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微积分的两条基本定理

证明两半:对累积面积函数求导会还原出 f;而有了原函数,任何积分都能靠相减求值。这正是积分与微分互为逆运算之处。

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
基本定理第一部分:累积面积的导数就是被积函数。

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
基本定理第二部分:借助中值定理与 L、U 之间的夹挤。

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
积分中值定理:由单调性加介值定理而得。