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LemmaStatement: Literature-sourcedProof: AI-adaptedSession-authored (Fable 5 assisted)precheck passjudge pass (z-ai/glm-5.2)audited 2026-07-28
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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)L(f,P)U(f,P)U(f,P)L(f,P) \le L(f,P') \le U(f,P') \le U(f,P) when PP' refines PP, and L(f,P)U(f,Q)L(f,P) \le U(f,Q) for arbitrary partitions PP and QQ; moreover the two changes are at most 2M(nn)P2M(n' - n)\|P\|

Statement

Let a<ba < b be reals and let f:[a,b]Rf : [a,b] \to \mathbb{R} be bounded, say f(x)M|f(x)| \le M for every x[a,b]x \in [a,b] with M0M \ge 0 real (Lower bound, bounded below, bounded set). Darboux sums are those of 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 and partitions those 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. Then:

  1. Refinement. If P=(n,t)P' = (n',t') refines P=(n,t)P = (n,t) then L(f,P)    L(f,P)    U(f,P)    U(f,P).L(f,P) \;\le\; L(f,P') \;\le\; U(f,P') \;\le\; U(f,P).
  2. Every lower sum is at most every upper sum. For arbitrary partitions PP and QQ of [a,b][a,b], L(f,P)    U(f,Q).L(f,P) \;\le\; U(f,Q).
  3. Quantitative form. If P=(n,t)P' = (n',t') refines P=(n,t)P = (n,t) then 0    U(f,P)U(f,P)    2M(nn)P,0    L(f,P)L(f,P)    2M(nn)P.0 \;\le\; U(f,P) - U(f,P') \;\le\; 2M\,(n' - n)\,\|P\|, \qquad 0 \;\le\; L(f,P') - L(f,P) \;\le\; 2M\,(n' - n)\,\|P\| .

Notation. In claim 3 the natural number nnn' - n multiplies a real, and as in clause 2 of Laws of finite sums and finite products it stands there for its canonical natural ι(nn)R\iota(n'-n) \in \mathbb{R} (The canonical natural ι(n)=n1F\iota(n) = n \cdot 1_F of a field); ι\iota is additive and nondecreasing on N\mathbb{N} (Canonical naturals are positive and strictly increasing). The same abbreviation is used throughout the proof.

Claims 1 and 2 are what make 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 well posed. Claim 3 is the extra information that a refinement changes the sums by an amount controlled by the mesh of the coarse partition and by how many points were added; it is what The Darboux and Riemann definitions agree: a bounded ff on [a,b][a,b] is Darboux integrable with integral II if and only if for every real ε>0\varepsilon > 0 there is a real δ>0\delta > 0 such that S(f,P,ξ)I<ε|S(f,P,\xi) - I| < \varepsilon for every tagged partition of mesh below δ\delta needs and nothing else on this page uses it. Here nn0n' - n \ge 0 (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), so the right-hand bounds are nonnegative.

Facts & Assumptions

Given: Reals a<ba < b, a bounded f:[a,b]Rf : [a,b] \to \mathbb{R} with f(x)M|f(x)| \le M for all x[a,b]x \in [a,b] and M0M \ge 0 real, and partitions P=(n,t)P = (n,t) and P=(n,t)P' = (n',t') of [a,b][a,b] with PP' refining PP.

[L1]

A refinement carries an index map φ\varphi with φ(0)=0\varphi(0) = 0, φ(n)=n\varphi(n) = n' and φ(i)<φ(i+1)\varphi(i) < \varphi(i+1) for i<ni < n; hence φ(k)k\varphi(k) \ge k for knk \le n and nnn \le n'. For i<ni < n and φ(i)j<φ(i+1)\varphi(i) \le j < \varphi(i+1) one has IjIiI'_j \subseteq I_i, and j=φ(i)φ(i+1)1Δj=Δi\sum_{j=\varphi(i)}^{\varphi(i+1)-1}\Delta'_j = \Delta_i. Every Δi\Delta_i satisfies 0<ΔiP0 < \Delta_i \le \|P\|, and i<nΔi=ba\sum_{i<n}\Delta_i = b - a (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).

[L3]

With mi=inff[Ii]m_i = \inf f[I_i] and Mi=supf[Ii]M_i = \sup f[I_i]: Mmif(x)MiM-M \le m_i \le f(x) \le M_i \le M for xIix \in I_i, L(f,P)=i<nmiΔiL(f,P) = \sum_{i<n} m_i\Delta_i, U(f,P)=i<nMiΔiU(f,P) = \sum_{i<n} M_i\Delta_i, and L(f,R)U(f,R)L(f,R) \le U(f,R) for every partition RR (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, Intervals of R\mathbb{R}: the nine order-convex forms, nondegeneracy, and length).

[L4]

If STR\varnothing \ne S \subseteq T \subseteq \mathbb{R} and TT is bounded above then supSsupT\sup S \le \sup T (Monotonicity of the supremum under inclusion); dually, if TT is bounded below then infSinfT\inf S \ge \inf T, since infT\inf T is a lower bound of TT and hence of SS, and infS\inf S is the greatest lower bound of SS (Greatest lower bound (infimum), Every nonempty set bounded below has an infimum).

[L5]

Finite sums: splitting j<qcj=j<pcj+j=pq1cj\sum_{j<q} c_j = \sum_{j<p} c_j + \sum_{j=p}^{q-1} c_j for pqp \le q, additivity, scaling, monotonicity in the terms, and telescoping (Finite sums and finite products, by recursion, Laws of finite sums and finite products).

[L6]

Induction on N\mathbb{N} (The principle of mathematical induction).

[L7]

Ordered-field arithmetic: adding a constant and multiplying by a nonnegative quantity preserve an inequality, and the order is total and transitive (Order is preserved by adding a constant and by adding inequalities, Sign rules for products and monotonicity of multiplication, The multiplicative identity is positive, Ordered field, Complete ordered field (least-upper-bound property)). 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.

[L8]

A natural number multiplying a real means its canonical natural ι()\iota(\cdot); ι(0)=0\iota(0) = 0, ι(p+q)=ι(p)+ι(q)\iota(p+q) = \iota(p)+\iota(q), ι(p)0\iota(p) \ge 0, and pqp \le q implies ι(p)ι(q)\iota(p) \le \iota(q) (The canonical natural ι(n)=n1F\iota(n) = n \cdot 1_F of a field, Canonical naturals are positive and strictly increasing, Laws of finite sums and finite products).

Proof

technique · induction
1.1

Fix the index map φ\varphi of [L1] and, for knk \le n, put Ak:=j<φ(k)MjΔjA_k := \sum_{j<\varphi(k)} M'_j\Delta'_j, Bk:=i<kMiΔiB_k := \sum_{i<k} M_i\Delta_i, Ak:=j<φ(k)mjΔjA^{-}_k := \sum_{j<\varphi(k)} m'_j\Delta'_j and Bk:=i<kmiΔiB^{-}_k := \sum_{i<k} m_i\Delta_i; let Q(k)Q(k) be the conjunction Bk2MP(φ(k)k)AkBkB_k - 2M\|P\|(\varphi(k)-k) \le A_k \le B_k and BkAkBk+2MP(φ(k)k)B^{-}_k \le A^{-}_k \le B^{-}_k + 2M\|P\|(\varphi(k)-k). The proof is an induction on kk using [L6].

givenL1L6construct
1.2

Base, k=0k = 0. All four sums are empty, hence 00, and φ(0)0=0\varphi(0) - 0 = 0, so Q(0)Q(0) reads 0000 \le 0 \le 0 twice.

baseL1L5
1.3

Induction hypothesis. Fix k<nk < n and assume Q(k)Q(k).

ihgiven
2.1

Put β:=j=φ(k)φ(k+1)1MjΔj\beta := \sum_{j=\varphi(k)}^{\varphi(k+1)-1} M'_j\Delta'_j and γ:=j=φ(k)φ(k+1)1mjΔj\gamma := \sum_{j=\varphi(k)}^{\varphi(k+1)-1} m'_j\Delta'_j. For φ(k)j<φ(k+1)\varphi(k) \le j < \varphi(k+1) one has IjIkI'_j \subseteq I_k, hence f[Ij]f[Ik]f[I'_j] \subseteq f[I_k], hence mkmjMjMkm_k \le m'_j \le M'_j \le M_k by [L4] and [L3]; also MjM|M'_j| \le M and mjM|m'_j| \le M by [L3].

step 1.1L1L3L4
3.1

Since Δj>0\Delta'_j > 0 and the lengths in the block sum to Δk\Delta_k by [L1], monotonicity and scaling of finite sums ([L5]) give mkΔkγβMkΔkm_k\Delta_k \le \gamma \le \beta \le M_k\Delta_k and MΔkγβMΔk-M\Delta_k \le \gamma \le \beta \le M\Delta_k.

step 2.1L1L5L7
4.1

Both MkΔkβM_k\Delta_k - \beta and γmkΔk\gamma - m_k\Delta_k lie in [0, 2MP(φ(k+1)φ(k)1)][\,0,\ 2M\|P\|(\varphi(k+1)-\varphi(k)-1)\,]. Nonnegativity is step 3.1. If φ(k+1)=φ(k)+1\varphi(k+1) = \varphi(k)+1 the block is the single index j=φ(k)j = \varphi(k), and then Ij=IkI'_j = I_k by [L1], so Mj=MkM'_j = M_k, mj=mkm'_j = m_k, Δj=Δk\Delta'_j = \Delta_k and both quantities are 00. Otherwise φ(k+1)φ(k)11\varphi(k+1) - \varphi(k) - 1 \ge 1, and by step 3.1 and [L3] each quantity is at most MΔk+MΔk=2MΔk2MPM\Delta_k + M\Delta_k = 2M\Delta_k \le 2M\|P\|, hence at most 2MP(φ(k+1)φ(k)1)2M\|P\|(\varphi(k+1)-\varphi(k)-1).

step 2.1step 3.1L1L3L5L7L8
5.1

The upper half of Q(k+1)Q(k+1). By the splitting law [L5], Ak+1=Ak+βA_{k+1} = A_k + \beta and Bk+1=Bk+MkΔkB_{k+1} = B_k + M_k\Delta_k. From step 1.3 and step 3.1, Ak+1Bk+MkΔk=Bk+1A_{k+1} \le B_k + M_k\Delta_k = B_{k+1}; and from step 1.3 and step 4.1, Ak+1Bk2MP(φ(k)k)+MkΔk2MP(φ(k+1)φ(k)1)=Bk+12MP(φ(k+1)(k+1))A_{k+1} \ge B_k - 2M\|P\|(\varphi(k)-k) + M_k\Delta_k - 2M\|P\|(\varphi(k+1)-\varphi(k)-1) = B_{k+1} - 2M\|P\|(\varphi(k+1)-(k+1)).

step 1.3step 3.1step 4.1L5L7L8
5.2

The lower half of Q(k+1)Q(k+1). Likewise Ak+1=Ak+γA^{-}_{k+1} = A^{-}_k + \gamma and Bk+1=Bk+mkΔkB^{-}_{k+1} = B^{-}_k + m_k\Delta_k, so step 1.3 with step 3.1 gives Ak+1Bk+1A^{-}_{k+1} \ge B^{-}_{k+1}, and step 1.3 with step 4.1 gives Ak+1Bk+2MP(φ(k)k)+mkΔk+2MP(φ(k+1)φ(k)1)=Bk+1+2MP(φ(k+1)(k+1))A^{-}_{k+1} \le B^{-}_k + 2M\|P\|(\varphi(k)-k) + m_k\Delta_k + 2M\|P\|(\varphi(k+1)-\varphi(k)-1) = B^{-}_{k+1} + 2M\|P\|(\varphi(k+1)-(k+1)). So Q(k+1)Q(k+1) holds.

step 1.3step 3.1step 4.1L5L7L8
6.1

By [L6] with steps 1.2, 1.3, 5.1 and 5.2, Q(k)Q(k) holds for every knk \le n. Taking k=nk = n and using φ(n)=n\varphi(n) = n' from [L1]: An=U(f,P)A_n = U(f,P'), Bn=U(f,P)B_n = U(f,P), An=L(f,P)A^{-}_n = L(f,P') and Bn=L(f,P)B^{-}_n = L(f,P), so U(f,P)2MP(nn)U(f,P)U(f,P)U(f,P) - 2M\|P\|(n'-n) \le U(f,P') \le U(f,P) and L(f,P)L(f,P)L(f,P)+2MP(nn)L(f,P) \le L(f,P') \le L(f,P) + 2M\|P\|(n'-n). With L(f,P)U(f,P)L(f,P') \le U(f,P') from [L3] this is claim 1, and it is claim 3.

step 1.2step 1.3step 5.1step 5.2L1L3L6L8
7.1

Claim 2. Let PP and QQ be arbitrary partitions of [a,b][a,b] and let R:=PQR := P \vee Q, which refines both by [L2]. Applying step 6.1 to the pair (P,R)(P,R) and to the pair (Q,R)(Q,R) gives L(f,P)L(f,R)U(f,R)U(f,Q)L(f,P) \le L(f,R) \le U(f,R) \le U(f,Q), the middle inequality by [L3]. All three claims are now established, the first and third in step 6.1 from the completed induction and the second here.

step 6.1L2L3L6discharge-induction

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