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A continuous function on [a,b][a,b] is Riemann integrable, by Heine-Cantor and Riemann's criterion

Statement

Let a<ba < b be reals and let f:[a,b]Rf : [a,b] \to \mathbb{R} be continuous on [a,b][a,b] (Continuity of f:ARf : A \to \mathbb{R} at a point of AA and on AA: the ε\varepsilon-δ\delta condition, its agreement with limxcf(x)=f(c)\lim_{x \to c} f(x) = f(c) at a limit point, and continuity at an isolated point). Then ff is bounded (Lower bound, bounded below, bounded set) and Riemann integrable on [a,b][a,b] (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).

The proof gives more than integrability: it gives a partition that works. For every real ε>0\varepsilon > 0 the uniform partition into NN parts already satisfies U(f,P)L(f,P)<εU(f,P) - L(f,P) < \varepsilon, as soon as NN is large enough that (ba)/ι(N)(b-a)/\iota(N) is below the δ\delta that uniform continuity supplies for ε/(2(ba))\varepsilon/\bigl(2(b-a)\bigr). Uniform continuity is exactly what makes one δ\delta serve all NN subintervals at once, and it is the only place where the compactness of [a,b][a,b] is used.

Facts & Assumptions

Given: Reals a<ba < b and a function f:[a,b]Rf : [a,b] \to \mathbb{R} continuous on [a,b][a,b].

[L2]

A continuous real function on a compact subset of R\mathbb{R} is bounded there (A continuous real function on a compact subset of R\mathbb{R} is bounded).

[L3]

Heine-Cantor: a continuous real function on a compact subset KK of R\mathbb{R} is uniformly continuous on KK, that is, for every real η>0\eta > 0 there is a real δ>0\delta > 0 with f(x)f(y)<η|f(x) - f(y)| < \eta for all x,yKx, y \in K with xy<δ|x - y| < \delta (Heine-Cantor in R\mathbb{R}: a continuous real function on a compact subset of R\mathbb{R} is uniformly continuous, proved R\mathbb{R}-natively from sequential compactness, Uniform continuity of f:ARf : A \to \mathbb{R}: one δ\delta serving every pair of points of AA).

[L4]

For a partition P=(n,t)P = (n,t) of [a,b][a,b]: Δi=ti+1ti>0\Delta_i = t_{i+1} - t_i > 0, i<nΔi=ba\sum_{i<n}\Delta_i = b-a, and the uniform partition UNU_N into N1N \ge 1 parts has every Δi\Delta_i equal to (ba)/ι(N)(b-a)/\iota(N) (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).

[L5]

U(f,P)L(f,P)=i<n(Mimi)ΔiU(f,P) - L(f,P) = \sum_{i<n}(M_i - m_i)\Delta_i and Mimi=sup{f(x)f(y):x,yIi}M_i - m_i = \sup\{|f(x)-f(y)| : x, y \in I_i\} for bounded ff (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, Laws of finite sums and finite products).

[L6]

Riemann's criterion: a bounded ff is integrable if and only if for every real ε>0\varepsilon > 0 there is a partition PP with U(f,P)L(f,P)<εU(f,P) - L(f,P) < \varepsilon (Riemann's criterion: a bounded ff on [a,b][a,b] is Darboux integrable if and only if for every real ε>0\varepsilon > 0 there is a partition PP with U(f,P)L(f,P)<εU(f,P) - L(f,P) < \varepsilon).

[L8]

Finite sums: scaling and monotonicity in the terms (Finite sums and finite products, by recursion, Laws of finite sums and finite products).

[L9]

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; x,y[c,d]x, y \in [c,d] gives xydc|x - y| \le d - c (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 R\mathbb{R}: 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

technique · direct
1.1

[a,b][a,b] is compact by [L1], so ff is bounded on [a,b][a,b] by [L2] and its Darboux sums and integrals are defined.

givenL1L2
1.2

Let a real ε>0\varepsilon > 0 be given and put η:=ε(2(ba))1\eta := \varepsilon \cdot \bigl(2(b-a)\bigr)^{-1}, a positive real by [L9] since ba>0b - a > 0.

givenL9
2.1

By [L3] applied to the compact set [a,b][a,b] with this η\eta, fix a real δ>0\delta > 0 such that f(x)f(y)<η|f(x) - f(y)| < \eta for all x,y[a,b]x, y \in [a,b] with xy<δ|x - y| < \delta.

step 1.1step 1.2L1L3choose
3.1

By [L7] fix a natural N1N \ge 1 with 1/ι(N)<δ(ba)11/\iota(N) < \delta \cdot (b-a)^{-1}, and put P:=UN=(N,t)P := U_N = (N,t), the uniform partition of [a,b][a,b] into NN parts. Then every Δi\Delta_i equals (ba)/ι(N)<δ(b-a)/\iota(N) < \delta by [L4] and [L9].

step 2.1L4L7L9choose
4.1

For each i<Ni < N and all x,yIi=[ti,ti+1]x, y \in I_i = [t_i, t_{i+1}] one has xyΔi<δ|x-y| \le \Delta_i < \delta by [L9], hence f(x)f(y)<η|f(x) - f(y)| < \eta by step 2.1. So η\eta is an upper bound of the set {f(x)f(y):x,yIi}\{|f(x)-f(y)| : x,y \in I_i\}, and therefore MimiηM_i - m_i \le \eta by [L5].

step 2.1step 3.1L5L9
5.1

Consequently U(f,P)L(f,P)=i<N(Mimi)Δii<NηΔi=η(ba)=ε21<εU(f,P) - L(f,P) = \sum_{i<N}(M_i - m_i)\Delta_i \le \sum_{i<N}\eta\,\Delta_i = \eta\,(b-a) = \varepsilon \cdot 2^{-1} < \varepsilon, using [L5], step 4.1, Δi>0\Delta_i > 0, [L8], [L4] and [L9].

step 4.1L4L5L8L9
6.1

Since the real ε>0\varepsilon > 0 of step 1.2 was arbitrary and step 5.1 produced a partition with U(f,P)L(f,P)<εU(f,P) - L(f,P) < \varepsilon, criterion [L6] applies and ff is Riemann integrable on [a,b][a,b]; it is bounded by step 1.1.

step 1.1step 1.2step 5.1L6

Remarks

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