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Henstock–Kurzweil integrability does not imply integrability of the absolute value

Statement refuted

Henstock–Kurzweil integrability implies Henstock–Kurzweil integrability of the absolute value. The derivative f of F(x)=x2sin⁡(1/x2) on [0,1] refutes this implication.

Facts & Assumptions

Given: The derivative f from the stated example.

[L1]

The derivative f of x2sin⁡(1/x2) is Henstock–Kurzweil integrable on [0,1] (F(x)=x2sin⁡(1/x2) has an unbounded derivative whose Henstock–Kurzweil integral is sin⁡1).

[L2]

A finite-endpoint noncompact integral extends to a proper HK integral if and only if the truncation limit exists (Hake's theorem: a finite-endpoint generalized integral is a proper Henstock–Kurzweil integral after assigning the endpoint value).

[L3]

The harmonic series ∑k≥11/k diverges (For rational p>0, ∑1/kp converges iff p>1).

[L4]

Substitution for derivatives evaluates the integral of a composed derivative by its endpoint values (Henstock–Kurzweil substitution for a derivative composed with a differentiable map).

[L5]

If p and q are HK integrable on a compact interval and p≤q there, then ∫p≤∫q (Monotonicity of the Henstock–Kurzweil integral).

[L6]

Every continuous function on a compact interval is Riemann integrable (A continuous function on [a,b] is Riemann integrable, by Heine-Cantor and Riemann's criterion).

[L7]

Every Riemann integrable function is Henstock–Kurzweil integrable with the same integral (Every Riemann integrable function is Henstock–Kurzweil integrable with the same integral).

Counterexample

technique · contradiction
1.1givenL1

By [L1], f is HK integrable on [0,1].

2.1step 1.1L3L4L5L6L7algebra

Put uk=π/2+kπ and xk=uk−1/2. On each compact interval [xk+1,xk], both f and ∣f∣ are continuous, so [L6] and [L7] make ∣f∣ locally HK integrable. Since F(xk)=(−1)k/uk, [L4] and [L5] give ∫xk+1xk∣f∣≥∣F(xk)−F(xk+1)∣=1/uk+1/uk+1, whose partial sums diverge by comparison with [L3].

3.1step 2.1L2assume-contradischarge-contradiction∎

Suppose ∣f∣ were properly HK integrable on [0,1]; [L2] would make its truncation integrals converge as the left endpoint tends to zero, contradicting the unbounded sums of step 2.1.

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