For the function defined by $$F(x)=\begin{cases}\displaystyle\int_x^{2x}\sin t^2\,\mathrm dt,&x\neq0\\0,&x=0\end{cases}$$ analyze continuity and derivability at the origin. Is $F$ derivable at point $x_0=\sqrt{\pi/2}$? Justify the answer, and if possible, calculate $F'(x_0)$.
I have been told that I must use the Fundamental Theorem of Integral Calculus but I do not know how to apply it to this case.
For the function to be continuous at the origin, it must happen that $F(0)=\lim_{x\to0}F(x)$. We know that $F(0)=0$, and $$\lim_{x\to0}F(x)=\lim_{x\to0}\int_x^{2x}\sin t^2\,\mathrm dt\;{\bf\color{red}=}\int_0^{2\cdot0}\sin t^2\,\mathrm dt=0,$$ so the statement holds, but here I do now how to justify the $\bf\color{red}=$.
To find the derivative at $x_0=0$ I tried the differentiate directly $F(x)$ but it is wrong, so I have been told that I must use the definition. So we have to find $$F'(0)=\lim_{x\to0}\frac{F(x)-F(0)}{x-0}=\lim_{x\to0}\frac{\int_x^{2x}\sin t^2\,\mathrm dt}x.$$ Why we have to bound $\left|\sin t^2\right|\leq t^2$? How can we do that?
Finally, I do not know how to use the aforementioned theorem to justify that the function is derivable in $\sqrt{\pi/2}$. Using the definition again:
\begin{align*} F'\left(\sqrt{\frac\pi2}\right)&=\lim_{x\to\sqrt{\frac\pi2}}\frac{F(x)-F\left(\sqrt{\frac\pi2}\right)}{x-\sqrt{\frac\pi2}}\\ &=\lim_{x\to\sqrt{\frac\pi2}}\frac{\int_x^{2x}\sin t^2\,\mathrm dt-\int_{\sqrt{\pi/2}}^{2\sqrt{\pi/2}}\sin t^2\,\mathrm dt}{x-\sqrt{\frac\pi2}}\\ &\leq\lim_{x\to\sqrt{\frac\pi2}}\frac{\int_x^{2x}t^2\,\mathrm dt-\int_{\sqrt{\pi/2}}^{2\sqrt{\pi/2}}t^2\,\mathrm dt}{x-\sqrt{\frac\pi2}}\\ &\underbrace=_{A=\sqrt{\pi/2}}\lim_{x\to A}\frac{1/3((2x)^3-x^3)-1/3((2A)^3-(A^3))}{x-A}\\ &=\frac73\lim_{x\to A}\frac{x^3-A^3}{x-A}\\ &=\frac73\lim_{x\to A}\frac{(x-A)(x^2+Ax+A^2)}{x-A}\\ &=\frac73(A^2+A^2+A^2)\\ &=7A^2\\ &=\frac{7\pi}2, \end{align*}
but it is wrong.
How can we solve the statement?
Thanks!
You just need to use the fundamental theorem of calculus. Since the integrand $\sin(t^2)$ is continuous everywhere we can write $$F(x) =\int_{0}^{2x}\sin t^2\,dt-\int_{0}^{x}\sin t^2\,dt$$ Use substitution $z=t/2$ in first integral on right to get $$F(x) =2\int_{0}^{x}\sin (4z^2)\,dz-\int_{0}^{x}\sin t^2\,dt$$ and by FTC we can see that $F$ is continuous and differentiable everywhere with derivative $$F'(x) =2\sin (4x^2)-\sin x^2$$ for all $x\in\mathbb {R} $.
For reference I mention FTC explicitly :
Using the above theorem it can be proved that if a function $f:\mathbb {R} \to\mathbb {R} $ is Riemann integrable on every bounded and closed interval then the function $F:\mathbb {R} \to\mathbb {R} $ defined by $$F(x) =\int_{a} ^{x} f(t) \, dt$$ for some $a\in\mathbb {R} $ is continuous everywhere and if $f$ is continuous at some point $c\in \mathbb {R} $ then $F$ is differentiable at $c$ with $F'(c) =f(c) $.