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Integration by parts for continuous factors with Riemann-integrable extensions of their interior derivatives
Statement
Let . Let be continuous on and differentiable on . Suppose are Riemann integrable and agree on with and , respectively. Then and are Riemann integrable and
Equivalently,
No endpoint derivative of either factor is assumed.
Facts & Assumptions
Given: The functions in the statement.
The product rule gives wherever both derivatives exist (Sums, scalar multiples, products and quotients: , , , and when ).
Continuous functions on a compact interval are Riemann integrable, and products of Riemann-integrable functions are Riemann integrable (A continuous function on is Riemann integrable, by Heine-Cantor and Riemann's criterion, If are integrable on then so are , , , and , and ).
The integral is linear on Riemann-integrable functions (Integrable functions on form a set closed under sums and scalar multiples, and ).
A continuous function with an interior derivative admitting an integrable extension satisfies Newton--Leibniz (Newton–Leibniz needs only continuity on , differentiability on , and a Riemann-integrable extension of the interior derivative).
Proof
The functions and are integrable, so [L2] makes and integrable; their sum is integrable as well.
The product is continuous on , differentiable on , and [L1] gives throughout the interior.
Apply [L4] to and its integrable derivative extension to obtain .
Expanding the left side by [L3] gives the first displayed identity, and subtraction gives the equivalent form.
Depends on
- Newton–Leibniz needs only continuity on $[a,b]$, differentiability on $(a,b)$, and a Riemann-integrable extension of the interior derivative
- Sums, scalar multiples, products and quotients: $(f+g)'(c) = f'(c) + g'(c)$, $(\alpha f)'(c) = \alpha f'(c)$, $(fg)'(c) = f'(c)g(c) + f(c)g'(c)$, and $(f/g)'(c) = \bigl(f'(c)g(c) - f(c)g'(c)\bigr)/g(c)^{2}$ when $g(c) \ne 0$
- A continuous function on $[a,b]$ is Riemann integrable, by Heine-Cantor and Riemann's criterion
- If $f,g$ are integrable on $[a,b]$ then so are $\lvert f\rvert$, $f^{2}$, $fg$, $\max(f,g)$ and $\min(f,g)$, and $\bigl\lvert\int_a^b f\bigr\rvert \le \int_a^b\lvert f\rvert$
- Integrable functions on $[a,b]$ form a set closed under sums and scalar multiples, and $\int_a^b(\lambda f+\mu g) = \lambda\int_a^b f + \mu\int_a^b g$
Used by
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Sources
- J. K. Hunter, An Introduction to Real Analysis, Theorem 12.10 (standard reference, not scraped)