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() =
() =
+
()
-
()
fa
lim
fx
and
fa
lim
fx
.
xaxa
Æ≥
,
xaxa
Æ£
,
D.1.1. Theorem. (The Intermediate Value Theorem) Let f : [a,b] Æ R be a continu-
ous function. Assume that c Œ [f(a),f(b)]. Then there exists an aŒ[a,b] so that f(a) = c.
Proof.
See [Buck78].
D.1.2. Theorem. (The Mean Value Theorem) Let f : [a,b] Æ R be continuous and
assume that f is differentiable on (a,b). Then there exists an aŒ(a,b) so that
() - () =-
(
) ¢ ( a .
fb
fa
b af
Proof.
See [Buck78].
D.1.3. Theorem. (The Leibnitz Formula) Suppose that h(x) = f(x)g(x), where f(x)
and g(x) are n-times differentiable function. Then the product rule for the derivative
generalizes to
n
n
i
Ê
Ë
ˆ
¯
Â
(
)
( )
(
)
n
() =
i
()
n i
-
()
hx
fxg
x
.
i
=
0
Proof.
Use induction.
Definition. Let f be a real-valued function defined on all of R or an open interval
(a,b). The function f is said to be of class C k if all the derivatives of f exist and are
continuous up to and including order k. If f is of class C k for all k, then we say that f
is of class C .
Definition.
A partition of an interval [a,b] is a sequence
= (
)
P
t
,
t
,...,
t
,
where a
=
t
£
t
£ ◊◊◊£
t
=
b
.
01
k
0
1
k
Each interval [t i ,t i+1 ] is called a subinterval of P. The norm of the partition P, denoted
by |P|, is defined by
{
}
P
=
max
t
-
t
i
=
12
, ,...,
k
.
i
i
-
1
A refinement of the partition P is a partition P¢=(s 0 ,s 1 ,...,s m ) of [a,b] with the prop-
erty that {t 0 ,t 1 ,...,t k } Õ {s 0 ,s 1 ,...,s m }.
When it comes to integration, we assume that the reader is familiar with the
Riemann integral, but we recall a few basic definitions and facts. Given a bounded
function f : [a,b] Æ R the standard definition of the Riemann integral is in terms of a
limit of sums. More precisely, for each partition P = (x 0 ,x 1 ,...,x n ) of [a,b] we look at
sums of the form
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