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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.
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, proved -natively from sequential compactness, 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 is bounded on by [L2] and its Darboux sums and integrals are defined.
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
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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], and then twice: A continuous real function on a compact subset of is bounded to know that the Darboux sums exist at all, and Heine-Cantor in : a continuous real function on a compact subset of is uniformly continuous, proved -natively from sequential compactness to get one for the whole interval. On a non-compact interval both can fail: is continuous on and unbounded there, so it has no Darboux sums at all.
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The choice cost is inherited, not incurred. Nothing in the proof above selects anything from an infinite family; the single use of countable choice behind this theorem sits inside Heine-Cantor in : a continuous real function on a compact subset of is uniformly continuous, proved -natively from sequential compactness, which names it in its own statement. See What this page costs in choice: Riemann's criterion, the Darboux-Riemann equivalence and integrability of a monotone function are theorems of ZF; integrability of a continuous function inherits the single use of countable choice inside Heine-Cantor; and only the forward half of the Lebesgue criterion spends countable choice, once, at the countable union of null sets.
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, proved $\mathbb{R}$-natively from sequential compactness
- 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
- 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
- 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
- ∫_-∞^∞(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 convergent sequence in ℝ³ and the integral ∫₀¹ (1, t, t²), computed componentwise Example
- H(x) = 2√x on [0,1]: H is continuous, H' is unbounded on (0,1], and H' is therefore not Riemann integrable Example
- The integral test applied to ∑ 1/ι(k+1)ᵖ for rational p>0, cross-checked against the published p-series theorem Example
- FALSE: if u and v are differentiable on [a,b] then ∫ₐᵇ uv' = u(b)v(b)-u(a)v(a)-∫ₐᵇ u'v False statement
- FALSE: in the substitution theorem the continuity of f may be weakened to integrability, f∘φ still being integrable False statement
- What this page costs in choice: Riemann's criterion, the Darboux-Riemann equivalence and integrability of a monotone function are theorems of ZF; integrability of a continuous function inherits the single use of countable choice inside Heine-Cantor; and only the forward half of the Lebesgue criterion spends countable choice, once, at the countable union of null sets Remark
- A continuous f ≥ 0 on [a,b] with ∫ₐᵇ f = 0 is identically 0 Theorem
- A continuously differentiable integrator reduces Stieltjes integration to ordinary integration 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
- If f is continuous on [a,b] and g is integrable with g ≥ 0, there is ξ ∈ [a,b] with ∫ₐᵇ fg = f(ξ)∫ₐᵇ g Theorem
- If u,v are differentiable on [a,b] with u',v' integrable, then ∫ₐᵇ u v' = u(b)v(b)-u(a)v(a) - ∫ₐᵇ u'v Theorem
- Picard iteration from 1 produces the exponential partial sums Theorem
- Principal arctangent: derivative, integral, power series, and the Gregory–Leibniz series Theorem
- Substitution: if φ is differentiable on [c,d] with φ' integrable and f is continuous on an interval containing φ([c,d]), then ∫_φ(c)^φ(d) f = ∫_cᵈ (f∘φ) φ' Theorem
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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)