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For : is integrable on if and only if it is integrable on and on , and then ; with the oriented form for arbitrary
Statement
Let be reals and let be bounded (Lower bound, bounded below, bounded set). Then:
- is integrable on (The lower and upper Darboux integrals of a bounded on as and , Darboux integrability as their equality, and the notation ) if and only if its restrictions to and to are integrable;
- and in that case
- Oriented form. Let be reals, let be integrable, and let be arbitrary. Then, with the convention of The integral with oriented limits: and ,
Claim 3 is where The integral with oriented limits: and earns its place: it holds for every arrangement of the three points, including the degenerate ones, and it is the form used everywhere below.
Facts & Assumptions
Given: Reals and a bounded ; and, for claim 3, reals , an integrable and points . Let a real be given.
Riemann's criterion on any closed bounded interval with distinct endpoints (Riemann's criterion: a bounded on is Darboux integrable if and only if for every real there is a partition with ).
A function integrable on is integrable on every with (A function integrable on is integrable on every closed subinterval).
For a partition and bounded : , , and , the integral being the common value of the two when they agree (For bounded on and a partition : the infimum and supremum of on the -th subinterval, and the lower and upper Darboux sums and , The lower and upper Darboux integrals of a bounded on as and , Darboux integrability as their equality, and the notation ).
A partition of is a pair with , , for and for ; its subintervals are for (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 split at an intermediate index, with (Finite sums and finite products, by recursion, Laws of finite sums and finite products, clause 3).
With oriented limits, and (The integral with oriented limits: and ).
Ordered-field arithmetic: adding a constant preserves an inequality, the order is total and transitive, and a real of absolute value below every positive real is (Ordered field, Complete ordered field (least-upper-bound property)).
Proof
Claim 1, forward. If is integrable on then, since and , [L2] gives integrability on and on .
The splice. Let be a partition of and one of . Define by for , for , and for . The two prescriptions agree at , where ; and , , with for every . So is a partition of .
Claim 1, converse. Suppose is integrable on and on , and use [L1] on each to fix with and with .
The first subintervals of are those of and the last are those of , with the matching lengths, so by [L3] and the splitting law [L5], and .
For the splice of those two, step 2.1 gives ; as was arbitrary and is bounded, [L1] makes integrable on .
Claim 2. With , and as above, [L3] puts between and , that is between and by step 2.1; and [L3] applied on and on puts between the same two numbers.
Those two numbers differ by less than by step 1.3, so ; as was arbitrary the difference is , which is claim 2.
Claim 3, first the sorted case. Let in . Then . Indeed if this is claim 2 applied on , where is integrable by [L2]; if the middle term is by [L6] and the identity is trivial; and if the last term is by [L6] and the identity is again trivial.
Put for , which is defined by [L2] and [L6]. Then for all : for this is step 6.1 rearranged; for both sides are by [L6]; and for the case already proved gives , and [L6] negates both sides.
Claim 3. For arbitrary , step 7.1 gives .
Remarks
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The oriented form is not proved by listing six orderings. Step 7.1 shows that the oriented integral between two points is a difference of values of one function of one variable, after which claim 3 is the cancellation , valid however the three points are arranged and however many of them coincide. The case analysis is confined to the two lines of step 7.1, and no appeal to symmetry is made anywhere.
-
The function of step 7.1 is the integral function, and it is given its own item, The integral function of an integrable , because the rest of the page is about it. Nothing there re-proves step 7.1; it cites this theorem.
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Boundedness on the whole of is a hypothesis of claim 1 in both directions. Boundedness on and on separately does give boundedness on the union, so the converse could be stated with the hypothesis split; it is stated globally because For bounded on and a partition : the infimum and supremum of on the -th subinterval, and the lower and upper Darboux sums and needs it globally to make meaningful for a partition of .
Depends on
- A function integrable on $[a,b]$ is integrable on every closed subinterval
- 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 $\int_a^b f$
- 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 $U(f,P) = \sum_i M_i \Delta_i$
- 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 $U(f,P) - L(f,P) < \varepsilon$
- 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
- Ordered field
- Complete ordered field (least-upper-bound property)
Used by
- Every continuous function on an interval has a primitive; two primitives differ by a constant; and ∫ₐᵇ f = G(b)-G(a) for any primitive G Corollary
- If f : [a,b] → ℝᵐ is differentiable with integrable f' then ∫ₐᵇ f' = f(b)-f(a); and a bounded derivative makes f Lipschitz Corollary
- Integral test as an equivalence with an improper integral Corollary
- A bounded truncation function need not have an improper limit Counterexample
- Continuous fₙ → 0 pointwise on [0,1] with ∫₀¹ fₙ = 1 for every n Counterexample
- Shrinking rectangles converge pointwise to zero while every integral equals one Counterexample
- The sign function is Riemann integrable on [-1,1] and has no primitive there Counterexample
- 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 positive continuous integrand can have finite integral while unbounded on every tail Example
- A step function integrated by additivity over subintervals, and the same value from the definition Example
- A step function whose improper integral is the alternating harmonic series Example
- FALSE: for every integrable f on [a,b], the integral function F(x)=∫ₐˣ f satisfies F' = f on [a,b] False statement
- FALSE: in the substitution theorem the continuity of f may be weakened to integrability, f∘φ still being integrable False statement
- Improper convergence is independent of finite truncations and split points Lemma
- Conventions of this page, and which sharpenings of the integral are taken up later in the reading order Remark
- A continuous f ≥ 0 on [a,b] with ∫ₐᵇ f = 0 is identically 0 Theorem
- Bonnet's second mean value theorem: for f monotone and g integrable on [a,b] there is ξ∈[a,b] with ∫ₐᵇ fg = f(a)∫ₐ^ξ g + f(b)∫_ξᵇ g Theorem
- Cauchy criterion for improper integrals Theorem
- Dirichlet's test for improper integrals 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
- Principal arctangent: derivative, integral, power series, and the Gregory–Leibniz series 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
- Uniform oscillatory tail mass forces failure of absolute convergence Theorem
Dependency tree · next 3 levels
Direct dependencies and their dependencies through the next three levels: 65 results over 18 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
- Riemann 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)
- Encyclopedia of Mathematics, Integral calculus (standard reference, not scraped)