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A function integrable on [a,b][a,b] is integrable on every closed subinterval

Statement

Let a<ba < b be reals, let f:[a,b]Rf : [a,b] \to \mathbb{R} be integrable (The lower and upper Darboux integrals of a bounded ff on [a,b][a,b] as supPL(f,P)\sup_P L(f,P) and infPU(f,P)\inf_P U(f,P), Darboux integrability as their equality, and the notation abf\int_a^b f), and let c,dc, d satisfy

a    c  <  d    b.a \;\le\; c \;<\; d \;\le\; b .

Then the restriction of ff to [c,d][c,d] is bounded (Lower bound, bounded below, bounded set) and integrable on [c,d][c,d].

The degenerate case c=dc = d is not an omission: there ccf=0\int_c^c f = 0 by The integral with oriented limits: aaf:=0\int_a^a f := 0 and baf:=abf\int_b^a f := -\int_a^b f, and no partition of [c,d][c,d] exists to speak of (Partition of [a,b][a,b] as a finite strictly increasing list a=t0<t1<<tn=ba = t_0 < t_1 < \dots < t_n = b, its subintervals and their lengths, its mesh, refinement, and the common refinement of two partitions).

Facts & Assumptions

Given: Reals a<ba < b, an integrable f:[a,b]Rf : [a,b] \to \mathbb{R}, and reals c,dc, d with ac<dba \le c < d \le b. Write gg for the restriction of ff to [c,d][c,d].

[L2]

For a partition PP of [a,b][a,b] and a point p[a,b]p \in [a,b], the partition P+pP + p satisfies pts(P+p)=pts(P){p}\operatorname{pts}(P+p) = \operatorname{pts}(P) \cup \{p\} and refines PP; a refinement of a refinement refines the original, since the point-set inclusions compose (Partition of [a,b][a,b] as a finite strictly increasing list a=t0<t1<<tn=ba = t_0 < t_1 < \dots < t_n = b, its subintervals and their lengths, its mesh, refinement, and the common refinement of two partitions).

[L4]

For a partition R=(n,t)R = (n,t) of an interval and bounded hh on it: L(h,R)=i<nmiΔiL(h,R) = \sum_{i<n} m_i \Delta_i, U(h,R)=i<nMiΔiU(h,R) = \sum_{i<n} M_i\Delta_i with mi=infh[Ii]m_i = \inf h[I_i], Mi=suph[Ii]M_i = \sup h[I_i], Ii=[ti,ti+1]I_i = [t_i,t_{i+1}], Δi=ti+1ti>0\Delta_i = t_{i+1}-t_i > 0, and Mimi0M_i - m_i \ge 0 (For bounded ff on [a,b][a,b] and a partition PP: the infimum mim_i and supremum MiM_i of ff on the ii-th subinterval, and the lower and upper Darboux sums L(f,P)=imiΔiL(f,P) = \sum_i m_i \Delta_i and U(f,P)=iMiΔiU(f,P) = \sum_i M_i \Delta_i, Partition of [a,b][a,b] as a finite strictly increasing list a=t0<t1<<tn=ba = t_0 < t_1 < \dots < t_n = b, its subintervals and their lengths, its mesh, refinement, and the common refinement of two partitions, Intervals of R\mathbb{R}: the nine order-convex forms, nondegeneracy, and length).

[L5]

Finite sums: additivity, scaling, splitting at an intermediate index with k=mn1ak=j<nmam+j\sum_{k=m}^{n-1}a_k = \sum_{j<n-m}a_{m+j}, and monotonicity in the terms, so that a sum of nonnegative terms is at most a sum containing those terms among others (Finite sums and finite products, by recursion, Laws of finite sums and finite products, clauses 1 to 4).

[L6]

A partition P=(n,t)P' = (n',t') of [a,b][a,b] has tt' strictly increasing on indices n\le n', hence injective there, so a point of pts(P)\operatorname{pts}(P') is tjt'_j for exactly one jnj \le n'; and j<kj < k gives tj<tkt'_j < t'_k (Partition of [a,b][a,b] as a finite strictly increasing list a=t0<t1<<tn=ba = t_0 < t_1 < \dots < t_n = b, its subintervals and their lengths, its mesh, refinement, and the common refinement of two partitions).

[L7]

A restriction of a bounded function is bounded: the same MM serves fewer points (Lower bound, bounded below, bounded set).

Proof

technique · direct
1.1

gg is bounded on [c,d][c,d], since [c,d][a,b][c,d] \subseteq [a,b] and ff is bounded on [a,b][a,b], integrability presupposing boundedness.

givenL7
1.2

Let a real ε>0\varepsilon > 0 be given, and fix a partition PP of [a,b][a,b] with U(f,P)L(f,P)<εU(f,P) - L(f,P) < \varepsilon.

givenL1choose
2.1

Put P:=(P+c)+dP' := (P + c) + d, a partition of [a,b][a,b] refining PP whose point set contains cc and dd.

step 1.2L2construct
3.1

By [L3] applied to the pair (P,P)(P, P'), U(f,P)L(f,P)U(f,P)L(f,P)<εU(f,P') - L(f,P') \le U(f,P) - L(f,P) < \varepsilon.

step 1.2step 2.1L3
3.2

Write P=(n,t)P' = (n',t') and fix the unique indices p,qnp, q \le n' with tp=ct'_p = c and tq=dt'_q = d; then p<qp < q, because c<dc < d and tt' is increasing on those indices.

step 2.1L6choose
4.1

Define Q:=(qp, s)Q := (q-p,\ s) by si:=tp+is_i := t'_{p+i} for iqpi \le q-p and sk:=ds_k := d for kqpk \ge q-p. Then s0=tp=cs_0 = t'_p = c, sqp=tq=ds_{q-p} = t'_q = d, and si<si+1s_i < s_{i+1} for i<qpi < q-p by [L6], with qp1q - p \ge 1; so QQ is a partition of [c,d][c,d], its ii-th subinterval is [tp+i,tp+i+1]=Ip+i[t'_{p+i}, t'_{p+i+1}] = I'_{p+i} and its ii-th length is Δp+i\Delta'_{p+i}.

step 3.2L6construct
5.1

For i<qpi < q-p the ii-th subinterval of QQ is Ip+i[c,d]I'_{p+i} \subseteq [c,d], and gg agrees with ff there, so the extreme values of gg on it are Mp+iM'_{p+i} and mp+im'_{p+i}; hence U(g,Q)L(g,Q)=i<qp(Mp+imp+i)Δp+iU(g,Q) - L(g,Q) = \sum_{i<q-p}\bigl(M'_{p+i} - m'_{p+i}\bigr)\Delta'_{p+i} by [L4] and [L5].

step 4.1L4L5
6.1

Every term (Mjmj)Δj\bigl(M'_j - m'_j\bigr)\Delta'_j is nonnegative by [L4], and splitting j<n\sum_{j<n'} first at pp and then at qq exhibits i<qp(Mp+imp+i)Δp+i\sum_{i<q-p}\bigl(M'_{p+i}-m'_{p+i}\bigr)\Delta'_{p+i} as one of the three pieces of j<n(Mjmj)Δj\sum_{j<n'}\bigl(M'_j-m'_j\bigr)\Delta'_j, the other two being nonnegative; so the displayed sum is at most U(f,P)L(f,P)U(f,P') - L(f,P').

step 5.1L4L5
7.1

Combining, U(g,Q)L(g,Q)U(f,P)L(f,P)<εU(g,Q) - L(g,Q) \le U(f,P') - L(f,P') < \varepsilon.

step 3.1step 5.1step 6.1
8.1

Since ε>0\varepsilon > 0 was arbitrary and gg is bounded, [L1] applies on [c,d][c,d] and gg is integrable there.

step 1.1step 1.2step 7.1L1

Remarks

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