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Fundamental Theorem of Calculus I
Let f be integrable on [a,b] and define F(x)=∫axf(t)dt for x∈[a,b]. Then F is continuous, moreover when f is continuous at x0∈(a,b) then we have that F is differentiable at x0 and F′(x0)=f(x0)
Fundamental Theorem of Calculus II
Let f be integrable on [a,b], if there is a continuous function F:[a,b]→ℝ that is differentiable on (a,b) such that F′(x)=f(x) for every x∈(a,b) then ∫abf(x)dx=F(b)−F(a)
MVT for Integrals
Suppose that f:[a,b]→ℝ is continous, then there exists a point c∈(a,b) such that 1b−a∫abf(x)dx=f(c)

Let y∈[a,b] and define F(t)=∫yt for any t∈[a,b], since f is continuous on [a,b] that means that for every x0∈(a,b) we have that F′(x0)=f(x0), and also that F is continuous on [a,b].

As noted above we satisfy the conditions to the mean value theorem which means that there is some c∈(a,b) such that F(b)−F(a)b−a=F′(c)=f(c)

Finally we note that F(b)−F(a)=∫ybf(x)dx−∫yaf(x)dx=∫ybf(x)dx+∫ayf(x)dx=∫abf(x)dx

Which shows that 1b−a∫abf(x)dx=f(c)

Antiderivative
A function F is an antiderivative of the function f if F′(x)=f(x) for every x∈dom⁡(f)
Sign Function
We define sign⁡:ℝ→{−1,0,1} such that sign⁡(x)={1 if x>00 if x=0−1 if x<0
Sign Functions Integral
Let f(x)=sign⁡(x) and F(x)=|x|, show that f is riemann integrable on [a,b] and that ∫abf(x)dx=F(b)−F(a) for any a<b, why is F not an antiderivative of f.
Note that if 0<a<b then ∫absign⁡(x)dx=∫ab1dx=b−a=|b|−|| when 0>b>a then we have ∫absign⁡(x)dx=∫ab−1dx=a−b==−b−(−a)=|b|−|a| and finally when a<0<b then we have ∫absign⁡(x)dx=∫a0−1dx+∫0b1dx=a+b=b−(−a)=|b|−|a| which shows that ∫abf(x)dx=F(b)−F(a) in all cases, note that F is not an antiderivative of f because it is undefined at some points in the domain of f.
One over Epsilon Integral
Suppose that f:ℝ→ℝ is continuous and fix ϵ∈ℝ+, define G(x)=1ϵ∫xx+ϵf(t)dt, show that G is C1 and compute G′.
Let's try to compute G′, if it turns out that by observation that equation we get for G′ is continous then G is C1, we approach by definition: G′(x)=limh→0⁡∫x+hx+h+ϵf(t)dt−∫xx+ϵf(t)dth Since h→0 we can assume that eventually h<ϵ so that x<x+h<x+ϵ<x+h+ϵ therefore the integrals have an overlapping cancellation from x+h to x+ϵ so that ϵ⋅G′(x)=limh→∞⁡∫x+ϵx+h+ϵf(t)dt−∫xx+hf(t)dth Let a∈ℝ and define K(b)=∫abf(t)dt so that we have ∫x+ϵx+h+ϵf(t)dt=−∫ax+ϵf(t)dt+∫ax+h+ϵf(t)dt=K(x+h+ϵ)−K(x+ϵ) and also ∫xx+h=−∫axf(t)dt+∫ax+hf(t)dt=K(x+h)−K(x) Therefore by finally constructing J(p)=K(p+ϵ)−K(p) we have ϵ⋅G′(x)=limh→∞⁡∫x+ϵx+h+ϵf(t)dt−∫xx+hf(t)dth=limh→∞⁡(K(x+h+ϵ)−K(x+ϵ))−(K(x+h)−K(x))h=limh→∞⁡(K(x+h+ϵ)−K(x+h))−(K(x+ϵ)−K(x))h=limh→∞⁡J(x+h)−J(x)h=J′(x)=K′(x+ϵ)−K′(x)=f(x+ϵ)−f(x) therefore G′(x)=f(x+ϵ)−f(x)ϵ as the right hand side is composition of fundamental operations on ℝ which maintain continuity then G′(x) is continuous, so that G is C1 as needed.
Sup Norm Sandwich Inequality
Suppose that f:ℝ→ℝ such that S=‖f‖∞ then for any x∈ℝ we have −S≤f(x)≤S
Let x∈ℝ then we have f(x)≤|f(x)|≤‖f‖∞=S therefore −S≤f(x)≤S
Twice Differentiable Triangle
Suppose that f is twice differentiable on ℝ, ‖f‖∞=A and that ‖f′′‖∞=C. Prove that ‖f′‖∞≤2AC
Let x0∈ℝ, and let f′(x0)=b, if it's the case that b>0, then let t∈ℝ if t>0 then we apply MVT on the interval [x0,x0+t] to get some θ1∈(x0,x0+t) such that f′(x0+t)−f′(x0)t=f′′(θ1) so that f′(x0+t)=f′′(θ1)t+b and that f′(x0+t)≥b−Ct=b−C|t| Now if t<0 one can do the same analysis but will obtain some θ2∈[x0+t,x0] such that f′(x0)−f′(x0+t)−t=f′′(θ2) so that f′(x0+t)=f′(x0)−f′′(θ2)(−t)=b−f′′(θ2)|t|≥b−C|t| Now when x0=0, we have the following integral inequalities, note the the first integral exists because f′ is continuous: ∫−bCbCf′(t)dt≥∫−bCbCb−C|t|dt But note that the integral on the right measure the area of the function b−C|t| which hits the y axis at b and has legs coming down which intersect the x axis at −bC,bC respectively, so that the total area is given by (bC)b=b2C. Now focusing on the left hand side we recall that since f is a continuous function such that f′(x)=f′(x) then we have: ∫−bCbCf′(t)dt=f(bC)−f(−bC)≤2A thus chaining previous inqualities with the above equality we have: b≤2AC If it turns out that b is negative we can get the same bound, which shows for an arbitrary choice of x0 we were able to deduce that |f(x0)|≤2AC, thus ‖f′‖∞≤2AC