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5.9 Proof of Fundamental Theorem of Calculus

The difference quotient of FF is

F⁢(x+h)-F⁢(x)h=1h⁢∫xx+hf⁢(t)⁢d⁢t{{F(x+h)-F(x)}\over{h}}={{1}\over{h}}\int_{x}^{x+h}f(t)dt
=1h⁢∫xx+h(f⁢(t)-f⁢(x))⁢d⁢t+1h⁢∫xx+hf⁢(x)⁢d⁢t.={{1}\over{h}}\int_{x}^{x+h}(f(t)-f(x))\,dt+{{1}\over{h}}\int_{x}^{x+h}f(x)\,dt.

To prove that F′⁢(x)=f⁢(x),F^{\prime}(x)=f(x), we need to prove that the right-hand side converges to f⁢(x)f(x) as h→0h\rightarrow 0. Given that ff is continuous, f⁢(t)-f⁢(x)→0f(t)-f(x)\rightarrow 0 as h→0h\rightarrow 0 and 1h⁢∫xx+hf⁢(x)⁢d⁢t=f⁢(x){{1}\over{h}}\int_{x}^{x+h}f(x)dt=f(x), so

F⁢(x+h)-F⁢(x)h→0+f(x)  (h→0),{{F(x+h)-F(x)}\over{h}}\rightarrow 0+f(x)\qquad(h\rightarrow 0),

hence F′⁢(x)=f⁢(x)F^{\prime}(x)=f(x).