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The integral function of a bounded integrable ff is Lipschitz, hence uniformly continuous

Statement

Let a<ba < b be reals, let f:[a,b]Rf : [a,b] \to \mathbb{R} be integrable (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), let K0K \ge 0 be a real with f(t)K|f(t)| \le K for every t[a,b]t \in [a,b] (Lower bound, bounded below, bounded set), and let FF be the integral function of ff (The integral function F(x):=axfF(x) := \int_a^x f of an integrable ff). Then

F(y)F(x)    Kyxfor all x,y[a,b],\bigl|F(y) - F(x)\bigr| \;\le\; K\,|y - x| \qquad \text{for all } x,y \in [a,b] ,

that is, FF is Lipschitz with constant KK on [a,b][a,b] (Lipschitz map, α\alpha-Hölder map for rational 0<α10 < \alpha \le 1, and contraction, Dictionary: for ARA \subseteq \mathbb{R} with the metric d(x,y)=xyd(x,y) = |x-y|, continuity and uniform continuity of f:ARf : A \to \mathbb{R} agree with the metric-space notions, the Lipschitz and Hölder conditions are the metric ones instantiated, and a subset of R\mathbb{R} is compact in the open-cover sense of R\mathbb{R} exactly when it is a compact metric subspace). Consequently FF is uniformly continuous on [a,b][a,b] (Uniform continuity of f:ARf : A \to \mathbb{R}: one δ\delta serving every pair of points of AA) and hence continuous there (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).

No continuity of ff is assumed. This is the strongest regularity of FF available before the fundamental theorem, and it is what makes the hypotheses of that theorem visible as hypotheses: continuity of ff at a point buys differentiability of FF there, and integrability alone already buys this much everywhere.

Facts & Assumptions

Given: Reals a<ba < b, an integrable f:[a,b]Rf : [a,b] \to \mathbb{R}, a real K0K \ge 0 with fK|f| \le K on [a,b][a,b], and the integral function F(x)=axfF(x) = \int_a^x f; points x,y[a,b]x,y \in [a,b].

[L1]

F(y)F(x)=xyfF(y) - F(x) = \int_x^y f for all x,y[a,b]x,y \in [a,b], in either order (The integral function F(x):=axfF(x) := \int_a^x f of an integrable ff).

[L2]

f|f| is integrable on every [p,q][a,b][p,q] \subseteq [a,b] with p<qp<q, and pqfpqf\bigl|\int_p^q f\bigr| \le \int_p^q |f| there (If f,gf,g are integrable on [a,b][a,b] then so are f\lvert f\rvert, f2f^{2}, fgfg, max(f,g)\max(f,g) and min(f,g)\min(f,g), and abfabf\bigl\lvert\int_a^b f\bigr\rvert \le \int_a^b\lvert f\rvert, claims 1 and 3).

[L4]

With oriented limits, yxf=xyf\int_y^x f = -\int_x^y f and xxf=0\int_x^x f = 0 (The integral with oriented limits: aaf:=0\int_a^a f := 0 and baf:=abf\int_b^a f := -\int_a^b f).

[L5]

Absolute value: t=t|{-t}| = |t|, t0|t| \ge 0, and tc|t| \le c follows from ctc-c \le t \le c (Basic properties of the absolute value, Absolute value in an ordered field).

[L7]

Ordered-field arithmetic: the order is total and transitive, and multiplying an inequality by a nonnegative real preserves it (Ordered field, Complete ordered field (least-upper-bound property)).

Proof

technique · direct
1.1

The case x<yx < y. By [L1], F(y)F(x)=xyfF(y)-F(x) = \int_x^y f, and [x,y][a,b][x,y] \subseteq [a,b] with x<yx < y.

givenL1
1.2

The case x=yx = y. Then F(y)F(x)=0F(y)-F(x) = 0 and Kyx=0K|y-x| = 0, so the inequality holds with equality.

L1L4L5
2.1

On [x,y][x,y] one has f(t)K|f(t)| \le K for every tt, so by [L2] and [L3], xyfxyfxyK=K(yx)\bigl|\int_x^y f\bigr| \le \int_x^y |f| \le \int_x^y K = K\,(y-x).

step 1.1givenL2L3
3.1

Hence F(y)F(x)K(yx)=Kyx|F(y)-F(x)| \le K(y-x) = K|y-x| when x<yx < y.

step 1.1step 2.1L5
4.1

The case y<xy < x. Applying step 3.1 to the pair (y,x)(y,x) gives F(x)F(y)Kxy|F(x)-F(y)| \le K|x-y|, and F(y)F(x)=F(x)F(y)|F(y)-F(x)| = |F(x)-F(y)| with yx=xy|y-x| = |x-y| by [L5]; so the inequality holds here too.

step 3.1L5
5.1

The three cases x<yx<y, x=yx=y, y<xy<x are exhaustive by [L7], so F(y)F(x)Kyx|F(y)-F(x)| \le K|y-x| for all x,y[a,b]x,y \in [a,b].

step 1.2step 3.1step 4.1L7
6.1

By [L6], FF is therefore Lipschitz with constant KK on [a,b][a,b], hence uniformly continuous on [a,b][a,b], hence continuous there.

step 5.1L6

Remarks

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