A question about integration by substitution












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$begingroup$



$f(x)$ is defined on $[a, b]$.
$phi(t)$ is defined on $[alpha, beta]$ and differentiable on $[alpha, beta]$ and $phi'(t)$ is countinuous on $[alpha, beta]$ and $phi(t) in [a, b]$ for all $t in [alpha, beta]$.

Let $x_1 = phi(t_1)$, $x_2 = phi(t_2)$.



Then, the following equation is true:



$$int_{x_1}^{x_2} f(x) dx = int_{t_1}^{t_2} f(phi(t))phi'(t)dt.$$




Let $F(x)$ be a differentiable function defined on $[a,b]$ and $F'(x) = f(x)$ on $[a,b]$.

Let $phi(t)$ be a function defined on $[alpha, beta]$ and differentiable on $[alpha, beta]$ and $phi(t) in [a, b]$ for all $t in [alpha, beta]$.
Let $phi'(t)$ be a function which is not continuous on $[alpha, beta]$.

Then, $frac{d}{dt} F(phi(t)) = f(phi(t))phi'(t)$ on $[alpha, beta]$.



Now my question is here:




Is there a function $g(x)$ such that $g(x)$ is a function defined on $[a, b]$ and $g(x)$ is not a continuous function on $[a,b]$ and has a primitive function $G(x)$ on $[a, b]$ and $g(x)$ is integrable on $[a,b]$ and $int_a^b g(x) dx neq G(b) - G(a)$ ?











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    3












    $begingroup$



    $f(x)$ is defined on $[a, b]$.
    $phi(t)$ is defined on $[alpha, beta]$ and differentiable on $[alpha, beta]$ and $phi'(t)$ is countinuous on $[alpha, beta]$ and $phi(t) in [a, b]$ for all $t in [alpha, beta]$.

    Let $x_1 = phi(t_1)$, $x_2 = phi(t_2)$.



    Then, the following equation is true:



    $$int_{x_1}^{x_2} f(x) dx = int_{t_1}^{t_2} f(phi(t))phi'(t)dt.$$




    Let $F(x)$ be a differentiable function defined on $[a,b]$ and $F'(x) = f(x)$ on $[a,b]$.

    Let $phi(t)$ be a function defined on $[alpha, beta]$ and differentiable on $[alpha, beta]$ and $phi(t) in [a, b]$ for all $t in [alpha, beta]$.
    Let $phi'(t)$ be a function which is not continuous on $[alpha, beta]$.

    Then, $frac{d}{dt} F(phi(t)) = f(phi(t))phi'(t)$ on $[alpha, beta]$.



    Now my question is here:




    Is there a function $g(x)$ such that $g(x)$ is a function defined on $[a, b]$ and $g(x)$ is not a continuous function on $[a,b]$ and has a primitive function $G(x)$ on $[a, b]$ and $g(x)$ is integrable on $[a,b]$ and $int_a^b g(x) dx neq G(b) - G(a)$ ?











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      3












      3








      3





      $begingroup$



      $f(x)$ is defined on $[a, b]$.
      $phi(t)$ is defined on $[alpha, beta]$ and differentiable on $[alpha, beta]$ and $phi'(t)$ is countinuous on $[alpha, beta]$ and $phi(t) in [a, b]$ for all $t in [alpha, beta]$.

      Let $x_1 = phi(t_1)$, $x_2 = phi(t_2)$.



      Then, the following equation is true:



      $$int_{x_1}^{x_2} f(x) dx = int_{t_1}^{t_2} f(phi(t))phi'(t)dt.$$




      Let $F(x)$ be a differentiable function defined on $[a,b]$ and $F'(x) = f(x)$ on $[a,b]$.

      Let $phi(t)$ be a function defined on $[alpha, beta]$ and differentiable on $[alpha, beta]$ and $phi(t) in [a, b]$ for all $t in [alpha, beta]$.
      Let $phi'(t)$ be a function which is not continuous on $[alpha, beta]$.

      Then, $frac{d}{dt} F(phi(t)) = f(phi(t))phi'(t)$ on $[alpha, beta]$.



      Now my question is here:




      Is there a function $g(x)$ such that $g(x)$ is a function defined on $[a, b]$ and $g(x)$ is not a continuous function on $[a,b]$ and has a primitive function $G(x)$ on $[a, b]$ and $g(x)$ is integrable on $[a,b]$ and $int_a^b g(x) dx neq G(b) - G(a)$ ?











      share|cite|improve this question











      $endgroup$





      $f(x)$ is defined on $[a, b]$.
      $phi(t)$ is defined on $[alpha, beta]$ and differentiable on $[alpha, beta]$ and $phi'(t)$ is countinuous on $[alpha, beta]$ and $phi(t) in [a, b]$ for all $t in [alpha, beta]$.

      Let $x_1 = phi(t_1)$, $x_2 = phi(t_2)$.



      Then, the following equation is true:



      $$int_{x_1}^{x_2} f(x) dx = int_{t_1}^{t_2} f(phi(t))phi'(t)dt.$$




      Let $F(x)$ be a differentiable function defined on $[a,b]$ and $F'(x) = f(x)$ on $[a,b]$.

      Let $phi(t)$ be a function defined on $[alpha, beta]$ and differentiable on $[alpha, beta]$ and $phi(t) in [a, b]$ for all $t in [alpha, beta]$.
      Let $phi'(t)$ be a function which is not continuous on $[alpha, beta]$.

      Then, $frac{d}{dt} F(phi(t)) = f(phi(t))phi'(t)$ on $[alpha, beta]$.



      Now my question is here:




      Is there a function $g(x)$ such that $g(x)$ is a function defined on $[a, b]$ and $g(x)$ is not a continuous function on $[a,b]$ and has a primitive function $G(x)$ on $[a, b]$ and $g(x)$ is integrable on $[a,b]$ and $int_a^b g(x) dx neq G(b) - G(a)$ ?








      calculus integration definite-integrals






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      edited Jan 27 at 4:15







      tchappy ha

















      asked Jan 27 at 3:41









      tchappy hatchappy ha

      773412




      773412






















          2 Answers
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          2












          $begingroup$

          If $g$ has a primitive $G$ then for any partition $P = (x_0,x_1,ldots,x_n)$ of $[a,b]$ we have by the mean value theorem,



          $$G(b) - G(a) = sum_{k=1}^n left( ,G(x_k) - G(x_{k-1}), right) =sum_{k=1}^n G'(t_k)(x_k -x_{k-1}) \ = sum_{k=1}^n g(t_k)(x_k -x_{k-1}) $$



          Since $g$ is integrable the Riemann sum on the RHS converges as $|P| to 0$ to the integral and the LHS is unchanged.



          Thus,



          $$G(b) - G(a) = int_a^b g(x) , dx$$



          The answer to your question is no, and this is the fundamental theorem of calculus.






          share|cite|improve this answer









          $endgroup$













          • $begingroup$
            Thank you very much for the proof and sorry for my stupid question, RRL.
            $endgroup$
            – tchappy ha
            Jan 27 at 5:02



















          2












          $begingroup$

          Without the condition that $g(x)$ be Riemann integrable, then such functions $g(x)$ do exist. Take for example the derivative of Volterra's function, $V'$, which admits a primitive $V$ differentiable everywhere, but $V'$ is not Riemann integrable, so technically $int_a^b V'(x)dxneq V(b)-V(a)$, since $int_a^b V'(x)dx$ does not exist.



          With the condition that $g(x)$ be Riemann integrable, if we take your assertion that $g(x)$ admits a primitive $G(x)$ to mean that $G(x)$ is differentiable on $[a,b]$ and that $G'(x)=g(x)$ for all $xin[a,b]$, or even that $G(x)$ is continuous on $[a,b]$, differentiable on $(a,b)$, and $G'(x)=g(x)$ for all $xin(a,b)$, then no such function $g(x)$ where $int_a^b g(x)dxneq G(b)-G(a)$ exists. You will note that this is true regardless of the continuity of $g$. This is forced by the fundamental theorem of calculus.






          share|cite|improve this answer









          $endgroup$













          • $begingroup$
            Thank you very much, Harry Qu for your information about Volterra's function. And my question was stupid, sorry.
            $endgroup$
            – tchappy ha
            Jan 27 at 5:01











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          2 Answers
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          2 Answers
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          $begingroup$

          If $g$ has a primitive $G$ then for any partition $P = (x_0,x_1,ldots,x_n)$ of $[a,b]$ we have by the mean value theorem,



          $$G(b) - G(a) = sum_{k=1}^n left( ,G(x_k) - G(x_{k-1}), right) =sum_{k=1}^n G'(t_k)(x_k -x_{k-1}) \ = sum_{k=1}^n g(t_k)(x_k -x_{k-1}) $$



          Since $g$ is integrable the Riemann sum on the RHS converges as $|P| to 0$ to the integral and the LHS is unchanged.



          Thus,



          $$G(b) - G(a) = int_a^b g(x) , dx$$



          The answer to your question is no, and this is the fundamental theorem of calculus.






          share|cite|improve this answer









          $endgroup$













          • $begingroup$
            Thank you very much for the proof and sorry for my stupid question, RRL.
            $endgroup$
            – tchappy ha
            Jan 27 at 5:02
















          2












          $begingroup$

          If $g$ has a primitive $G$ then for any partition $P = (x_0,x_1,ldots,x_n)$ of $[a,b]$ we have by the mean value theorem,



          $$G(b) - G(a) = sum_{k=1}^n left( ,G(x_k) - G(x_{k-1}), right) =sum_{k=1}^n G'(t_k)(x_k -x_{k-1}) \ = sum_{k=1}^n g(t_k)(x_k -x_{k-1}) $$



          Since $g$ is integrable the Riemann sum on the RHS converges as $|P| to 0$ to the integral and the LHS is unchanged.



          Thus,



          $$G(b) - G(a) = int_a^b g(x) , dx$$



          The answer to your question is no, and this is the fundamental theorem of calculus.






          share|cite|improve this answer









          $endgroup$













          • $begingroup$
            Thank you very much for the proof and sorry for my stupid question, RRL.
            $endgroup$
            – tchappy ha
            Jan 27 at 5:02














          2












          2








          2





          $begingroup$

          If $g$ has a primitive $G$ then for any partition $P = (x_0,x_1,ldots,x_n)$ of $[a,b]$ we have by the mean value theorem,



          $$G(b) - G(a) = sum_{k=1}^n left( ,G(x_k) - G(x_{k-1}), right) =sum_{k=1}^n G'(t_k)(x_k -x_{k-1}) \ = sum_{k=1}^n g(t_k)(x_k -x_{k-1}) $$



          Since $g$ is integrable the Riemann sum on the RHS converges as $|P| to 0$ to the integral and the LHS is unchanged.



          Thus,



          $$G(b) - G(a) = int_a^b g(x) , dx$$



          The answer to your question is no, and this is the fundamental theorem of calculus.






          share|cite|improve this answer









          $endgroup$



          If $g$ has a primitive $G$ then for any partition $P = (x_0,x_1,ldots,x_n)$ of $[a,b]$ we have by the mean value theorem,



          $$G(b) - G(a) = sum_{k=1}^n left( ,G(x_k) - G(x_{k-1}), right) =sum_{k=1}^n G'(t_k)(x_k -x_{k-1}) \ = sum_{k=1}^n g(t_k)(x_k -x_{k-1}) $$



          Since $g$ is integrable the Riemann sum on the RHS converges as $|P| to 0$ to the integral and the LHS is unchanged.



          Thus,



          $$G(b) - G(a) = int_a^b g(x) , dx$$



          The answer to your question is no, and this is the fundamental theorem of calculus.







          share|cite|improve this answer












          share|cite|improve this answer



          share|cite|improve this answer










          answered Jan 27 at 4:17









          RRLRRL

          52.9k42573




          52.9k42573












          • $begingroup$
            Thank you very much for the proof and sorry for my stupid question, RRL.
            $endgroup$
            – tchappy ha
            Jan 27 at 5:02


















          • $begingroup$
            Thank you very much for the proof and sorry for my stupid question, RRL.
            $endgroup$
            – tchappy ha
            Jan 27 at 5:02
















          $begingroup$
          Thank you very much for the proof and sorry for my stupid question, RRL.
          $endgroup$
          – tchappy ha
          Jan 27 at 5:02




          $begingroup$
          Thank you very much for the proof and sorry for my stupid question, RRL.
          $endgroup$
          – tchappy ha
          Jan 27 at 5:02











          2












          $begingroup$

          Without the condition that $g(x)$ be Riemann integrable, then such functions $g(x)$ do exist. Take for example the derivative of Volterra's function, $V'$, which admits a primitive $V$ differentiable everywhere, but $V'$ is not Riemann integrable, so technically $int_a^b V'(x)dxneq V(b)-V(a)$, since $int_a^b V'(x)dx$ does not exist.



          With the condition that $g(x)$ be Riemann integrable, if we take your assertion that $g(x)$ admits a primitive $G(x)$ to mean that $G(x)$ is differentiable on $[a,b]$ and that $G'(x)=g(x)$ for all $xin[a,b]$, or even that $G(x)$ is continuous on $[a,b]$, differentiable on $(a,b)$, and $G'(x)=g(x)$ for all $xin(a,b)$, then no such function $g(x)$ where $int_a^b g(x)dxneq G(b)-G(a)$ exists. You will note that this is true regardless of the continuity of $g$. This is forced by the fundamental theorem of calculus.






          share|cite|improve this answer









          $endgroup$













          • $begingroup$
            Thank you very much, Harry Qu for your information about Volterra's function. And my question was stupid, sorry.
            $endgroup$
            – tchappy ha
            Jan 27 at 5:01
















          2












          $begingroup$

          Without the condition that $g(x)$ be Riemann integrable, then such functions $g(x)$ do exist. Take for example the derivative of Volterra's function, $V'$, which admits a primitive $V$ differentiable everywhere, but $V'$ is not Riemann integrable, so technically $int_a^b V'(x)dxneq V(b)-V(a)$, since $int_a^b V'(x)dx$ does not exist.



          With the condition that $g(x)$ be Riemann integrable, if we take your assertion that $g(x)$ admits a primitive $G(x)$ to mean that $G(x)$ is differentiable on $[a,b]$ and that $G'(x)=g(x)$ for all $xin[a,b]$, or even that $G(x)$ is continuous on $[a,b]$, differentiable on $(a,b)$, and $G'(x)=g(x)$ for all $xin(a,b)$, then no such function $g(x)$ where $int_a^b g(x)dxneq G(b)-G(a)$ exists. You will note that this is true regardless of the continuity of $g$. This is forced by the fundamental theorem of calculus.






          share|cite|improve this answer









          $endgroup$













          • $begingroup$
            Thank you very much, Harry Qu for your information about Volterra's function. And my question was stupid, sorry.
            $endgroup$
            – tchappy ha
            Jan 27 at 5:01














          2












          2








          2





          $begingroup$

          Without the condition that $g(x)$ be Riemann integrable, then such functions $g(x)$ do exist. Take for example the derivative of Volterra's function, $V'$, which admits a primitive $V$ differentiable everywhere, but $V'$ is not Riemann integrable, so technically $int_a^b V'(x)dxneq V(b)-V(a)$, since $int_a^b V'(x)dx$ does not exist.



          With the condition that $g(x)$ be Riemann integrable, if we take your assertion that $g(x)$ admits a primitive $G(x)$ to mean that $G(x)$ is differentiable on $[a,b]$ and that $G'(x)=g(x)$ for all $xin[a,b]$, or even that $G(x)$ is continuous on $[a,b]$, differentiable on $(a,b)$, and $G'(x)=g(x)$ for all $xin(a,b)$, then no such function $g(x)$ where $int_a^b g(x)dxneq G(b)-G(a)$ exists. You will note that this is true regardless of the continuity of $g$. This is forced by the fundamental theorem of calculus.






          share|cite|improve this answer









          $endgroup$



          Without the condition that $g(x)$ be Riemann integrable, then such functions $g(x)$ do exist. Take for example the derivative of Volterra's function, $V'$, which admits a primitive $V$ differentiable everywhere, but $V'$ is not Riemann integrable, so technically $int_a^b V'(x)dxneq V(b)-V(a)$, since $int_a^b V'(x)dx$ does not exist.



          With the condition that $g(x)$ be Riemann integrable, if we take your assertion that $g(x)$ admits a primitive $G(x)$ to mean that $G(x)$ is differentiable on $[a,b]$ and that $G'(x)=g(x)$ for all $xin[a,b]$, or even that $G(x)$ is continuous on $[a,b]$, differentiable on $(a,b)$, and $G'(x)=g(x)$ for all $xin(a,b)$, then no such function $g(x)$ where $int_a^b g(x)dxneq G(b)-G(a)$ exists. You will note that this is true regardless of the continuity of $g$. This is forced by the fundamental theorem of calculus.







          share|cite|improve this answer












          share|cite|improve this answer



          share|cite|improve this answer










          answered Jan 27 at 4:15









          Harry QuHarry Qu

          986




          986












          • $begingroup$
            Thank you very much, Harry Qu for your information about Volterra's function. And my question was stupid, sorry.
            $endgroup$
            – tchappy ha
            Jan 27 at 5:01


















          • $begingroup$
            Thank you very much, Harry Qu for your information about Volterra's function. And my question was stupid, sorry.
            $endgroup$
            – tchappy ha
            Jan 27 at 5:01
















          $begingroup$
          Thank you very much, Harry Qu for your information about Volterra's function. And my question was stupid, sorry.
          $endgroup$
          – tchappy ha
          Jan 27 at 5:01




          $begingroup$
          Thank you very much, Harry Qu for your information about Volterra's function. And my question was stupid, sorry.
          $endgroup$
          – tchappy ha
          Jan 27 at 5:01


















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