We come in today's post to supply a proof for a well known Calculus proposition: In friday's 27/Dec/2013 post we mentioned (without proof), the following proposition:
Proposition: Let a real function $f$, continuous on an interval $\Delta$ and let $a \in \Delta$ be a fixed point. Then the function $F(x)=\int_{a}^{x}f(t)dt$ is an antiderivative function of $f$ in $\Delta$. In other words:
$$
F'(x) = \big( \int_{a}^{x}f(t)dt \big)' = f(x)
$$
for all $x \in \Delta$.
Proof:
It is sufficient to show that for any fixed point $x_{0} \in \Delta$ we have $F'(x_{0})=f(x_{0})$.
Let us first study the difference quotient $\frac{F(x)-F(x_{0})}{x-x_{0}}$ whose limit at $x \rightarrow x_{0}$, $x \neq x_{0}$ defines the value of $F'(x_{0})$:
$$
\begin{array}{c}
\frac{F(x)-F(x_{0})}{x-x_{0}}= \frac{1}{x-x_{0}}\bigg( \int_{a}^{x}f(t)dt - \int_{a}^{x_{0}}f(t)dt \bigg) = \\
\\
= \frac{1}{x-x_{0}}\bigg( \int_{x_{0}}^{a}f(t)dt + \int_{a}^{x}f(t)dt \bigg) = \frac{1}{x-x_{0}} \int_{x_{0}}^{x}f(t)dt
\end{array}
$$
thus
\begin{equation} \label{diff*}
\frac{F(x)-F(x_{0})}{x-x_{0}}=\frac{1}{x-x_{0}} \int_{x_{0}}^{x}f(t)dt
\end{equation}
and since
\begin{equation} \label{fun}
f(x_{0}) = \frac{1}{x-x_{0}}(x-x_{0})f(x_{0}) = \frac{1}{x-x_{0}}\int_{x_{0}}^{x}f(x_{0}) dt
\end{equation}
combining \eqref{diff*} and \eqref{fun}, we readily get the following relation:
\begin{equation} \label{diffun}
\frac{F(x)-F(x_{0})}{x-x_{0}}-f(x_{0}) = \frac{1}{x-x_{0}} \int_{x_{0}}^{x} \big( f(t) - f(x_{0}) \big) dt
\end{equation}
Since $f$ is continuous at $x_{0} \in \Delta$, for any $\varepsilon > 0$ there is a $\delta > 0$ such that: for any $t \in \Delta$ with $|t-x_{0}| < \delta$ we will have $|f(t)-f(x_{0})| < \varepsilon$.
Thus, for any $x \in \Delta$ with $0 < |x-x_{0}| < \delta$, using \eqref{diffun} we get:
$$
\begin{array}{c}
\bigg| \frac{F(x)-F(x_{0})}{x-x_{0}}-f(x_{0}) \bigg| = \frac{1}{|x-x_{0}|} \bigg| \int_{x_{0}}^{x} \big( f(t) - f(x_{0}) \big) dt \bigg| \leq \\
\\
\leq \frac{1}{|x-x_{0}|} \bigg| \int_{x_{0}}^{x} \big| f(t) - f(x_{0}) \big| dt \bigg| < \frac{1}{|x-x_{0}|} \big| \int_{x_{0}}^{x} \varepsilon dt \big| = \\
\\
= \frac{1}{|x-x_{0}|} \varepsilon |x-x_{0}| = \varepsilon
\end{array}
$$
But the above means -according to the $(\varepsilon, \delta)$ definition of the limit- that
$$
F'(x_{0}) = \lim_{x \rightarrow x_{0}} \bigg( \frac{F(x)-F(x_{0})}{x-x_{0}} \bigg) = f(x_{0})
$$
which finally concludes the proof.
Proposition: Let a real function $f$, continuous on an interval $\Delta$ and let $a \in \Delta$ be a fixed point. Then the function $F(x)=\int_{a}^{x}f(t)dt$ is an antiderivative function of $f$ in $\Delta$. In other words:
$$
F'(x) = \big( \int_{a}^{x}f(t)dt \big)' = f(x)
$$
for all $x \in \Delta$.
Proof:
It is sufficient to show that for any fixed point $x_{0} \in \Delta$ we have $F'(x_{0})=f(x_{0})$.
Let us first study the difference quotient $\frac{F(x)-F(x_{0})}{x-x_{0}}$ whose limit at $x \rightarrow x_{0}$, $x \neq x_{0}$ defines the value of $F'(x_{0})$:
$$
\begin{array}{c}
\frac{F(x)-F(x_{0})}{x-x_{0}}= \frac{1}{x-x_{0}}\bigg( \int_{a}^{x}f(t)dt - \int_{a}^{x_{0}}f(t)dt \bigg) = \\
\\
= \frac{1}{x-x_{0}}\bigg( \int_{x_{0}}^{a}f(t)dt + \int_{a}^{x}f(t)dt \bigg) = \frac{1}{x-x_{0}} \int_{x_{0}}^{x}f(t)dt
\end{array}
$$
thus
\begin{equation} \label{diff*}
\frac{F(x)-F(x_{0})}{x-x_{0}}=\frac{1}{x-x_{0}} \int_{x_{0}}^{x}f(t)dt
\end{equation}
and since
\begin{equation} \label{fun}
f(x_{0}) = \frac{1}{x-x_{0}}(x-x_{0})f(x_{0}) = \frac{1}{x-x_{0}}\int_{x_{0}}^{x}f(x_{0}) dt
\end{equation}
combining \eqref{diff*} and \eqref{fun}, we readily get the following relation:
\begin{equation} \label{diffun}
\frac{F(x)-F(x_{0})}{x-x_{0}}-f(x_{0}) = \frac{1}{x-x_{0}} \int_{x_{0}}^{x} \big( f(t) - f(x_{0}) \big) dt
\end{equation}
Since $f$ is continuous at $x_{0} \in \Delta$, for any $\varepsilon > 0$ there is a $\delta > 0$ such that: for any $t \in \Delta$ with $|t-x_{0}| < \delta$ we will have $|f(t)-f(x_{0})| < \varepsilon$.
Thus, for any $x \in \Delta$ with $0 < |x-x_{0}| < \delta$, using \eqref{diffun} we get:
$$
\begin{array}{c}
\bigg| \frac{F(x)-F(x_{0})}{x-x_{0}}-f(x_{0}) \bigg| = \frac{1}{|x-x_{0}|} \bigg| \int_{x_{0}}^{x} \big( f(t) - f(x_{0}) \big) dt \bigg| \leq \\
\\
\leq \frac{1}{|x-x_{0}|} \bigg| \int_{x_{0}}^{x} \big| f(t) - f(x_{0}) \big| dt \bigg| < \frac{1}{|x-x_{0}|} \big| \int_{x_{0}}^{x} \varepsilon dt \big| = \\
\\
= \frac{1}{|x-x_{0}|} \varepsilon |x-x_{0}| = \varepsilon
\end{array}
$$
But the above means -according to the $(\varepsilon, \delta)$ definition of the limit- that
$$
F'(x_{0}) = \lim_{x \rightarrow x_{0}} \bigg( \frac{F(x)-F(x_{0})}{x-x_{0}} \bigg) = f(x_{0})
$$
which finally concludes the proof.
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