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Lecture# Properties of Integrals

Description

This lecture covers four properties of integrals, with a focus on properties three and four which were proven in class, while properties one and two were proven in exercises. The instructor discusses the distinction between exercises, exam content, and exercise solutions, as well as addressing questions related to differentiation, directional derivatives, and function behavior on boundaries.

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Related concepts (17)

MATH-105(a): Advanced analysis II

Etudier les concepts fondamentaux d'analyse et le calcul différentiel et intégral des fonctions réelles de plusieurs variables.

Derivative

In mathematics, the derivative shows the sensitivity of change of a function's output with respect to the input. Derivatives are a fundamental tool of calculus. For example, the derivative of the position of a moving object with respect to time is the object's velocity: this measures how quickly the position of the object changes when time advances. The derivative of a function of a single variable at a chosen input value, when it exists, is the slope of the tangent line to the graph of the function at that point.

Integral

In mathematics, an integral is the continuous analog of a sum, which is used to calculate areas, volumes, and their generalizations. Integration, the process of computing an integral, is one of the two fundamental operations of calculus, the other being differentiation. Integration started as a method to solve problems in mathematics and physics, such as finding the area under a curve, or determining displacement from velocity. Today integration is used in a wide variety of scientific fields.

Fréchet derivative

In mathematics, the Fréchet derivative is a derivative defined on normed spaces. Named after Maurice Fréchet, it is commonly used to generalize the derivative of a real-valued function of a single real variable to the case of a vector-valued function of multiple real variables, and to define the functional derivative used widely in the calculus of variations. Generally, it extends the idea of the derivative from real-valued functions of one real variable to functions on normed spaces.

Differentiation rules

This is a summary of differentiation rules, that is, rules for computing the derivative of a function in calculus. Unless otherwise stated, all functions are functions of real numbers (R) that return real values; although more generally, the formulae below apply wherever they are well defined — including the case of complex numbers (C). For any value of , where , if is the constant function given by , then . Let and . By the definition of the derivative, This shows that the derivative of any constant function is 0.

Generalizations of the derivative

In mathematics, the derivative is a fundamental construction of differential calculus and admits many possible generalizations within the fields of mathematical analysis, combinatorics, algebra, geometry, etc. The Fréchet derivative defines the derivative for general normed vector spaces . Briefly, a function , an open subset of , is called Fréchet differentiable at if there exists a bounded linear operator such that Functions are defined as being differentiable in some open neighbourhood of , rather than at individual points, as not doing so tends to lead to many pathological counterexamples.