## Friday, December 27, 2013

### Theoretical Remarks #2 - some insight into the function $\int_{a}^{x}f(t)dt$

Let us first recall the proposition mentioned (without proof) in yesterday's post:
Proposition: Let a real function $f$, with domain $D_{f}$ and continuous on an interval $\Delta \subseteq D_{f} \subseteq \mathbb{R}$ and let $a \in \Delta$ be a fixed point of $\Delta$. Then the function $F(x)=\int_{a}^{x}f(t)dt$ is an antiderivative function of $f$. In other words:
$$F'(x) = \big( \int_{a}^{x}f(t)dt \big)' = f(x)$$
for all $x \in \Delta$.

If $x \in \Delta$ is a variable point,
then the value of the definite  integral  $F(x)= \int_{a}^{x}f(t)dt$ represents the area of the shaded  region shown in the figure:
Remark: Notice that the function $F(x)$ is defined on any interval $\Delta \subseteq D_{f}$ in which:
• $a \in \Delta$
• f is continuous on $\Delta$
and (according to the preceding proposition) is differentiable on that $\Delta$.

Considering $h$ to be infinitesimal, we can now compute
$$\begin{array}{c} \Delta F(x) = F(x+h)-F(x) = \int_{a}^{x+h}f(t)dt - \int_{a}^{x}f(t)dt = \\ \\ = \int_{x}^{x+h}f(t)dt = E(\Omega) \approx h \cdot f(x) \end{array}$$
In the above, the change $\Delta F(x)$ in the value of the function $F(x)=\int_{a}^{x}f(t)dt$ when $x$ changes to $x+h$ is denoted by $E(\Omega)$ and equals the area of the shaded strip $\Omega$, displayed in the next figure:
Consequently, $f(x) \approx \frac{E(\Omega)}{h}$ and since $h$ is considered to be infinitesimal, we can write:
$$f(x)=\lim_{h \rightarrow 0}\frac{F(x+h)-F(x)}{h}=F'(x) = \frac{d \big(\int_{a}^{x}f(t)dt \big)}{dx}$$
Remarks:
(1). The above should not be considered to be a rigorous proof. It should rather be taken as an intuitive  line of thinking, aiming to shed some light into "what is really going on" inside the function $\int_{a}^{x}f(t)dt$
(2). Let a real function $f$, continuous on an interval $\Delta \subseteq \mathbb{R}$ and let $a \in \Delta$ be a fixed point of $\Delta$. Let another real function $g(x)$ with domain $D_{g}$ and differentiable (and thus: continuous) on an interval $\Delta_{1} \subseteq D_{g}$. We can then consider the composite function $G=F \circ g$:
$$G(x) = \int_{a}^{g(x)}f(t)dt$$
The domain $D_{G}$ of $G$ will be:
$$D_{G} = \{ x \in D_{g} \ , \ g(x) \in \Delta \}$$
The composite function $G=F \circ g$ is differentiable on $\Delta_{2} = \Delta_{1} \cap D_{G}$. Its derivative can be computed by combining the above differentiation rule with the chain rule of differentiation (for differentiating composite functions). We readily get the following formula:
$$\Big( \int_{a}^{g(x)}f(t)dt \Big)' = f\big( g(x) \big) \cdot g'(x)$$
for all $x \in \Delta_{2}$.