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Substitution for a continuous inner map with a Riemann-integrable extension of its interior derivative, without monotonicity or injectivity
Statement
Let , let with , and let be continuous. Suppose is continuous on and differentiable on , and that the interior derivative has a Riemann-integrable extension . Then is Riemann integrable and
The limits on the right are oriented. No injectivity or monotonicity of is required; the identity also covers and .
Facts & Assumptions
Given: The functions and intervals in the statement.
A continuous integrand has an integral function differentiable at every point, with derivative equal to that integrand (The first fundamental theorem: if is integrable on and continuous at , then ; in particular a continuous has as a primitive).
The chain rule gives on the interior (The chain rule, in one line from Carathéodory: if is differentiable at and is differentiable at , then is differentiable at with ).
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 ).
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).
Oriented integrals satisfy and (The integral with oriented limits: and ).
Proof
Fix and define with oriented limits. By [L1], is differentiable on and , including relative endpoint derivatives.
The composite is continuous and hence integrable; its product with the integrable is integrable by [L3].
The composite is continuous on , differentiable on , and [L2] gives there.
Applying [L4] to gives .
The oriented definition in [L5] gives for every , whether , , or . Taking and completes all three endpoint-order cases.
Depends on
- Newton–Leibniz needs only continuity on $[a,b]$, differentiability on $(a,b)$, and a Riemann-integrable extension of the interior derivative
- 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
- The chain rule, in one line from Carathéodory: if $g$ is differentiable at $c$ and $f$ is differentiable at $g(c)$, then $f \circ g$ is differentiable at $c$ with $(f \circ g)'(c) = f'(g(c))\,g'(c)$
- 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 $\bigl\lvert\int_a^b f\bigr\rvert \le \int_a^b\lvert f\rvert$
- The integral with oriented limits: $\int_a^a f := 0$ and $\int_b^a f := -\int_a^b f$
Used by
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Sources
- J. K. Hunter, An Introduction to Real Analysis, Theorem 12.12 (standard reference, not scraped)
- J. Lebl, Basic Analysis I & II, Theorem 5.3.5 (standard reference, not scraped)