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Integrable φ\varphi and integrable ff with φf\varphi\circ f not integrable: the order of the hypotheses in the composition theorem cannot be reversed

Statement refuted

False claim: if f:[a,b][m,M]f : [a,b] \to [m,M] is Riemann integrable and φ:[m,M]R\varphi : [m,M] \to \mathbb{R} is Riemann integrable, then φf\varphi\circ f is Riemann integrable on [a,b][a,b].

That is If ff is integrable on [a,b][a,b] with values in [m,M][m,M] and φ\varphi is continuous on [m,M][m,M], then φf\varphi \circ f is integrable with "continuous" weakened to "integrable" on the outer function, and it is false. On [0,1][0,1] take f:=tf := t, Thomae's function (The Dirichlet function 1Q1_{\mathbb{Q}}, and Thomae's function tt with t(x)=1/qt(x) = 1/q at a rational x=p/qx = p/q in lowest terms with q1q \ge 1 and t(x)=0t(x) = 0 at every irrational xx), whose values lie in [0,1][0,1], and

φ:[0,1]R,φ(u)  :=  {0u=0,10<u1.\varphi : [0,1] \to \mathbb{R}, \qquad \varphi(u) \;:=\; \begin{cases} 0 & u = 0, \\ 1 & 0 < u \le 1. \end{cases}

Both are Riemann integrable, tt because its discontinuity set is at most countable and φ\varphi because it is nondecreasing. But

φt  =  1Qon [0,1],\varphi \circ t \;=\; \mathbf{1}_{\mathbb{Q}} \quad \text{on } [0,1] ,

the Dirichlet function, which is not Riemann integrable.

Exactly one hypothesis of the composition theorem fails, and it is named: φ\varphi is not continuous, being discontinuous at 00. The theorem's hypothesis is continuous after integrable; here the outer function is merely integrable, and that is not enough.

Facts & Assumptions

Given: Thomae's function tt on [0,1][0,1], with t(x)=1/ι(q(x))t(x) = 1/\iota(q(x)) at a rational xx of least denominator q(x)1q(x) \ge 1 and t(x)=0t(x) = 0 at an irrational xx, and the function φ\varphi above.

[L3]

Q\mathbb{Q} is countably infinite and every subset of an at most countable set is at most countable (Q\mathbb{Q} is countably infinite, Every subset of an at most countable set is at most countable, Finite, countably infinite, countable, uncountable).

Counterexample

technique · direct
1.1

tt is bounded on [0,1][0,1] with values in [0,1][0,1], by [L1].

givenL1
1.2

The set of discontinuities of tt in [0,1][0,1] is Q[0,1]\mathbb{Q}\cap[0,1] by [L2], which is at most countable by [L3].

L2L3
1.3

φ\varphi is nondecreasing on [0,1][0,1]: for uvu \le v the only case not giving φ(u)=φ(v)\varphi(u) = \varphi(v) is u=0<vu = 0 < v, where φ(u)=0<1=φ(v)\varphi(u) = 0 < 1 = \varphi(v). So φ\varphi is bounded and integrable on [0,1][0,1] by [L5].

givenL5L7
2.1

Hence tt is Riemann integrable on [0,1][0,1] by [L4].

step 1.1step 1.2L4
2.2

For x[0,1]x \in [0,1]: if xx is rational then t(x)>0t(x) > 0 by [L1], so φ(t(x))=1\varphi(t(x)) = 1; if xx is irrational then t(x)=0t(x) = 0, so φ(t(x))=0\varphi(t(x)) = 0. Hence φt\varphi\circ t agrees with 1Q\mathbf{1}_{\mathbb{Q}} at every point of [0,1][0,1].

step 1.1givenL1
3.1

1Q\mathbf{1}_{\mathbb{Q}} is bounded on [0,1][0,1] and continuous at no point of it by [L2], so its discontinuity set is [0,1][0,1], which does not have measure zero by [L6]; therefore φt\varphi\circ t is not Riemann integrable on [0,1][0,1] by [L6].

step 2.2L2L6
4.1

So tt and φ\varphi are integrable while φt\varphi\circ t is not, and the claim is false. The hypothesis of If ff is integrable on [a,b][a,b] with values in [m,M][m,M] and φ\varphi is continuous on [m,M][m,M], then φf\varphi \circ f is integrable that fails here is the continuity of the outer function: φ\varphi is discontinuous at 00, since φ(0)=0\varphi(0) = 0 while φ(u)=1\varphi(u) = 1 for every u(0,1]u \in (0,1] and every neighbourhood of 00 in [0,1][0,1] contains such a uu.

step 2.1step 1.3step 3.1L7

Remarks

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