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A continuous function on is Riemann integrable, by Heine-Cantor and Riemann's criterion
Statement
Let be reals and let be continuous on (Continuity of at a point of and on : the - condition, its agreement with at a limit point, and continuity at an isolated point). Then is bounded (Lower bound, bounded below, bounded set) and Riemann integrable on (The lower and upper Darboux integrals of a bounded on as and , Darboux integrability as their equality, and the notation ).
The proof gives more than integrability: it gives a partition that works. For every real the uniform partition into parts already satisfies , as soon as is large enough that is below the that uniform continuity supplies for . Uniform continuity is exactly what makes one serve all subintervals at once, and it is the only place where the compactness of is used.
Statement references
Facts & Assumptions
Given: Reals and a function continuous on .
is closed and bounded, hence compact (Intervals of : the nine order-convex forms, nondegeneracy, and length, Open subset of (every point has a neighbourhood inside it), closed subset (complement open), and clopen, Lower bound, bounded below, bounded set, A subset of is compact if and only if it is closed and bounded, Open cover, subcover, compact subset of (every open cover has a finite subcover), and sequentially compact subset).
A continuous real function on a compact subset of is bounded there (A continuous real function on a compact subset of is bounded).
Heine-Cantor: a continuous real function on a compact subset of is uniformly continuous on , that is, for every real there is a real with for all with (Heine-Cantor in : a continuous real function on a compact subset of is uniformly continuous, Uniform continuity of : one serving every pair of points of ).
For a partition of : , , and the uniform partition into parts has every equal to (Partition of as a finite strictly increasing list , its subintervals and their lengths, its mesh, refinement, and the common refinement of two partitions).
Riemann's criterion: a bounded is integrable if and only if for every real there is a partition with (Riemann's criterion: a bounded on is Darboux integrable if and only if for every real there is a partition with ).
For every real there is a natural with , and for (For every in a complete ordered field there is a natural with , Every complete ordered field is Archimedean, The canonical natural of a field, Canonical naturals are positive and strictly increasing).
Finite sums: scaling and monotonicity in the terms (Finite sums and finite products, by recursion, Laws of finite sums and finite products).
Ordered-field arithmetic and the absolute value: adding a constant and multiplying by a positive quantity preserve an inequality; the order is total and transitive; gives (Basic properties of the absolute value, Order is preserved by adding a constant and by adding inequalities, Sign rules for products and monotonicity of multiplication, Ordered field, Complete ordered field (least-upper-bound property), Intervals of : the nine order-convex forms, nondegeneracy, and length). 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.
Proof
is compact by [L1], so [L3] supplies uniform continuity. Apply it with tolerance and fix such that whenever and . By [L7], choose with , and take the uniform partition with nodes . Adjacent nodes have distance less than , so . Telescoping the inequalities and using the absolute-value bounds give for every . Every lies in some , with , and has ; hence and therefore . Thus is bounded and its Darboux sums and integrals are defined. Compactness has been used only to obtain uniform continuity.
Let a real be given and put , a positive real by [L9] since .
By [L3] applied to the compact set with this , fix a real such that for all with .
By [L7] fix a natural with , and put , the uniform partition of into parts. Then every equals by [L4] and [L9].
For each and all one has by [L9], hence by step 2.1. So is an upper bound of the set , and therefore by [L5].
Consequently , using [L5], step 4.1, , [L8], [L4] and [L9].
Since the real of step 1.2 was arbitrary and step 5.1 produced a partition with , criterion [L6] applies and is Riemann integrable on ; it is bounded by step 1.1.
Remarks
-
Continuity is sufficient and very far from necessary. A monotone function may have infinitely many discontinuities and is still integrable (A monotone function on is Riemann integrable: for the uniform partition into parts the upper minus lower sum telescopes to ); Thomae's function is discontinuous at every rational and integrable (A bounded function on whose set of discontinuities is at most countable is Riemann integrable); and the indicator of the Cantor set is discontinuous at uncountably many points and integrable. The exact frontier is Lebesgue's criterion for Riemann integrability: a bounded on is Riemann integrable if and only if its set of discontinuities has measure zero.
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Where compactness enters, and what it buys. Only through [L1] to apply Heine-Cantor in : a continuous real function on a compact subset of is uniformly continuous and get uniform continuity on the whole interval. Step 1.1 derives boundedness from this uniform continuity by a finite uniform mesh, so no separate compactness argument is needed for boundedness. On a non-compact interval both uniform continuity and boundedness can fail: is continuous on and unbounded there, so it has no Darboux sums at all.
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Choice. The proof selects nothing from an infinite family. The current proof of Heine-Cantor in : a continuous real function on a compact subset of is uniformly continuous also uses only a finite subcover, so this integrability argument is choice-free. See Choice ledger for the Riemann integral: the page results are proved in ZF.
Depends on
- 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 $U(f,P) - L(f,P) < \varepsilon$
- Heine-Cantor in $\mathbb{R}$: a continuous real function on a compact subset of $\mathbb{R}$ is uniformly continuous
- Uniform continuity of $f : A \to \mathbb{R}$: one $\delta$ serving every pair of points of $A$
- A subset of $\mathbb{R}$ is compact if and only if it is closed and bounded
- Open cover, subcover, compact subset of $\mathbb{R}$ (every open cover has a finite subcover), and sequentially compact subset
- Open subset of $\mathbb{R}$ (every point has a neighbourhood inside it), closed subset (complement open), and clopen
- Continuity of $f : A \to \mathbb{R}$ at a point of $A$ and on $A$: the $\varepsilon$-$\delta$ condition, its agreement with $\lim_{x \to c} f(x) = f(c)$ at a limit point, and continuity at an isolated point
- A continuous real function on a compact subset of $\mathbb{R}$ is bounded
- 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 $U(f,P) = \sum_i M_i \Delta_i$
- 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 $\int_a^b f$
- Laws of finite sums and finite products
- Finite sums and finite products, by recursion
- For every $\varepsilon > 0$ in a complete ordered field there is a natural $n \ge 1$ with $1/n < \varepsilon$
- Every complete ordered field is Archimedean
- The canonical natural $\iota(n) = n \cdot 1_F$ of a field
- Canonical naturals are positive and strictly increasing
- Intervals of $\mathbb{R}$: the nine order-convex forms, nondegeneracy, and length
- Lower bound, bounded below, bounded set
- Basic properties of the absolute value
- 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
Used by
- A continuous real function on [0,1] whose every moment ∫₀¹ xⁿf vanishes is identically zero Corollary
- Complete noncompact manifolds with nonnegative ricci curvature have at most euclidean volume growth Corollary
- 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
- A boundary mode has a different concentration rate Counterexample
- A boundary null has a nonstandard likelihood-ratio limit Counterexample
- A large adverse zero-order term destroys Dirichlet coercivity Counterexample
- A singular interior mode need not have Gaussian scaling Counterexample
- An oscillatory L1-bounded sequence with unbounded spatial TV Counterexample
- Cantor function has singular distributional derivative Counterexample
- Continuous f and integrable sign-changing g with ∫ₐᵇ fg ≠ f(ξ)∫ₐᵇ g for every ξ Counterexample
- Continuous fₙ → 0 pointwise on [0,1] with ∫₀¹ fₙ = 1 for every n Counterexample
- Finite speed of propagation does not imply strong Huygens Counterexample
- Henstock–Kurzweil integrability does not imply integrability of the absolute value Counterexample
- Iid strong law fails at infinite absolute mean Counterexample
- Infinite variance can defeat square-root-n CLT scaling Counterexample
- Omitting the second-stage correction destroys cubic local accuracy Counterexample
- The sine integral is improperly Riemann integrable and not Lebesgue integrable Counterexample
- Two equal modes contribute two Gaussian terms Counterexample
- Uniform moving support invalidates the naive score bound Counterexample
- Wave energy need not be conserved through an open boundary Counterexample
- Arcsine-weighted inner product on the Chebyshev interval Definition
- Distributed delays through a finite-window history integral Definition
- Finite-interval oscillatory integral and phase convention Definition
- Index form of a geodesic segment Definition
- Legendre polynomials by Rodrigues' formula and their unweighted pairing Definition
- Nyström quadrature operators and their reconstructed equations Definition
- Peano kernel of a finite quadrature functional Definition
- Riemann area between two continuous graphs and the disc as a vertically simple region Definition
- Scalar line integrals with respect to arc length and vector-field line integrals Definition
- Shifted character observables p_ρ^# and profile moments p̃ₖ Definition
- Spherical means and the weighted ball integral of space-dependent data Definition
- Standard Cauchy probability law Definition
- The integral logarithm L(x):=∫₁ˣdt/t for x>0 Definition
- ∫_-∞^∞(1+x²)⁻¹ dx converges absolutely Example
- ∫₀¹ x² = 1/3, computed from the Darboux definition with uniform partitions and the closed form ∑_k<n k² = n(n-1)(2n-1)/6 Example
- ∫₀¹ xᵐ = 1/ι(m+1), computed by the fundamental theorem and checked against the definition Example
- A broken P1 test exposes a nonzero consistency residual Example
- A continuous likelihood-ratio test Example
- A convergent sequence in ℝ³ and the integral ∫₀¹ (1, t, t²), computed componentwise Example
- A deterministic integral construction of a Gaussian process Example
…and 160 more results.
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Sources
- Riemann integral (Wikipedia) (standard reference, not scraped)
- Heine-Cantor theorem (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)