累积函数
设 f 在 [a,b] 上可积。定义累积函数 F(x) = ∫ 从 a 到 x 的 f(t) dt。这个 F 度量右端从 a 移到 x 时扫出的累计面积。微积分基本定理第一部分说:若 f 在某点 x 处连续,则 F 在该点可导且 F′(x) = f(x)。先扫出面积、再求导,就还原出原来的 f。
FTC, Part 1. f integrable on [a,b], continuous at x. Then F'(x) = f(x),
where F(x) = integral from a to x of f.
Proof. Look at the difference quotient. For h > 0 (h < 0 is symmetric),
F(x+h) - F(x) = integral from a to x+h - integral from a to x
= integral from x to x+h of f(t) dt (additivity).
Subtract the constant f(x), written as integral from x to x+h of f(x) dt = f(x)*h:
F(x+h) - F(x) - f(x)*h = integral from x to x+h of ( f(t) - f(x) ) dt.
Let ε > 0. Continuity at x: there is δ>0 with |t - x| < δ => |f(t) - f(x)| < ε.
For 0 < h < δ every t in [x, x+h] satisfies |t - x| < δ, so by |∫g| <= ∫|g|:
| F(x+h) - F(x) - f(x)*h | <= integral from x to x+h of |f(t)-f(x)| dt
<= ε * h.
Divide by h: | (F(x+h) - F(x))/h - f(x) | <= ε.
Since ε was arbitrary, the difference quotient -> f(x). Hence F'(x) = f(x). QED用原函数求值
第二部分才是你真正用来计算的。若 f 在 [a,b] 上可积,且 G 是 f 的任意一个原函数——即在 [a,b] 上处处 G′ = f——则 ∫ 从 a 到 b 的 f = G(b) − G(a)。你完全不必碰任何分割;只需找一个原函数,再把两端点的值相减。
FTC, Part 2. f integrable on [a,b], G'(x) = f(x) for all x in [a,b].
Then integral from a to b of f = G(b) - G(a).
Proof. Take ANY partition P: a = x_0 < ... < x_n = b. Telescope G across it:
G(b) - G(a) = sum_{k=1}^n ( G(x_k) - G(x_{k-1}) ).
Apply the Mean Value Theorem to G on each [x_{k-1}, x_k]: there is a point
t_k in (x_{k-1}, x_k) with G(x_k) - G(x_{k-1}) = G'(t_k) Δx_k = f(t_k) Δx_k.
So G(b) - G(a) = sum f(t_k) Δx_k = a Riemann sum of f for P.
But on each piece m_k <= f(t_k) <= M_k, hence
L(f,P) <= G(b) - G(a) <= U(f,P) for EVERY partition P.
The only number squeezed between all lower and all upper sums is the integral:
integral from a to b of f = G(b) - G(a). QED一个有用的伙伴:积分中值定理
一个近亲是积分中值定理:若 f 在 [a,b] 上连续,则存在点 c ∈ [a,b],使 ∫ 从 a 到 b 的 f = f(c)·(b − a)。从几何上看,这块面积等于一个矩形的面积,矩形高度恰是函数在某个内点处的值——平均值 f(c) 确实被取到。
Integral MVT. f continuous on [a,b]. Let m = min f, M = max f on [a,b]. Monotonicity of the integral gives m*(b-a) <= integral from a to b of f <= M*(b-a), so the AVERAGE value A = (1/(b-a)) * integral from a to b of f lies in [m, M]. f is continuous and attains m and M (Extreme Value Thm), so by the Intermediate Value Theorem it attains every value in between, including A. Hence there is c in [a,b] with f(c) = A, i.e. integral from a to b of f = f(c)*(b - a). QED