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FALSE: every bounded function on [a,b] is Riemann integrable

Statement

False claim: every bounded function f:[a,b]→R (Lower bound, bounded below, bounded set) is Riemann integrable on [a,b] (The lower and upper Darboux integrals of a bounded f on [a,b] as sup⁡PL(f,P) and inf⁡PU(f,P), Darboux integrability as their equality, and the notation ∫abf).

Boundedness is exactly what is needed for the Darboux sums to exist (For bounded f on [a,b] and a partition P: the infimum mi and supremum Mi of f on the i-th subinterval, and the lower and upper Darboux sums L(f,P)=∑imiΔi and U(f,P)=∑iMiΔi), and the claim above confuses that with their two extrema agreeing. The witness below is bounded, takes only the values 0 and 1, and has lower Darboux integral 0 and upper Darboux integral 1: as far apart as the values allow.

Facts & Assumptions

Given: The Dirichlet function 1Q restricted to [0,1], that is g:[0,1]→R with g(x)=1 for rational x and g(x)=0 for irrational x (The Dirichlet function 1Q, and Thomae's function t with t(x)=1/q at a rational x=p/q in lowest terms with q≥1 and t(x)=0 at every irrational x).

[A1]

The false claim: every bounded function on a closed bounded interval with distinct endpoints is Riemann integrable.

[L2]

For a partition P=(n,t) of [0,1]: n≥1, ti<ti+1, Δi=ti+1−ti>0, ∑i<nΔi=1−0=1, and Ii=[ti,ti+1] (Partition of [a,b] as a finite strictly increasing list a=t0<t1<⋯<tn=b, its subintervals and their lengths, its mesh, refinement, and the common refinement of two partitions, Intervals of R: the nine order-convex forms, nondegeneracy, and length).

[L3]

mi=inf⁡g[Ii], Mi=sup⁡g[Ii], L(g,P)=∑i<nmiΔi, U(g,P)=∑i<nMiΔi; ∫01‾g is the supremum of the lower sums and ∫01‾g the infimum of the upper sums; g is integrable exactly when these agree (For bounded f on [a,b] and a partition P: the infimum mi and supremum Mi of f on the i-th subinterval, and the lower and upper Darboux sums L(f,P)=∑imiΔi and U(f,P)=∑iMiΔi, The lower and upper Darboux integrals of a bounded f on [a,b] as sup⁡PL(f,P) and inf⁡PU(f,P), Darboux integrability as their equality, and the notation ∫abf).

[L4]

A set with a least element has it as its infimum, and one with a greatest element has it as its supremum; the supremum and infimum of {c} are both c (Greatest lower bound (infimum), Maximum and minimum of a set, Complete ordered field (least-upper-bound property)).

[L5]
[L6]

Ordered-field arithmetic: the midpoint (u+v)⋅2−1 of u<v satisfies u<(u+v)⋅2−1<v, and Nρ(c)⊆(u,v) for c the midpoint and ρ:=(v−u)⋅2−1 (Order is preserved by adding a constant and by adding inequalities, Sign rules for products and monotonicity of multiplication, Ordered field, Complete ordered field (least-upper-bound property), The ε-neighbourhood and the punctured ε-neighbourhood of a point of R). These order-arithmetic facts are stated by their sources for the strict order only; the nonstrict forms used below follow by adjoining the equality case, in which the two sides coincide.

Refutation

technique · direct
1.1

g is bounded: 0≤g(x)≤1 for every x∈[0,1], since g takes only the values 0 and 1. So its Darboux sums and integrals are defined by [L3].

givenL3
1.2

Every subinterval of every partition of [0,1] contains both a rational and an irrational. Let P=(n,t) be a partition and i<n; then ti<ti+1 by [L2], so with c:=(ti+ti+1)⋅2−1 and ρ:=(ti+1−ti)⋅2−1 one has Nρ(c)⊆(ti,ti+1)⊆Ii by [L6], and Nρ(c) meets Q and meets R∖Q by [L1].

L1L2L6
2.1

Hence g[Ii]={0,1} for every i<n, so mi=0 and Mi=1 by [L4].

step 1.2givenL4
3.1

Therefore L(g,P)=∑i<n0⋅Δi=0 and U(g,P)=∑i<n1⋅Δi=∑i<nΔi=1, for every partition P of [0,1], by [L3], [L5] and [L2].

step 2.1L2L3L5
4.1

The set of lower sums is {0} and the set of upper sums is {1}, so ∫01‾g=0 and ∫01‾g=1 by [L4] and [L3]. Since 0≠1, g is not Riemann integrable on [0,1].

step 3.1L3L4
5.1

g is a bounded function on [0,1], an interval with 0<1, and it is not Riemann integrable; so [A1] fails at g and the claim is false.

step 1.1step 4.1A1∎

Remarks

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Sources