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NOTE VERY IMPORTANT! Thus here we can see Courant's stance that the analytical
definition of the
integral not only is the only one that enables us to attain complete
clarity in our concepts, but also because the applications of hte integral exten
ds far beyond
the calculation of areas.
p 80 djvu p 96 Courant
3. Extensions, Notation, Fundamental Rules.
The above definition of the integral as the limit of a sum led
Leibnitz to express the integral by the following symbol:
f /(x)&.
The integral sign is a modification of a s mmation sign which
had the shape of a long S. The passage to the limit from a subdivision of the interval in o finite portions Ax, is suggested by
the use o the letter d in place of A. We must, however, guard
ourselves against thinking of dx as an "infinitely small quantity" or "infinitesimal ", or of the integral as the "sum of
an infinite number of in n{tely small quantities ". Such a conception would be devoid of any clear meaning; it is only a naive
befogging of what we have previously carried out with precision.
differ only by an
NOTE: This is just to show that the indefinite integrals differ only by a consta
nt still even when upper boundaries are given a fixed
constant instead.
The proof follows extremely simply from the interpretation of the integral as an area. We form the di eren
quotient
q) (x + h) -- q) (x)
h '
and observe that the numerator
q) (x + h)- q) (x) =J , +hf (u, du _ f, f(u)du = f + f (u)du
ts the axea between the ordinate corresponding to x and the
ordinate corresponding to x + h.
Now let x o be a point in the interval between x and x + h at
which the function f(x) akes its greatest value, and x a a point
at which it takes i s leaat value in that interval (of. tlg. 18).
NOTE: Thus we are differentiation with respect to x, not with respect to udu, so
it's x, which
is the upper boundary, that we're differentiating with respect to. The integral
in teh numerator
then becomes from x to x+h which shows that the derivative which we divide by h
will be
the function itself.
p djvu p 128
Then the area in question will lie between the values hf(xo) and
hf(xx) , which represent the areas of rectangles with the interval
from x to x q- h as base and f(xo) and f(xx) respectively as allitudes. Expressed analytically,
f(Xo)
q) (x q- h) - q) (x) _ f(x ).
-- h
This can also be proved directly from he definition of the integral without appealing to the geometrical interpretation.*
To do this we write
+hf(u)du = lira
f(uv)Auv,
where %
, ,x , u ..... un
x q- h are points of division of
the interval from x io x q- h, and the greatest of the absolute
values of the differences A% %- %_
ends to zero as n
increases. Then A%/h is certainly positive, no ma er whether
h is positive or negative. Since we know that f(x0) f(u ) f(x )
and since the sum of the quantities A% is equal to h, it follows
that
f(xo) _
and hus if we let
tend to infinity we obtain the inequalities
stated above for
1 f + (I) (x + h) - (I) ( )
f(u) du or
I h now ends o zero, both f(%) and f(x ) must end to the
limit f(x), owing to the ontinnity of the fimcfion. We therefore
see at once that
)'(x) =
)(x + ) - )( ) =_y(x),
as stated by our theorem.
NOTE: Thus two different sections cover what was covered in Kilmogrov on the fu
ndamental theorem relating definite and indefinitne integrals as well.
!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!
from Mathematics for Nonmathematician Morris Kline
p 388 djvu p 405
The major idea characterizing the integral calculus is the inverse to that
underlying the differential calculus: namely, instead of finding the derivative
of a function from the function, one proceeds to find the function from the
derivative. Of course, all really significant ideas prove to have extensions and
applications far beyond what is immediately apparent, and we shall find this
to be true of the integral calculus also.
NOTE: Thus when we find the integral, we're always assuming that the function we
're finding an integral of (the integrand) is a derivative.
NOTE: Thus this section is about connection between differnetial and integral c
alculus, and this section also is
about the general mehtod for finding definite integrals, so these two
topics are intimately related, or even one and the same.
NOTE: Thus by physical considerations, if we have a function of velocity and al
so know it's indefinite integrals as a funciton of position
or distance, then we know that the definite integral (distance covered in interv
al from t0 to t1) from t0 to t1 interval is F(t1) - F(t0), and
thus physically this makes sense.
We must keep in mind that if the functionf(t) has at least one primitive,
then along with this one it will have an infinite number of others; for if
F(t) is a primitive for fit), then F(t) + C, where C is an arbitrary constant,
is also a primitive. Moreover, in this way we exhaust the whole set of
primitives for f(t), since if F I (I) and F 2 (1) are primitives for the same
function f(I), then their difference 4>(t) = FI(t) - F 2 (1) has a derivative
1O. INTEGRAL
133
q,'(t) that is equal to zero at every point in a given interval so that q,(t)
is a constant. *
NOTE: Thus this part says that we can reasonably cancel out the constants C in t
he integral, when
taking the difference F(t1) - F(t0) because there's an infinite amount of indefi
nite integrals with constant's C and
there must be one therefore, in which these constants cancel out. (this is done
stating the use of hte mean value theorem).
NOTE: Thus these + C constants, physically interpreted means that they only dif
fer from one another in that
they correspond to all possible choices for the initial point of the motion.
NOTE: Thus as they differ only in their initial points of motion, we get the in
terval by subtracting
on the interval, where the initial points won't affect the values.
!!!!!!!!!!On physical interpretation of derivative and why best not to think gra
phically!!!!!!!!!!!!!
at the time t. In other words: tlze velocity at tlze time t is tlze derivative
f, (t) -_- nmf(q) - f(t)
From this new meaning of the derivative, which in itself has
nothing to do with the tangent problem, we see that it really is
alp, and that the quotient of these quantities is then formed. Such a conception of the derivative is incompatible with the clarity of ideas demanded in mathematics;
in fact, it is entirely meaningless. For a great many simpleminded people it undoubtedly has a certain charm, the charm of
mystery which is always associated with the word "infinite ";
and in the early days of the differential calculus even Leibnitz
himself was capable of comb'ming these vague mystical ideas
with a thoroughly clear understanding of the limiting process.
It is true that this fog which hung round the foundations of the
new science did not prevent Leibnitz or his great successors
from finding the right path. But this does not release us from
the duty of avoiding every such hazy idea in our building-up
of the differential and integral calculus.
NOTE: Thus we in many transformaitons we dan deal with dy and dx "as if" they we
re ordinary numbers.
NOTE: See how the differential dy = hf'(x) is a function of x, and is also a fun
ction of x of which further differntials
can be formed.
10. Remarks on Applications to the Natural eienees.
In the applications of mathematics to uatural phenomena
we never have o deal with sharply defined quantities. Whether
a length is e a y a metre is a question which cannot be decided
NOTE: Thus he thinks the significance of such idealizations is that they are sim
pler and more manageable.
NOTE: Thus in physical acutality in place of the integral we can form only a sum
of
very small quantities and in place of the derivative we can form only a differen
ce quotient of very small quantites.
As an example we return to the vertical coli mn of air. According to the atomic theory we find that we cannot thln]r of
the distribution of mass as a continuous function of z. On the
contrary, we will assume (and this, too, is a simplifying. idealization) that the mass is distributed along the z-axis in the form
of a large number of point-molecules lying very close to one
another. Then the sum-function F(z) will not be a continuous
function, but will have a constant value in the interval between
two molecules and will take a sudden jump as the variable z
passes the point occupied by a molecule. The amount of this
jump will be equal o the mass of the molecule, while the average
distance between molecules, according to results established in
atomic theory, is of the order of 10 -s cm. If now we are performing upon this air column some measurement in which masses
of the order 10
molecules are to be considered negligible, our
function cannot be distinguished from a contiw ous function.
For if we choose two values z and z - Az whose difference Az
is less than 10 - cm., then the difference between F(z) and
F(z - r) will be the mass of the molecules in the interval;
since the number of these molecules is of the order of 10 , the
values of F(x) and F(x Az) are, so far as our experiment is
concerned, equal. As density of distribution we consider simply
the difference quotient AF(z)_ F(z -Az)- F(z). it is an
Ax Ax '
impotent physical assumption that we do not obtain measurably
different values for this quotient when Ax is allowed to vary
ALREADY WENT THROUGH BOTH VOL OF COURANT, PISKUNOV DOESN'T HAVE ANY,
CALCULUS FOR THE PRACTICAL MAN THOMPSON SEEMS TO BE GOOD WITH PHYSICAL INTERPRET
ATION, EVEN THOUGH
MAY NOT BE ANALYTICAL INTERPRETATION SO DEF CONT ON THOMPSON, BUT FIRST SEE HIS
CONCEPT OF DERIVATIVE AND
THEN GO ON TO SEE CONCEP TOF INTEGRAL.
MAYBE DO FEYNMAN MAYBE NOT, BECAUSE HIS INTERPRETATION IS TOO SPECIFIC AND FOCUS
ED ON
SIMPLE PROBLEMS OF FINDING VELOCITY FROM DISTANCE AND FINCING DISTANCE FROM VELO
CITY, AND THIS
DOESN'T MAKE IT SEEM TOO TRANSFERABLE THEREFORE TO OTHER PROBLESM YOU MAY WANT T
O CONSIDER.
!!!!!!!!!!
P 94 DJVU P 103
All the three problems discussed, in spite of the fact that they refer to
different branches of science, namely mechanics, geometry, and the
theory of electricity, have led to one and the same mathematical operation
to be performed on a given function, namely to find the limit of the ratio
of the increase of the function to the corresponding increase h of the
independent variable as h --+ O. The number of such widely different
problems could be increased at will, and their solution would lead to the
same operation. To it we are led, for example, by the question of the rate
of a chemical reaction, or of the density of a nonhomogeneous mass and
so forth. In view of the exceptional role played by this operation on
functions, it has received a special name, differentiation, and the result
of the operation is called the derivative of the function.
Thus, the derivative of the function y = f(x), or more precisely, the
value of the derivative at the given point x is the limit* approached by the
ratio of the increase f(x + h) - f(x) of the function to the increase h
of the independent variable, as the latter approaches zero. ...
NOTE: Thus in practical problems the differential does have a concrete interpret
ation. The interpretation of the differential
is as an approximation for the increment of the function. This makes sense. If
dy = (dy/dx)*delta x = (dy/dx)*dx, that means we're
multiplying the derivative rate of change by a small change in the function, and
thus we get an approximation to the increment of hte funciton
change in y.
constant magnitude, which however was not zero. The definition given
in this section is the one accepted in present-day analysis. According to this
definition the differential is a finite magnitude for each increment Llx
and is at the same time proportional to Llx. The other fundamental
property of the differential, the character of its difference from Lly, may
be recognized only in motion, so to speak: if we consider an increment
Llx which is approaching zero (which is infinitesimal), then the difference
between dy and Lly will be arbitrarily small even in comparison with
Llx.
NOTE: Thus the differntial is a finite magnitude for each increment change in x
(delta x) and is at the same time proportional to delta x.
NOTE: Also as change in x approaches 0 the difference between change in y delt
ay and dy will be arbitrarily small, evenin comparison with delta x.