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Here is Theorem 7.34 (the Second Fundamental Theorem of Integral Calculus), in Chapter 7, in the book Mathematical Analysis - A Modern Approach To Advanced Calculus by Tom M. Apostol, 2nd edition:

Assume that $f$ is a real-valued, Riemann-integrable function on $[a, b]$. Let $g$ be a function defined on $[a, b]$ such that the derivative $g^\prime$ exists in $(a, b)$ and has the value $$ g^\prime (x) = f(x) \ \mbox{ for every $x$ in $(a, b)$}. $$ At the ednpoints assume that $g(a+)$ and $g(b-)$ exist and satisfy $$ g(a) - g(a+) = g(b) - g(b-).$$ Then we have $$ \int_a^b f(x) \, dx = \int_a^b g^\prime(x)\, dx = g(b) - g(a). $$

And, here is Apostol's proof of this theorem:

For every partition of $[a, b]$, we can write $$ g(b) - g(a) = \sum_{k=1}^n \left[ g \left( x_k \right) - g \left( x_{k-1} \right) \right] = \sum_{k=1}^n g^\prime \left( t_k \right) \Delta x_k = \sum_{k=1}^n f \left( t_k \right) \Delta x_k, $$ where $t_k$ is a point in $\left( x_{k-1}, x_k \right)$ determined by the Mean Value Theorem of differential calculus. But, for a given $\varepsilon > 0$, the partition can be taken so fine that $$ \left\lvert g(b) - g(a) - \int_a^b f(x) \, dx \right\rvert = \left\lvert \sum_{k=1}^n f \left( t_k \right) \Delta x_k - \int_a^b f(x) \, dx \right\rvert < \varepsilon, $$ and this proves the theorem.

Although I understand the statement as well as the proof of the Second Fundamental Theorem of Integral Calculus as given by Apostol, there is one catch.

What is the point of the very last equality in the statement of the theorem? For the Mean Value Theorem of Differential Calculus to be applicable, it should suffice for the function $g$ to be either continuous from the left at $a$ and from the right at $b$, or for the one sided limits $g(a+)$ and $g(b-)$ to exist as finite values.

  • Can you say what exactly you mean by "last equality in the statement of the theorem"? Is it $g(a) - g(a+) = g(b) - g(b-)$? – noam.szyfer Jan 26 '24 at 08:14
  • It seems very hard to believe that this Theorem is true, have a look at the counter-example here: https://math.stackexchange.com/a/185334/631742 (also, hello @noam.szyfer) – Maximilian Janisch Jan 26 '24 at 08:18
  • (Hello @MaximilianJanisch back :) Can you explain how your link provides a counterexample? I cannot quite see it. – noam.szyfer Jan 26 '24 at 08:28
  • @noam.szyfer by the last equality in the statement of the theorem, I mean $g(a) - g(a+) = g(b) - g(b-)$. – Saaqib Mahmood Jan 26 '24 at 14:50
  • @noam.szyfer The function $g$ given there (it is called $f$ in the link) has a derivative $g'$, but $g'$ is not integrable, so $g(b)-g(a)=\int_a^b g'$ is not true. – Maximilian Janisch Jan 26 '24 at 15:26
  • @MaximilianJanisch but (here), $g' = f$ (except possibly at the endpoints) and $f$ is assumed to be (Riemann) integrable? (As one of the hypotheses states $f \in R$) – noam.szyfer Jan 26 '24 at 15:42
  • @noam.szyfer Ahhh I see. I didn’t get that $f\in R$ means it is Riemann integrable. With this amendment, I agree with the Theorem, I will slightly edit the question. – Maximilian Janisch Jan 26 '24 at 16:17

1 Answers1

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The key is that we assume that $g$ is differentiable only on the open interval $(a, b) $ and not necessarily at end points. Further the equality $g'=f$ is also on the open interval $(a, b) $.

The assumption about existence of $g(a+),g(b-) $ is essentially equivalent to saying that $g$ is continuous on closed interval $[a,b] $. For, we can always redefine $g$ at end points $a,b$ to match its limits on those points and make it continuous.

The theorem then says that $$\int_a^b f(x) \, dx=g(b-) - g(a+)\tag{1} $$ The equality $$g(a) - g(a+) = g(b) - g(b-)$$ is only to replace the right hand side of equation $(1)$ with $g(b) - g(a) $.

The real surprise is that the assumption on existence of limits of $g$ at end points $a, b$ is unnecessary. Rather it can be proved that these limits exist using Riemann integrability of $f$.

More formally and more generally we can state the fundamental theorem as follows:

Second Fundamental Theorem of Calculus: Let $f:[a, b] \to\mathbb{R} $ be Riemann integrable on $[a, b] $ and let $g:(a, b) \to\mathbb{R} $ be a function such that $g'=f$ on $(a, b) $. Then the limits $g(a+), g(b-) $ exist and $\int_a^b f(x) \, dx=g(b-) - g(a+) $.

To prove it we first establish the result under the conditions that $g$ is defined and continuous on $[a, b] $ and $g'=f$ in $(a, b) $. This is exactly what is proved in the question using mean value theorem. And then we can prove the general version stated above by taking an arbitrary but fixed point $c$ in $(a, b) $ and note that for $c<x<b$ we have $$g(x) =\int_c^x f(t) \, dt+g(c) $$ Now letting $x\to b^-$ we get $$g(b-) =\int_c^b f(t) \, dt+g(c) \tag{2}$$ Similarly for $a<x<c$ we have $$g(c) - g(x) =\int_x^c f(t) \, dt$$ ie $$g(x) =g(c) - \int_x^c f(t) \, dt$$ Letting $x\to a^+$ we get $$g(a+) = g(c) - \int_a^c f(t) \, dt\tag{3}$$ Subtracting $(3)$ from $(2)$ we get $$g(b-) - g(a+) =\int_a^c f(t) \, dt+\int_c^b f(t) \, dt=\int_a^b f(t) \, dt$$ and we are done.

  • could you please elaborate on the point you made in the very last paragraph? – Saaqib Mahmood Jul 01 '24 at 09:38
  • Well if $g'=f$ on $(a, b) $ and $f$ is Riemann integrable on $[a, b] $ and $c$ is a fixed point in $(a, b) $ then for $c<x<b$ we have $g(x) =\int_c^x f(t) , dt+g(c) $ and taking limits as $x\to b^-$ we see that $g(b-) $ exists and equals $\int_c^b f(t) , dt+g(c) $ @SaaqibMahmood A similar argument can be given for existence of $g(a+) $. – Paramanand Singh Jul 01 '24 at 12:47
  • @SaaqibMahmood: I have updated my answer as well with some details. – Paramanand Singh Jul 01 '24 at 15:09