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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: when refines , and for arbitrary partitions and ; moreover the two changes are at most
Statement
Let be reals and let be bounded, say for every with real (Lower bound, bounded below, bounded set). Darboux sums are those of For bounded on and a partition : the infimum and supremum of on the -th subinterval, and the lower and upper Darboux sums and and partitions those of Partition of as a finite strictly increasing list , its subintervals and their lengths, its mesh, refinement, and the common refinement of two partitions. Then:
- Refinement. If refines then
- Every lower sum is at most every upper sum. For arbitrary partitions and of ,
- Quantitative form. If refines then
Notation. In claim 3 the natural number multiplies a real, and as in clause 2 of Laws of finite sums and finite products it stands there for its canonical natural (The canonical natural of a field); is additive and nondecreasing on (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 on as and , Darboux integrability as their equality, and the notation 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 on is Darboux integrable with integral if and only if for every real there is a real such that for every tagged partition of mesh below needs and nothing else on this page uses it. Here (Partition of as a finite strictly increasing list , 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 bounded with for all and real, and partitions and of with refining .
A refinement carries an index map with , and for ; hence for and . For and one has , and . Every satisfies , and (Partition of as a finite strictly increasing list , its subintervals and their lengths, its mesh, refinement, and the common refinement of two partitions).
For any partitions of the common refinement refines both (Partition of as a finite strictly increasing list , its subintervals and their lengths, its mesh, refinement, and the common refinement of two partitions).
With and : for , , , and for every partition (For bounded on and a partition : the infimum and supremum of on the -th subinterval, and the lower and upper Darboux sums and , Intervals of : the nine order-convex forms, nondegeneracy, and length).
If and is bounded above then (Monotonicity of the supremum under inclusion); dually, if is bounded below then , since is a lower bound of and hence of , and is the greatest lower bound of (Greatest lower bound (infimum), Every nonempty set bounded below has an infimum).
Finite sums: splitting for , additivity, scaling, monotonicity in the terms, and telescoping (Finite sums and finite products, by recursion, Laws of finite sums and finite products).
Induction on (The principle of mathematical induction).
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.
A natural number multiplying a real means its canonical natural ; , , , and implies (The canonical natural of a field, Canonical naturals are positive and strictly increasing, Laws of finite sums and finite products).
Proof
Fix the index map of [L1] and, for , put , , and ; let be the conjunction and . The proof is an induction on using [L6].
Base, . All four sums are empty, hence , and , so reads twice.
Induction hypothesis. Fix and assume .
Put and . For one has , hence , hence by [L4] and [L3]; also and by [L3].
Since and the lengths in the block sum to by [L1], monotonicity and scaling of finite sums ([L5]) give and .
Both and lie in . Nonnegativity is step 3.1. If the block is the single index , and then by [L1], so , , and both quantities are . Otherwise , and by step 3.1 and [L3] each quantity is at most , hence at most .
The upper half of . By the splitting law [L5], and . From step 1.3 and step 3.1, ; and from step 1.3 and step 4.1, .
The lower half of . Likewise and , so step 1.3 with step 3.1 gives , and step 1.3 with step 4.1 gives . So holds.
By [L6] with steps 1.2, 1.3, 5.1 and 5.2, holds for every . Taking and using from [L1]: , , and , so and . With from [L3] this is claim 1, and it is claim 3.
Claim 2. Let and be arbitrary partitions of and let , which refines both by [L2]. Applying step 6.1 to the pair and to the pair gives , 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.
Remarks
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Where the hypothesis is used, and where it is not. Claims 1 and 2 need only that is bounded, so that the Darboux sums exist at all; the particular bound enters only in claim 3, through step 4.1, and the factor there is exactly the largest possible value of (For bounded on and a partition : the infimum and supremum of on the -th subinterval, and the lower and upper Darboux sums and ).
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The mesh in claim 3 is that of the coarse partition. It has to be: the refinement may have very short subintervals, and what the estimate measures is how much a single one of 's subintervals can be improved by being cut up. That is why The Darboux and Riemann definitions agree: a bounded on is Darboux integrable with integral if and only if for every real there is a real such that for every tagged partition of mesh below can fix a partition once and then let range over all partitions of small mesh.
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The count is not a count of new points in disguise. It is the difference of the two index counts, and by the telescoping identity of Partition of as a finite strictly increasing list , its subintervals and their lengths, its mesh, refinement, and the common refinement of two partitions it equals the total amount by which the blocks of exceed length one. That is the form the proof uses, and it needs no notion of the cardinality of .
Depends on
- 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
- 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 $U(f,P) = \sum_i M_i \Delta_i$
- Monotonicity of the supremum under inclusion
- Laws of finite sums and finite products
- Finite sums and finite products, by recursion
- Greatest lower bound (infimum)
- Every nonempty set bounded below has an infimum
- Lower bound, bounded below, bounded set
- The principle of mathematical induction
- The canonical natural $\iota(n) = n \cdot 1_F$ of a field
- Canonical naturals are positive and strictly increasing
- Complete ordered field (least-upper-bound property)
- Ordered field
- Order is preserved by adding a constant and by adding inequalities
- Sign rules for products and monotonicity of multiplication
- The multiplicative identity is positive
- Intervals of $\mathbb{R}$: the nine order-convex forms, nondegeneracy, and length
Used by
- 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 ∫ₐᵇ f Definition
- One refinement worked out for f(x) = x² on [0,1]: adding the point 1/2 to the trivial partition raises the lower sum from 0 to 1/8 and lowers the upper sum from 1 to 5/8 Example
- A function integrable on [a,b] is integrable on every closed subinterval Lemma
- Integrable functions on [a,b] form a set closed under sums and scalar multiples, and ∫ₐᵇ(λ f+μ g) = λ∫ₐᵇ f + μ∫ₐᵇ g Theorem
- Riemann's criterion: a bounded f on [a,b] is Darboux integrable if and only if for every real ε > 0 there is a partition P with U(f,P) - L(f,P) < ε Theorem
- The Darboux and Riemann definitions agree: a bounded f on [a,b] is Darboux integrable with integral I if and only if for every real ε > 0 there is a real δ > 0 such that |S(f,P,ξ) - I| < ε for every tagged partition of mesh below δ Theorem
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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, The Riemann Integral (standard reference, not scraped)
- J. Hunter, Chapter 11: The Riemann Integral (standard reference, not scraped)