Math 2.0

Real functions Proof

Proof of the second fundamental theorem of calculus

Builds on Riemann integrable functionRiemann integralRiemann sumMesh of a partitionPartition of an intervalThe reals are ArchimedeanMean value theorem

Proof

We show that F(b)−F(a)F(b) - F(a) is a Riemann sum of ff for every partition.

  1. Let a<ba < b, let FF be continuous on [a,b][a, b] and differentiable on (a,b)(a, b), and let f ⁣:[a,b]→ℝf \colon [a, b] \to \mathbb{R} be Riemann integrable with f=F′f = F' on (a,b)(a, b). Let I=∫abf(x) dxI = \int_a^b f(x) \, dx be its integral.
  2. Let P=(x0,…,xn)P = (x_0, \dots, x_n) be a partition of [a,b][a, b]. The sum telescopes: F(b)−F(a)=∑i=1n(F(xi)−F(xi−1))F(b) - F(a) = \sum_{i=1}^{n} \big(F(x_i) - F(x_{i-1})\big).
  3. Fix ii. The function FF is continuous on [xi−1,xi][x_{i-1}, x_i] and differentiable on (xi−1,xi)⊆(a,b)(x_{i-1}, x_i) \subseteq (a, b). By the mean value theorem, there is ci∈(xi−1,xi)c_i \in (x_{i-1}, x_i) with F(xi)−F(xi−1)=F′(ci)(xi−xi−1)=f(ci)(xi−xi−1)F(x_i) - F(x_{i-1}) = F'(c_i)(x_i - x_{i-1}) = f(c_i)(x_i - x_{i-1}).
  4. The points cic_i are tags for PP. By steps 2 and 3, F(b)−F(a)=S(f,P,c)F(b) - F(a) = S(f, P, c), the Riemann sum of ff for (P,c)(P, c).
  5. Let ε>0\varepsilon > 0. By integrability, there is δ>0\delta > 0 with ∣S(f,P,t)−I∣<ε|S(f, P, t) - I| < \varepsilon for every tagged partition of mesh less than δ\delta.
  6. By the Archimedean property, take nn with nδ>b−an \delta > b - a, and the partition PP with points a+i(b−a)/na + i (b - a)/n. Its mesh is less than δ\delta.
  7. With the tags cc of step 3 for this PP, steps 4 and 5 give ∣F(b)−F(a)−I∣<ε|F(b) - F(a) - I| < \varepsilon.
  8. This holds for each ε>0\varepsilon > 0. So ∫abf(x) dx=F(b)−F(a)\int_a^b f(x) \, dx = F(b) - F(a).

Idea

On each piece of a partition, the mean value theorem turns the increase of FF into ff at some point times the length of the piece. So the total increase F(b)−F(a)F(b) - F(a) is exactly a Riemann sum of ff, for every partition. Fine partitions make Riemann sums close to the integral, so the two numbers agree.

Reading path

To understand this page from the ground up, read these 141 pages in order. The foundations come first. The path takes the proofs Proof of the limit of a sum of sequences, Proof of Rolle's theorem, Proof of the approximation property of the supremum, Proof that every sequence has a monotone subsequence, by peaks, Proof of the commutativity of addition by induction, Proof of the epsilon-delta form of continuity, Proof that there is a natural number n with 1/n below any positive epsilon, Proof that the reals form an ordered field, with the Cauchy sequence construction, Proof of the double negation law by a truth table, Proof of the extreme value theorem by the Bolzano–Weierstrass theorem, Proof of the uniqueness of limits, Proof of strong induction from ordinary induction, Proof of the limit of a product of sequences, Proof that the absolute value is multiplicative, Proof of the squeeze theorem for sequences, Proof of the linearity of differentiation, Proof of the sequential characterization of limits, Proof of the triangle inequality for real numbers, Proof of the epsilon-N definition of the limit of a sequence, Proof of Fermat's theorem on stationary points, Proof that limits preserve non-strict inequalities, Proof of the epsilon-delta form of the limit of a function, Proof of the well-ordering principle from strong induction, Proof of the Bolzano–Weierstrass theorem by a monotone subsequence, Proof of the Archimedean property in an Archimedean ordered field, Proof that a decreasing sequence bounded below converges, Proof that the reals are Archimedean from the completeness axiom, Proof that convergent sequences are bounded, Proof of the monotone convergence theorem for sequences, Proof that continuity is equivalent to sequential continuity, Proof of the boundedness theorem by Bolzano–Weierstrass, Proof of the mean value theorem from Rolle's theorem, Proof of the constant multiple rule.

  1. Construction of the reals from Cauchy sequences concept
  2. Definition by recursion concept
  3. Element definition
  4. Integers object
  5. Limit point of a set definition
  6. Local maximum definition
  7. Mathematical induction concept
  8. Natural numbers object
  9. Ordered field definition
  10. Partition of an interval definition
  11. Peano axioms concept
  12. Proposition concept
  13. Rational numbers object
  14. Real numbers object
  15. Sequence definition
  16. Set bounded above definition
  17. Set definition
  18. Ring of integers statement
  19. Limit of a function definition
  20. Local minimum definition
  21. Archimedean ordered field definition
  22. Successor function definition
  23. Mesh of a partition definition
  24. Riemann sum definition
  25. Conjunction definition
  26. Disjunction definition
  27. Implication definition
  28. Negation definition
  29. Predicate definition
  30. The reals form a field statement
  31. Real sequence definition
  32. Subsequence definition
  33. Infimum definition
  34. Supremum definition
  35. Ordered pair definition
  36. Continuity at a point definition
  37. Derivative definition
  38. Addition of natural numbers definition
  39. Proof of the Archimedean property in an Archimedean ordered field proof
  40. Riemann integrable function definition
  41. The rationals form a field statement
  42. The successor function is injective statement
  43. Zero is not a successor statement
  44. Biconditional definition
  45. Truth table concept
  46. Modus ponens concept
  47. Universal quantifier definition
  48. Bounded sequence definition
  49. Limit of a sequence definition
  50. Monotone sequence definition
  51. Completeness axiom statement
  52. Cartesian product definition
  53. Continuous function definition
  54. Differentiable function definition
  55. Archimedean property statement
  56. Proof of the commutativity of addition by induction proof
  57. Order on the natural numbers definition
  58. Riemann integral definition
  59. Subset definition
  60. The rationals form an ordered field statement
  61. Propositional logic concept
  62. Mathematical proof concept
  63. Convergent sequence definition
  64. Sequential continuity definition
  65. Binary relation definition
  66. Order on the reals definition
  67. Commutativity of addition statement
  68. Proof of strong induction from ordinary induction proof
  69. Tautology definition
  70. Antisymmetric relation definition
  71. Reflexive relation definition
  72. Transitive relation definition
  73. Interval definition
  74. Strong induction statement
  75. Logical equivalence definition
  76. Preorder definition
  77. Proof of the epsilon-delta form of continuity proof
  78. Proof of the epsilon-delta form of the limit of a function proof
  79. Proof of the well-ordering principle from strong induction proof
  80. Proof of the double negation law by a truth table proof
  81. Partial order definition
  82. Epsilon-delta definition of continuity statement
  83. Epsilon-delta definition of a limit statement
  84. Well-ordering principle statement
  85. Double negation law statement
  86. Total order definition
  87. Proof by contradiction concept
  88. Proof that every sequence has a monotone subsequence, by peaks proof
  89. Proof that the reals form an ordered field, with the Cauchy sequence construction proof
  90. Every sequence has a monotone subsequence statement
  91. The reals form an ordered field statement
  92. Absolute value definition
  93. Proof of the approximation property of the supremum proof
  94. Proof of the triangle inequality for real numbers proof
  95. Proof that the absolute value is multiplicative proof
  96. Proof of the epsilon-N definition of the limit of a sequence proof
  97. Approximation property of the supremum statement
  98. Triangle inequality statement
  99. Absolute value is multiplicative statement
  100. Epsilon-N definition of the limit of a sequence statement
  101. Proof that the reals are Archimedean from the completeness axiom proof
  102. Proof of the limit of a sum of sequences proof
  103. Proof of the squeeze theorem for sequences proof
  104. Proof of the uniqueness of limits proof
  105. Proof that limits preserve non-strict inequalities proof
  106. The reals are Archimedean statement
  107. Proof that convergent sequences are bounded proof
  108. Proof of the monotone convergence theorem for sequences proof
  109. Proof that there is a natural number n with 1/n below any positive epsilon proof
  110. Limit of a sum of sequences statement
  111. Uniqueness of limits statement
  112. Limits preserve non-strict inequalities statement
  113. Squeeze theorem statement
  114. Convergent sequences are bounded statement
  115. Monotone convergence theorem for sequences statement
  116. Proof of the limit of a product of sequences proof
  117. There is a natural number n with 1/n below any positive epsilon statement
  118. Proof that a decreasing sequence bounded below converges proof
  119. Decreasing sequence bounded below converges statement
  120. Proof of the sequential characterization of limits proof
  121. Proof that continuity is equivalent to sequential continuity proof
  122. Limit of a product of sequences statement
  123. Continuity is equivalent to sequential continuity statement
  124. Sequential characterization of limits statement
  125. Proof of the Bolzano–Weierstrass theorem by a monotone subsequence proof
  126. Proof of the linearity of differentiation proof
  127. Bolzano–Weierstrass theorem statement
  128. Linearity of differentiation statement
  129. Proof of the boundedness theorem by Bolzano–Weierstrass proof
  130. Proof of the constant multiple rule proof
  131. Boundedness theorem statement
  132. Constant multiple rule statement
  133. Proof of the extreme value theorem by the Bolzano–Weierstrass theorem proof
  134. Extreme value theorem statement
  135. Proof of Fermat's theorem on stationary points proof
  136. Fermat's theorem on stationary points statement
  137. Proof of Rolle's theorem proof
  138. Rolle's theorem statement
  139. Proof of the mean value theorem from Rolle's theorem proof
  140. Mean value theorem statement
  141. Proof of the second fundamental theorem of calculus proof

Where this leads

628 pages build on this one.

Further reading

  1. Web https://www.math.ucdavis.edu/~hunter/m125b/ch1.pdf, Theorem 1.45
About this page
TagP03J7CNQPJ
URIm2://P03J7CNQPJ
Kindproof
WritingW0 stub
MSC26A42
ProvesSecond fundamental theorem of calculus
UsesRiemann integrable function, Riemann integral, Riemann sum, Mesh of a partition, Partition of an interval, The reals are Archimedean, Mean value theorem
Changed4 November 2026

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