The fundamental theorem of calculus gives , so the graph is strictly increasing. Its second derivative is : it curves upward for and downward for , with an inflection point at zero.
By the Gaussian integral and the evenness of its integrand,
Thus the only axis intersection is ; there is no finite -axis intersection because the integral is strictly positive for every finite . The error function gives .
Figure 1.
The increasing integral of a Gaussian
. The graph has its only axis intersection and its inflection point at . The horizontal lines at zero and are asymptotes. Details.
For , interpret the endpoint by a one-sided limit. Part (iii) shows that extends continuously there with value zero, so both nested integrals converge. Let denote the nested expression inside the derivative. The fundamental theorem of calculus, applied twice with moving lower endpoints, gives
By part (iii), , hence
A direct check is , so , with the same third derivative.
Use the two pieces of the surface integral directly; this avoids introducing an unnecessary second derivative of . On the unit sphere, and . A spherical band between heights and has area , so the curved flux is
by the fundamental theorem of calculus. On the horizontal top disk, and the area is . Thus
As usual for these surface integrals, the first derivative is assumed sufficiently integrable for the displayed fundamental theorem of calculus evaluation; a continuous first derivative suffices. Mere pointwise differentiability without such an integrability assumption need not make an ordinary flux integral exist.
At , the initial conditions imply
Differentiate the first relation and solve for the two derivatives:
Fix a reference point and set . Taking antiderivatives gives
The constants must be opposite to preserve the first initial condition; the arbitrary constant of integration does not change . Substitution yields D'Alembert's formula:
The fundamental theorem of calculus verifies that its time derivative at zero is , and its value at zero is . The oriented integral also makes the formula valid for negative .
Choose a standard mollifier with , and support in the unit ball, and set . Define the convolution
The smoothing properties of a mollifier give and . Apply the chain rule to and integrate its derivative by the fundamental theorem of calculus:
Integrate the ordinary differential equation across one step, using the fundamental theorem of calculus:
The midpoint quadrature rule approximates the integral by . Approximate the unknown midpoint state by the midpoint value of linear interpolation between the endpoint states:
Combining these approximations gives the implicit midpoint rule
It is an implicit time-stepping method because its new state occurs inside the evaluation of . An equivalent derivation uses a straight-line approximation on the step and imposes the ordinary differential equation at its midpoint, a one-stage collocation method.
Choose the bounded, nonnegative nondecreasing function from part (d), and define
The function is convex and nondecreasing. For , the triangle inequality, monotonicity, and convexity give
Hence is a convex function. By the gradient of a radial function formula and the fundamental theorem of calculus,
for whenever . A monotone function has at most countably many discontinuities, so part (d) makes the exceptional radii -null. The origin is also -null. Define ; thus -almost everywhere.
For every in the orthogonal group, , including at zero. Consequently is invariant under the orthogonal group. Moreover away from the null origin, and composition of pushforward measures gives
Part (c) therefore gives . The Knott–Smith optimality criterion makes a transport map given by a convex function's gradient optimal for the quadratic transport cost. Uniqueness from Brenier's theorem yields
Since directions agree, this also identifies the optimal value:
Fix and put , the block coordinate gradient. For , define the one-variable function . By the chain rule,
The last equality holds because the coordinates of outside are zero. The fundamental theorem of calculus and the Cauchy-Schwarz inequality therefore give
For , the supplied condition (6), applied at the fixed starting point with parameter , bounds the integrand by . Integration yields
This argument needs only the given directional Lipschitz continuity and continuous differentiability; convexity is not needed for this part. If the block coordinate gradient is zero, the inequality is equality.
Use the nonnegative increasing truncations . They increase almost everywhere to the specified function. On each compact interval the continuous function has equal Riemann and Lebesgue integrals, so the fundamental theorem of calculus gives
Monotone convergence yields . Since a nonnegative function is Lebesgue integrable exactly when its integral is finite, this function is not Lebesgue integrable.
A dominated differentiation theorem is the following. Suppose is measurable in and differentiable in on an open interval, is integrable for at least one parameter value, and its parameter derivative is dominated in absolute value by an integrable function independent of . Then its integral is differentiable and
Local versions require the domination only on a neighbourhood of each parameter. The proof bounds the difference quotients by the dominating function, using the fundamental theorem of calculus or the mean-value theorem, then applies dominated convergence. Apply the argument to real and imaginary parts for a complex integrand.
For fixed , is measurable and has absolute value , so is integrable. Its derivative with respect to is , whose absolute value is the assumed integrable function . Hence
Dominated convergence also shows this derivative is continuous, though only differentiability is required.
Use , . It sends the diamond-shaped open square onto , and the inverse Jacobian has absolute determinant . On this rectangle and , so the original function is measurable, bounded by one and supported on a finite-area set, proving integrability. The transformed integral separates:
The two one-dimensional integrals follow from the fundamental theorem of calculus; Fubini's theorem applies by the established integrability.
A naive absolute bound on the original derivative would be , which is not integrable on . Instead make the change of variable , valid for :
The integral is absolutely convergent for every positive lower endpoint. Its integrand is continuous there, so the fundamental theorem of calculus gives
The product rule now yields
This proves differentiability and the equation without an unjustified differentiation of a conditionally convergent derivative integral.
Similarly set . These nonnegative measurable functions increase to almost everywhere. The fundamental theorem of calculus gives
By monotone convergence,
The integral is finite and , so is Lebesgue integrable. Identifying Lebesgue and ordinary integrals of continuous functions on compact intervals justifies each truncated calculation.
Use the increasing nonnegative measurable functions . Their pointwise limit is the given function except at irrelevant endpoint choices, and the fundamental theorem of calculus on gives
monotone convergence therefore gives . Since , this is also , and is not Lebesgue integrable. Measurability alone does not make a finite integral.
A direct derivative bound by would not be integrable, so the earlier theorem cannot be applied that way. Instead, for make the legitimate substitution in the absolutely convergent integral:
The tail integral has continuous integrand away from zero and converges absolutely. The fundamental theorem of calculus therefore gives derivative with respect to its lower endpoint. The product rule yields
This establishes differentiability carefully without an invalid domination argument.
The identity for the killed deterministic flow follows directly from the chain rule and the fundamental theorem of calculus, independently of the construction issue in part (b). For a continuously differentiable , put and . Then
Hence, on such test functions,
The time subscript on is necessary because the vector field may depend on time; it is suppressed on the right-hand side of the source's displayed operator identity. The killed deterministic flow transports an observable along the flow of a vector field and multiplies it by the no-jump survival probability.