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The oriented Riemann integral is linear in continuous integrands

Statement

Let f,g be continuous on [a,b], a<b, and let α,β∈R. Then αf+βg is continuous and ∫ab(αf(t)+βg(t)) dt=α∫abf(t) dt+β∫abg(t) dt. The same identity holds for the oriented integral when b<a, and for the zero-length interval both sides are zero.

Facts & Assumptions

Given: Continuous real functions on finite intervals and the Darboux construction in Continuous functions have an oriented Riemann integral.

[L1]

Continuous functions have an oriented Riemann integral: the integral is the common supremum of lower sums and infimum of upper sums; a common refinement increases lower sums and decreases upper sums.

Proof

1.1givenL1chooseconstructalgebra

On each partition interval, the maximum of f+g is at most the sum of the separate maxima, while its minimum is at least the sum of the separate minima. Thus U(f+g,P)≤U(f,P)+U(g,P) and L(f+g,P)≥L(f,P)+L(g,P). Given ε>0, choose partitions whose upper sums for f,g are within ε/2 above their infima, and refine both to a common partition P. By [L1], refinement cannot increase those upper sums, so ∫ab(f+g)≤U(f+g,P)<∫abf+∫abg+ε. Similarly choose lower sums within ε/2 below their suprema and refine to a common partition; [L1] gives ∫ab(f+g)≥L(f+g,P)>∫abf+∫abg−ε. Since this holds for every ε>0, the integral is additive in the integrand.

2.1givenL1step 1.1algebra∎

If α>0, maxima and minima of αf on every partition piece are α times those of f, so both Darboux sums scale by α and their infimum/supremum do as well. If α=0, every sum is zero. If α<0, multiplication reverses order, giving U(αf,P)=αL(f,P) and L(αf,P)=αU(f,P); taking the infimum and supremum, which reverse under multiplication by negative α, again gives ∫abαf=α∫abf. Combine this homogeneity with step 1.1 to obtain the displayed formula. For reversed endpoints use ∫ba=−∫ab; for a=b use the zero-length definition.

Depends on

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Sources