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A function integrable on is integrable on every closed subinterval
Statement
Let be reals, let be integrable (The lower and upper Darboux integrals of a bounded on as and , Darboux integrability as their equality, and the notation ), and let satisfy
Then the restriction of to is bounded (Lower bound, bounded below, bounded set) and integrable on .
The degenerate case is not an omission: there by The integral with oriented limits: and , and no partition of exists to speak of (Partition of as a finite strictly increasing list , its subintervals and their lengths, its mesh, refinement, and the common refinement of two partitions).
Facts & Assumptions
Given: Reals , an integrable , and reals with . Write for the restriction of to .
Riemann's criterion: a bounded function on a closed bounded interval with distinct endpoints is integrable if and only if for every real there is a partition of that interval with (Riemann's criterion: a bounded on is Darboux integrable if and only if for every real there is a partition with , The lower and upper Darboux integrals of a bounded on as and , Darboux integrability as their equality, and the notation ).
For a partition of and a point , the partition satisfies and refines ; a refinement of a refinement refines the original, since the point-set inclusions compose (Partition of as a finite strictly increasing list , its subintervals and their lengths, its mesh, refinement, and the common refinement of two partitions).
For a partition of an interval and bounded on it: , with , , , , and (For bounded on and a partition : the infimum and supremum of on the -th subinterval, and the lower and upper Darboux sums and , Partition of as a finite strictly increasing list , its subintervals and their lengths, its mesh, refinement, and the common refinement of two partitions, Intervals of : the nine order-convex forms, nondegeneracy, and length).
Finite sums: additivity, scaling, splitting at an intermediate index with , 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).
A partition of has strictly increasing on indices , hence injective there, so a point of is for exactly one ; and gives (Partition of as a finite strictly increasing list , its subintervals and their lengths, its mesh, refinement, and the common refinement of two partitions).
A restriction of a bounded function is bounded: the same serves fewer points (Lower bound, bounded below, bounded set).
Proof
is bounded on , since and is bounded on , integrability presupposing boundedness.
Let a real be given, and fix a partition of with .
Put , a partition of refining whose point set contains and .
By [L3] applied to the pair , .
Write and fix the unique indices with and ; then , because and is increasing on those indices.
Define by for and for . Then , , and for by [L6], with ; so is a partition of , its -th subinterval is and its -th length is .
For the -th subinterval of is , and agrees with there, so the extreme values of on it are and ; hence by [L4] and [L5].
Every term is nonnegative by [L4], and splitting first at and then at exhibits as one of the three pieces of , the other two being nonnegative; so the displayed sum is at most .
Combining, .
Since was arbitrary and is bounded, [L1] applies on and is integrable there.
Remarks
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The one step that is not bookkeeping is the re-indexing. A partition in this library is a pair with a tail convention (Partition of as a finite strictly increasing list , its subintervals and their lengths, its mesh, refinement, and the common refinement of two partitions), not a set of points, so "restrict to " is not a defined operation; step 4.1 writes the restricted list out, shifts its index by and resets its tail to . Everything else follows from the fact that dropping nonnegative terms from a finite sum cannot increase it.
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The converse is also true, and is proved separately. Integrability on and on gives integrability on ; that direction needs a splice rather than a restriction and is the second half of For : is integrable on if and only if it is integrable on and on , and then ; with the oriented form for arbitrary .
Depends on
- 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 $\int_a^b f$
- Riemann's criterion: a bounded $f$ on $[a,b]$ is Darboux integrable if and only if for every real $\varepsilon > 0$ there is a partition $P$ with $U(f,P) - L(f,P) < \varepsilon$
- Refining a partition raises the lower Darboux sum and lowers the upper one, and every lower sum is at most every upper sum: $L(f,P) \le L(f,P') \le U(f,P') \le U(f,P)$ when $P'$ refines $P$, and $L(f,P) \le U(f,Q)$ for arbitrary partitions $P$ and $Q$; moreover the two changes are at most $2M(n' - n)\|P\|$
- 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
- Laws of finite sums and finite products
- Finite sums and finite products, by recursion
- Lower bound, bounded below, bounded set
- Intervals of $\mathbb{R}$: the nine order-convex forms, nondegeneracy, and length
Used by
- The derivative and the Riemann integral of a vector-valued function: an intrinsic derivative and a componentwise integral Definition
- The integral function F(x) := ∫ₐˣ f of an integrable f Definition
- A continuous f ≥ 0 on [a,b] with ∫ₐᵇ f = 0 is identically 0 Theorem
- 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 ∫ₐᵇ f = ∫ₐᶜ f + ∫_cᵇ f; with the oriented form for arbitrary a,b,c Theorem
- If continuously differentiable functions converge at one point and their derivatives converge uniformly on a closed interval, then the functions converge uniformly to a differentiable function whose derivative is the derivative limit 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 test: for f ≥ 0 nonincreasing on [0,∞), ∑ₖ f(k) converges if and only if the sequence (∫₀^N f)_N is bounded, with ∫₀^N f ≤ ∑_k<N f(k) ≤ f(0) + ∫₀^N f Theorem
Dependency tree · next 3 levels
Direct dependencies and their dependencies through the next three levels: 64 results over 17 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
- Darboux integral (Wikipedia) (standard reference, not scraped)
- W. Rudin, Principles of Mathematical Analysis, 3rd ed., Ch. 6 (standard reference, not scraped)
- J. Lebl, Basic Analysis I, Properties of the Riemann integral (standard reference, not scraped)