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FALSE: for every integrable on , the integral function satisfies on
Statement
False claim: let be reals and let be Riemann integrable (The lower and upper Darboux integrals of a bounded on as and , Darboux integrability as their equality, and the notation ). Then its integral function (The integral function of an integrable ) is differentiable at every point of with there.
The claim fails in two independent ways, and both are exhibited below.
- may fail to exist. For the sign function on (The sign function is Riemann integrable on and has no primitive there) one has , which is not differentiable at .
- may exist and differ from . On let for and . Then is the zero function, so while .
The second witness shows the failure is not exotic: any integrable that differs from a continuous at a single point has the same integral function as , by Changing an integrable function at finitely many points changes neither its integrability nor its integral, and therefore has at that point. Continuity of at the point is what the true theorem The first fundamental theorem: if is integrable on and continuous at , then ; in particular a continuous has as a primitive asks for, and it asks for nothing more. It is not claimed here to be necessary: what the conclusion needs is the equality , and the last Remark below exhibits an discontinuous at a point where that equality nevertheless holds.
Facts & Assumptions
Given: The sign function on of The sign function is Riemann integrable on and has no primitive there, with for , and for ; and the function on with and otherwise.
The false claim: for every integrable on , the integral function of is differentiable everywhere on with derivative .
is Riemann integrable on (The sign function is Riemann integrable on and has no primitive there, A bounded function on that is continuous except at finitely many points is Riemann integrable, Discontinuity of at a point of its domain, and its classification: removable discontinuity, jump discontinuity and essential discontinuity, equivalently Rudin's discontinuities of the first and of the second kind, Lower bound, bounded below, bounded set).
Changing an integrable function at finitely many points changes neither its integrability nor its integral, and for a constant (Changing an integrable function at finitely many points changes neither its integrability nor its integral, If on then for every partition ; in particular every constant function is integrable, with ).
Additivity in the oriented form for arbitrary points, and (For : is integrable on if and only if it is integrable on and on , and then ; with the oriented form for arbitrary , claim 3, The integral with oriented limits: and , The integral function of an integrable ).
If both one-sided limits of a function at exist and differ, the two-sided limit does not exist, so the derivative there does not exist (If is a limit point of the domain from both sides, the limit exists iff both one-sided limits exist and agree, The left and right limits of at , as limits of the restrictions of to and , The - limit of at a limit point of , The derivative of at a point that is a limit point of , and differentiability on a set).
Absolute value: for , for , and is for and for (Absolute value in an ordered field, Basic properties of the absolute value).
First fundamental theorem: if is integrable on and continuous at , then the integral function of has derivative at (The first fundamental theorem: if is integrable on and continuous at , then ; in particular a continuous has as a primitive, Continuity of at a point of and on : the - condition, its agreement with at a limit point, and continuity at an isolated point).
Ordered-field arithmetic: the order is total and transitive (Ordered field, Complete ordered field (least-upper-bound property), Intervals of : the nine order-convex forms, nondegeneracy, and length).
Refutation
First witness. is integrable on by [L1], and its integral function is .
Second witness. The function on is bounded and agrees with the constant off the single point , so it is integrable with for every by [L2] and [L3]; hence its integral function is the zero function.
For : by [L3], , and agrees with the constant on off the single point and with the constant on off the single point , so [L2] gives . For : agrees with the constant on off , so by [L2] and [L3]. In both cases by [L5].
The zero function is differentiable everywhere with derivative , so its derivative at is , while . Here exists at the point and differs from there, so [A1] fails again, in a different way.
The difference quotient of at is , which is for and for by [L5]; so its one-sided limits at are and .
By [L4] the limit of that quotient at does not exist, so is not differentiable at and [A1] fails at : the claim is false.
Both failures occur exactly at a discontinuity of the integrand: is discontinuous at and at . Off those points [L6] applies and gives , so the correct statement is The first fundamental theorem: if is integrable on and continuous at , then ; in particular a continuous has as a primitive, whose hypothesis is continuity of the integrand at the point in question.
Remarks
-
The two witnesses are genuinely different failures. In the first, has no derivative at the bad point at all; in the second, is as smooth as could be wished and simply computes a different number. A repair attempting to weaken the conclusion to " is differentiable wherever it can be" would still be refuted by the second witness.
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What is always true of is one dimension weaker. For every integrable the integral function is Lipschitz, hence uniformly continuous (The integral function of a bounded integrable is Lipschitz, hence uniformly continuous); differentiability is exactly what continuity of the integrand buys, and nothing more is available.
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The failure set can be much larger than a point. For Thomae's function on the integral function is identically , so while is positive at every rational: the claim above then fails at every point of an infinite set, not merely at finitely many. No general statement is made here about an arbitrary integrable — at a discontinuity where happens to take the value does, the two agree, and vanishing off is such a case at the point .
Depends on
- 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
- The integral function $F(x) := \int_a^x f$ of an integrable $f$
- The sign function is Riemann integrable on $[-1,1]$ and has no primitive there
- 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 $\int_a^b c = c(b-a)$
- 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 $a,b,c$
- A bounded function on $[a,b]$ that is continuous except at finitely many points is Riemann integrable
- If $c$ is a limit point of the domain from both sides, the limit exists iff both one-sided limits exist and agree
- The left and right limits of $f$ at $c$, as limits of the restrictions of $f$ to $A \cap (-\infty, c)$ and $A \cap (c, \infty)$
- The $\varepsilon$-$\delta$ limit $\lim_{x \to c} f(x) = L$ of $f : A \to \mathbb{R}$ at a limit point $c$ of $A$
- The derivative $f'(c) = \lim_{x \to c} \frac{f(x) - f(c)}{x - c}$ of $f : A \to \mathbb{R}$ at a point $c \in A$ that is a limit point of $A$, and differentiability on a set
- 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
- Discontinuity of $f$ at a point of its domain, and its classification: removable discontinuity, jump discontinuity and essential discontinuity, equivalently Rudin's discontinuities of the first and of the second kind
- 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 $\int_a^b f$
- Absolute value in an ordered field
- Basic properties of the absolute value
- Intervals of $\mathbb{R}$: the nine order-convex forms, nondegeneracy, and length
- Lower bound, bounded below, bounded set
- Ordered field
- Complete ordered field (least-upper-bound property)
Used by
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Sources
- Fundamental theorem of calculus (Wikipedia) (standard reference, not scraped)
- Sign function (Wikipedia) (standard reference, not scraped)
- J. Lebl, Basic Analysis I, Fundamental theorem of calculus (standard reference, not scraped)