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A step function integrated by additivity over subintervals, and the same value from the definition
Example
Let be
Then is integrable on and
Two routes are carried out below. The first splits at the jump with For : is integrable on if and only if it is integrable on and on , and then ; with the oriented form for arbitrary and evaluates each piece with Changing an integrable function at finitely many points changes neither its integrability nor its integral and the constant case of If on then for every partition ; in particular every constant function is integrable, with . The second computes lower and upper Darboux sums directly on a three-point partition and squeezes.
Why this is the smallest interesting example. The jump sits at the interior point , which is a partition point of both routes, and a partition point lies in two subintervals (Partition of as a finite strictly increasing list , its subintervals and their lengths, its mesh, refinement, and the common refinement of two partitions). That is exactly the case singled out in the proof of Changing an integrable function at finitely many points changes neither its integrability nor its integral, and it is why the value of at the single point is irrelevant to both the integrability and the value while the upper sums still see it.
Facts & Assumptions
Given: The function above on , and a real with .
A monotone function on a closed bounded interval with distinct endpoints is bounded and integrable there (A monotone function on is Riemann integrable: for the uniform partition into parts the upper minus lower sum telescopes to , Nondecreasing, increasing (strictly increasing), nonincreasing, decreasing, monotone and strictly monotone real functions on a subset of , with the dictionary to monotone sequences, The lower and upper Darboux integrals of a bounded on as and , Darboux integrability as their equality, and the notation ).
For : is integrable on if and only if it is integrable on and on , and then (For : is integrable on if and only if it is integrable on and on , and then ; with the oriented form for arbitrary , The integral with oriented limits: and ).
Changing an integrable function at finitely many points changes neither its integrability nor its integral (Changing an integrable function at finitely many points changes neither its integrability nor its integral).
for a constant , and the five-term chain holds for every partition (If on then for every partition ; in particular every constant function is integrable, with , The lower and upper Darboux integrals of a bounded on as and , Darboux integrability as their equality, and the notation ).
For a partition and bounded : and with , , and a set with a least element has it as its infimum (For bounded on and a partition : the infimum and supremum of on the -th subinterval, and the lower and upper Darboux sums and , Finite sums and finite products, by recursion, Laws of finite sums and finite products, Greatest lower bound (infimum), Maximum and minimum of a set, Partition of as a finite strictly increasing list , its subintervals and their lengths, its mesh, refinement, and the common refinement of two partitions).
Ordered-field arithmetic: the order is total and transitive, and a real that is for every in is (Ordered field, Complete ordered field (least-upper-bound property), Intervals of : the nine order-convex forms, nondegeneracy, and length).
Verification
is nondecreasing on : for the only possibility not giving is , where . Hence is bounded and integrable on , and likewise on and on , by [L1].
Second route. Let be the partition of with point set , so with , and .
First route, the piece . The constant function on agrees with at every point of except , a single point; so by [L3] and [L4], .
The piece . There is the constant , so by [L4].
On , is constantly , so . On , takes the value at every point below and at , so and by [L5]. On , is constantly , so .
By [L2] with , .
Hence and , by [L5].
By [L4] the number lies between and for every , so by [L6]; the second route agrees with step 3.1.
Remarks
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The two sums of are not symmetric, and that is a statement about these partitions. For each the lower sum is exactly while the upper sum is , so this family already locates the integral exactly from below while its upper sums only approach it. Nothing is claimed here about an arbitrary partition: a partition whose points do not include has a subinterval on which takes both values, and its lower sum is then strictly below .
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The value at the jump is irrelevant to the integral, but not to the sums. Replacing by any real leaves integrable with the same integral, by Changing an integrable function at finitely many points changes neither its integrability nor its integral. What it changes is which partitions realise the extremes: with the subinterval carries , while now carries and , so and and the asymmetry moves to the other side. The integral is either way.
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Additivity is what makes the first route short. Without For : is integrable on if and only if it is integrable on and on , and then ; with the oriented form for arbitrary the only route is the second one, which needs the Darboux sums of a function that is not constant on any partition containing the jump in the interior of a subinterval.
Depends on
- For $a<c<b$: $f$ is integrable on $[a,b]$ if and only if it is integrable on $[a,c]$ and on $[c,b]$, and then $\int_a^b f = \int_a^c f + \int_c^b f$; with the oriented form for arbitrary $a,b,c$
- Changing an integrable function at finitely many points changes neither its integrability nor its integral
- If $m \le f \le M$ on $[a,b]$ then $m(b-a) \le L(f,P) \le \underline{\int_a^b} f \le \overline{\int_a^b} f \le U(f,P) \le M(b-a)$ for every partition $P$; in particular every constant function is integrable, with $\int_a^b c = c(b-a)$
- A monotone function on $[a,b]$ is Riemann integrable: for the uniform partition into $N$ parts the upper minus lower sum telescopes to $|f(b) - f(a)|\,(b-a)/\iota(N)$
- Nondecreasing, increasing (strictly increasing), nonincreasing, decreasing, monotone and strictly monotone real functions on a subset of $\mathbb{R}$, with the dictionary to monotone sequences
- 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 $U(f,P) = \sum_i M_i \Delta_i$
- Partition of $[a,b]$ as a finite strictly increasing list $a = t_0 < t_1 < \dots < t_n = b$, its subintervals and their lengths, its mesh, refinement, and the common refinement of two partitions
- The integral with oriented limits: $\int_a^a f := 0$ and $\int_b^a f := -\int_a^b f$
- 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 $\int_a^b f$
- Finite sums and finite products, by recursion
- Laws of finite sums and finite products
- Intervals of $\mathbb{R}$: the nine order-convex forms, nondegeneracy, and length
- Greatest lower bound (infimum)
- Maximum and minimum of a set
- Ordered field
- Complete ordered field (least-upper-bound property)
Used by
Nothing in the library uses this result yet.
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Direct dependencies and their dependencies through the next three levels: 80 results over 19 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
- Step function (Wikipedia) (standard reference, not scraped)
- Riemann integral (Wikipedia) (standard reference, not scraped)