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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] 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] is continous, then there exists a point c(a,b) such that 1baabf(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)ba=F(c)=f(c)

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

Which shows that 1baabf(x)dx=f(c)

Antiderivative
A function F is an antiderivative of the function f if F(x)=f(x) for every xdom(f)
Sign Function
We define sign:{1,0,1} such that sign(x)={1 if x>00 if x=01 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=ba=|b||| when 0>b>a then we have absign(x)dx=ab1dx=ab==b(a)=|b||a| and finally when a<0<b then we have absign(x)dx=a01dx+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: is continuous and fix ϵ+, define G(x)=1ϵxx+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)=limh0x+hx+h+ϵf(t)dtxx+ϵf(t)dth Since h0 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 ϵG(x)=limhx+ϵx+h+ϵf(t)dtxx+hf(t)dth Let a 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 ϵG(x)=limhx+ϵx+h+ϵf(t)dtxx+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=limhJ(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 which maintain continuity then G(x) is continuous, so that G is C1 as needed.
Sup Norm Sandwich Inequality
Suppose that f: such that S=f then for any x we have Sf(x)S
Let x then we have f(x)|f(x)|f=S therefore Sf(x)S
Twice Differentiable Triangle
Suppose that f is twice differentiable on , f=A and that f=C. Prove that f2AC
Let x0, and let f(x0)=b, if it's the case that b>0, then let t 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)bCt=bC|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)=bf(θ2)|t|bC|t| Now when x0=0, we have the following integral inequalities, note the the first integral exists because f is continuous: bCbCf(t)dtbCbCbC|t|dt But note that the integral on the right measure the area of the function bC|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: b2AC 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 f2AC