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If are integrable on then so are , , , and , and
Statement
Let be reals and let be integrable (The lower and upper Darboux integrals of a bounded on as and , Darboux integrability as their equality, and the notation ). Then:
- , and are integrable on (Absolute value in an ordered field, Integer powers );
- and , defined pointwise (Maximum and minimum of a set), are integrable on ;
- the triangle inequality for the integral:
Claim 3 is stated with and is not orientation-invariant. For the right-hand side is while the left-hand side is , so the inequality as written is false there. The form valid for every pair on which is integrable (The integral with oriented limits: and ) is
and that is the form the estimates below on this page use whenever the limits are not known to be in increasing order.
The converse of claim 1 fails. Integrability of does not give integrability of ; the witness is on the companion page.
Facts & Assumptions
Given: Reals and integrable .
If is integrable on with values in and is continuous on , then is integrable (If is integrable on with values in and is continuous on , then is integrable); an integrable function is bounded, so such and exist (For bounded on and a partition : the infimum and supremum of on the -th subinterval, and the lower and upper Darboux sums and , Lower bound, bounded below, bounded set, Intervals of : the nine order-convex forms, nondegeneracy, and length).
Sums and scalar multiples of integrable functions are integrable, with (Integrable functions on form a set closed under sums and scalar multiples, and ).
If pointwise on and both are integrable then (If on and both are integrable then ; and ).
The absolute value , the square and every polynomial function are continuous on every subset of (Sums, scalar multiples, products, absolute values, maxima, minima and quotients with nonvanishing denominator of continuous functions are continuous, as are constants, the identity and every polynomial function, claims 2 and 5, Continuity of at a point of and on : the - condition, its agreement with at a limit point, and continuity at an isolated point).
For reals : and , and (Maximum and minimum of a set, Absolute value in an ordered field, Ordered field, Integer powers ).
Absolute value: , and follows from (Basic properties of the absolute value, Absolute value in an ordered field).
With oriented limits, and (The integral with oriented limits: and ).
Ordered-field arithmetic: adding constants and multiplying by positive reals preserve inequalities, and the order is total and transitive (Ordered field, Complete ordered field (least-upper-bound property)).
Proof
is bounded, so fix reals with ; the same for , and for and , which are integrable by [L2].
The maps and are continuous on any closed bounded interval, by [L4].
By [L1] applied with to , to and to , the functions , and are integrable.
By [L1] applied with to , to and to , the functions , and are integrable.
By [L5], pointwise, so is integrable by [L2]; this completes claim 1.
By [L5], and pointwise, so both are integrable by [L2]; this is claim 2.
Claim 3. By [L6], pointwise on , and all three functions are integrable by step 2.1 and [L2].
By [L3] applied twice, , using from [L2].
Hence by [L6], which is claim 3.
The oriented form. For both sides are by [L7]; for it is claim 3 on ; and for both and are the negatives of the corresponding integrals over by [L7], so the two absolute values are unchanged and claim 3 on gives the inequality.
Remarks
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Every integrability clause comes from one theorem plus linearity. The only input that produces integrability is If is integrable on with values in and is continuous on , then is integrable, with Integrable functions on form a set closed under sums and scalar multiples, and recombining the pieces; claim 3 additionally uses If on and both are integrable then ; and , which is the one place an inequality between integrals is needed. The identities of [L5] are algebra, and they are what turns a statement about composing with and into statements about products and lattice operations. In particular no new estimate on Darboux sums is made here.
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The polarisation identity is used, and it is why comes first. There is no direct route from integrability of and of to integrability of through the composition theorem, because is a function of two variables and the theorem composes with one. Writing through squares of sums and differences reduces it to the one-variable case.
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The inequality of claim 3 is the integral analogue of the triangle inequality, and like it, it can be strict: for on the left-hand side is and the right-hand side is .
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Forward reference, orientation only. The witness refuting the converse of claim 1 is A function that is not Riemann integrable although is ↗ on the companion page; nothing above depends on it.
Depends on
- If $f$ is integrable on $[a,b]$ with values in $[m,M]$ and $\varphi$ is continuous on $[m,M]$, then $\varphi \circ f$ is integrable
- Integrable functions on $[a,b]$ form a set closed under sums and scalar multiples, and $\int_a^b(\lambda f+\mu g) = \lambda\int_a^b f + \mu\int_a^b g$
- If $f \le g$ on $[a,b]$ and both are integrable then $\int_a^b f \le \int_a^b g$; and $m(b-a) \le \int_a^b f \le M(b-a)$
- The integral with oriented limits: $\int_a^a f := 0$ and $\int_b^a f := -\int_a^b f$
- Sums, scalar multiples, products, absolute values, maxima, minima and quotients with nonvanishing denominator of continuous functions are continuous, as are constants, the identity and every polynomial function
- Continuity of $f : A \to \mathbb{R}$ at a point of $A$ and on $A$: the $\varepsilon$-$\delta$ condition, its agreement with $\lim_{x \to c} f(x) = f(c)$ at a limit point, and continuity at an isolated point
- Absolute value in an ordered field
- Basic properties of the absolute value
- The lower and upper Darboux integrals of a bounded $f$ on $[a,b]$ as $\sup_P L(f,P)$ and $\inf_P U(f,P)$, Darboux integrability as their equality, and the notation $\int_a^b f$
- For bounded $f$ on $[a,b]$ and a partition $P$: the infimum $m_i$ and supremum $M_i$ of $f$ on the $i$-th subinterval, and the lower and upper Darboux sums $L(f,P) = \sum_i m_i \Delta_i$ and $U(f,P) = \sum_i M_i \Delta_i$
- Maximum and minimum of a set
- Integer powers $a^m$
- Lower bound, bounded below, bounded set
- Intervals of $\mathbb{R}$: the nine order-convex forms, nondegeneracy, and length
- Ordered field
- Complete ordered field (least-upper-bound property)
Used by
- Abel's test for improper integrals Corollary
- A function that is not Riemann integrable although | f| is Counterexample
- Continuous f and integrable sign-changing g with ∫ₐᵇ fg ≠ f(ξ)∫ₐᵇ g for every ξ Counterexample
- Absolute and conditional convergence of improper integrals Definition
- ∫_-∞^∞(1+x²)⁻¹ dx converges absolutely Example
- Conventions of this page, and which sharpenings of the integral are taken up later in the reading order Remark
- A continuously differentiable integrator reduces Stieltjes integration to ordinary integration Theorem
- A Dirichlet-type transfer criterion for divergence Theorem
- Absolute convergence implies improper convergence Theorem
- Bonnet's second mean value theorem: for f monotone and g integrable on [a,b] there is ξ∈[a,b] with ∫ₐᵇ fg = f(a)∫ₐ^ξ g + f(b)∫_ξᵇ g Theorem
- Comparison tests for improper integrals Theorem
- For a ≤ b and f : [a,b] → ℝᵐ integrable when a<b, ‖∫ₐᵇ f‖₂ ≤ ∫ₐᵇ ‖ f‖₂; for a<b, ‖ f‖₂ is integrable Theorem
- Frullani's formula with its proper integral factor Theorem
- If f is continuous on [a,b] and g is integrable with g ≥ 0, there is ξ ∈ [a,b] with ∫ₐᵇ fg = f(ξ)∫ₐᵇ g Theorem
- If u,v are differentiable on [a,b] with u',v' integrable, then ∫ₐᵇ u v' = u(b)v(b)-u(a)v(a) - ∫ₐᵇ u'v Theorem
- Monotone change of variable for Riemann-integrable functions Theorem
- Substitution: if φ is differentiable on [c,d] with φ' integrable and f is continuous on an interval containing φ([c,d]), then ∫_φ(c)^φ(d) f = ∫_cᵈ (f∘φ) φ' Theorem
- The first fundamental theorem: if f is integrable on [a,b] and continuous at c, then F'(c) = f(c); in particular a continuous f has F as a primitive Theorem
- The integral function of a bounded integrable f is Lipschitz, hence uniformly continuous Theorem
Dependency tree · next 3 levels
Direct dependencies and their dependencies through the next three levels: 105 results over 21 levels. An arrow runs from a result to what uses it, and this result sits at the bottom with a heavier outline. Click the chart to enlarge it.
Sources
- Riemann integral (Wikipedia) (standard reference, not scraped)
- W. Rudin, Principles of Mathematical Analysis, 3rd ed., Ch. 6 (standard reference, not scraped)
- Carnegie Mellon 21-269, Riemann integration notes (standard reference, not scraped)
- Encyclopedia of Mathematics, Integral calculus (standard reference, not scraped)