous are integrable in [-I, I]. The function g is not
monotonic in [-1, I], since in [-1,0], it is lnonotonically decreasing and in [0,1] it is
monotonically increasing. So second mean value theorem does r o t hold good.
Now the function g is -1-ve in [-I, 11. So, first mean tlieoren~holds good and by
I I
this theorem, there is a number jr ~ [ r n , M such
] that /f(x) g(x) dx = p jg(x) dx,
-I -I
I I
where n i = g.l.b.{f(x))-1 S x I I } and M = I.u.b.{f(x)/-1 S x I I ) i.e., /x"x=,u /x2 dx
-I -I
3
and, so, p =- .
5
Now ~u= 0, M = I. So, jr E[O,I]] and first mean valw theoreni is verified.
1 1
E 5) Sin x2= 7 (2x sill x2) for x + 0. Take f(x)
2x sin ,x2and $(x) =- and
=
-X 2x
apply Bonnet Form of Second Mean Value Theorem as in Exa~nple6 .