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Theorem 4.1. Mean value theorem. Suppose that a function f is continuous on the closed interval [a,b] and differentiable on the open interval (a,b). Then there exists a number c in the interval (a,b) where ro = LO=10. Lemma 4.1. Suppose a function f is defined on an open interval (a,b) and reaches its maximum or minimum at c. If f'(c) exists, then f'(c) =0. Corollary 4.1. A function whose derivative is zero at every point of an interval is constant on that interval. Corollary 4.2. Criteria for Monotonicity. /f f’ > 0 on an interval then f is increasing on that interval. If f’ <0 on an interval then f is decreasing on that interval. If f' > 0 on an interval then f is nondecreasing on that interval. If f’ <0 nan interval thin f is nonincreasing on that interval. Definition 4.1. Local and global extrema. A function f has a local maximum f(c) at c if there is a positive number h such that f(x) < f(c) whenever c—h < x f(c) whenever c—h f(c)for all x in the domain of f. Theorem 4.2. First derivative test. Suppose that f is continuous on an inter- val containing c, and that f"(x) is positive for x less than c, and negative for x greater than c. Then f reaches its maximum on the interval at c. A similar characterization holds for the minimum. Theorem 4.3. Generalized mean value. Suppose f and g are differentiable on (a,b) and continuous on [a,b]. If g'(x) £0 in (a,b), then there exists a point c in (a,b) such that f'©) _ f(b)=f(@) gic) g(b)— g(a)” Theorem 4.4, Suppose lim f(x) =0, lim g(x) = 0, and that lim fa exists. xa xa xa §'(3) Then Ll) = tim £0) st gs) 7)" Definition 4.2. A function f is called n times differentiable at x if its (n—1)st derivative is differentiable at x. The resulting function is called the nth derivative of f and is denoted by a'f sci f” or Definition 4.3. A function f is called continuously differentiable on an interval if f’ exists and is continuous on the interval. A function f is n times continu- ously differentiable if the nth derivative exists and is continuous on the interval. Theorem 4.5. Linear approximation. Let f be twice continuously differen- tiable on an interval containing a and b. Then there is a point c between a and b such that f0)= sla) + Falo—a)+ nar, (43) Theorem 4.6. Local minimum theorem. Let f be a twice continuously differ- entiable function on an open interval containing a, and suppose that f'(a) =0 and f"(a) > 0. Then f has a local minimum at a, i.e., F(a) < f(b) for all points b # a sufficiently close to a. Theorem 4.7. Local maximum theorem. Let f be a twice continuously differ- entiable function defined on an open interval containing a, and suppose that f'(a) =0 and f" (a) <0. Then f has a local maximum at a, i.e., f(a) > fb) for all points b # a sufficiently close to a. Definition 4.4. A function whose graph lies above its tangents is called convex. Theorem 4.8. Convexity theorem. Let f be a twice continuously differentiable function on [a,b], and suppose that f" > 0 there. Then for every x satisfying a 0, there is a 6 such that f(e+h) = f@) if |h| <6, then h — f'(x)| 0, there is a pre- cision 6 > 0 such that the values of f differ by less than € over any interval of length 6. Choose N so large that for k > N, each subinterval of the kth subdi- vision has length less than 36. It follows from (6.12) that for k and / greater than N, J; and J; differ by less than ¢(b — a). This proves the convergence of the sequence ,. The limit does not depend on our choice of the sequence of subdivisions. For given two such sequences, we can merge them into a single sequence, and the associated approximate integrals form a convergent sequence. This proves that the two sequences that were merged have the same limit. b This common limit is defined to be the integral [ f(t) dt. Ja Theorem 6.2. The mean value theorem for integrals. If f is a continuous function on {a,b}, then there is anumber c in |a,b\ for which rb [ foau= Fob—a). The number f(c) is called the mean or average value of f on {a,b}. ‘b ‘a Definition 6.3. When a > b we define [ f(t)ar = — [ Flas, and when Ja Jb b a=bwedefine | f(t)dt=0. a Theorem 6.3. Linearity of the integral. For any numbers a, b, cy, c and con- tinuous functions f, and fo, we have [oirenname fi iiater [nine Theorem 6.4. Positivity of the integral. /f f is a continuous function with b f(t) >0.0n [a,b], then | (at > 0. a Theorem 6.5. The fundamental theorem of calculus (a) Let f be any continuous function on (a,b). Then f is the derivative of some differentiable function. In fact, for x in {a,b], =([ roa) =109. (6.13) (b) Let F be any function with a continuous derivative on |a,b]. Then b F(b) —F(a) aa F'()at. (6.14) a Theorem 7.1. Integration by parts /f f’ and g’ are continuous on [a,b] then [fosoa= f ey oar [ soe'o b)a(b)—fla)e(a) “fw Theorem 7.2. Change of variables Let g be continuously differentiable on {a,b}, and let f be continuous on an interval that contains the range of g. Then [ rapeu= [renreou g(a) @ b Definition 7.1. Whenever f is continuous on [a,b] and [ f(x) dx tends to a limit as b tends to infinity, that is, whenever “ lim | ” p(x)dx bot exists, that limit is denoted by [ ” f(x) de. Such an integral is called an improper integral, and the function f is said to be integrable on {a,°e), and the integral is said to converge. If the limit does not exist, we say that the function f is not integrable on [a, °°) and that the improper integral diverges. Theorem 7.3. Comparison theorem for improper integrals. Suppose f and gare continuous and |f@)| < @) on (a, 2). If g is integrable on |a,°), then so is f. The same result holds if \a,e°) is replaced by (—, a). Theorem 7.4. Integral test for the convergence of a series. Let f(x) be a positive decreasing continuous function on (1,2). (a) Suppose f is integrable on (1,2), and let ¥ ay be an infinite series whose nel terms satisfy the inequalities lan| < f(n). Then the series Yan converges. n=l (b) Let ¥ an be a convergent infinite series whose terms satisfy the inequalities n=l ay > f(n) Then f is integrable on (1,09). Definition 7.2. Let f be a function defined on a half-open interval (a,b] such that f is continuous on every subinterval [a + h,b], with h > 0, but not on the interval (a, b] itself. The function f is called integrable on (a,b] if the limit b li (x) dx lim i) b exists. This limit is denoted by [ f(x) dx and is called an improper integral. a If the limit does not exist, we say that f is not integrable on (a,b], or that the integral diverges. Theorem 7.5. Stirling’s formula. As n tends to infinity, n! is asymptotic to n\n v2an (2) : . e in the sense that the ratio of n\ to this expression tends to 1. Theorem 7.6. Convergence theorem for integrals. /f a sequence of functions fn converges uniformly on an interval to f, then for any numbers a and b in the interval, the sequence of integrals of fy converges to the integral of f: sim [ito t)dt = [row Theorem 7.7. Suppose that a one-parameter family of functions p depends continuously on the parameter t on the interval {a,b]). Then the integral of p from a to b depends continuously on t. Definition 7.3. We say that a one-parameter family of functions p|t] depends differentiably on the parameter ¢ if for every f, the difference quotients plt+Al(x) —plj@) h tend uniformly on the interval [a,b] to a limit function as h tends to 0. We denote this limit function by £. Theorem 7.8. Differentiation theorem for the integral. Suppose that p{t] de- ‘b pends differentiably on the parameter t. Then ” plt](x) dx depends differen- £ [ott x)dx= pe Definition 8.1. The midpoint rule is the approximate integral tiably on t, and Inia F(asb)) = (8) (~

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