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Changing an integrable function at finitely many points changes neither its integrability nor its integral
Statement
Let be reals, let be integrable (The lower and upper Darboux integrals of a bounded on as and , Darboux integrability as their equality, and the notation ), let be finite (Finite, countably infinite, countable, uncountable, Equinumerous sets, and ), and let satisfy
Then is integrable on and
In particular the values of an integrand at the endpoints of the interval, and at any finite set of points, are irrelevant to both questions.
Facts & Assumptions
Given: Reals , an integrable , a finite , and agreeing with off . Finite means: there are and a bijection from onto (Finite, countably infinite, countable, uncountable, Equinumerous sets, and ).
Riemann's criterion (Riemann's criterion: a bounded on is Darboux integrable if and only if for every real there is a partition with ), and: an integrable function is bounded, since Darboux sums are defined only for bounded functions (For bounded on and a partition : the infimum and supremum of on the -th subinterval, and the lower and upper Darboux sums and , Lower bound, bounded below, bounded set).
For a partition and a bounded function on the interval: , with , and (For bounded on and a partition : the infimum and supremum of on the -th subinterval, and the lower and upper Darboux sums and , The lower and upper Darboux integrals of a bounded on as and , Darboux integrability as their equality, and the notation ).
The uniform partition of into parts has and every equal to , and its subintervals cover ; the index list is strictly increasing on indices , hence injective there (Partition of as a finite strictly increasing list , its subintervals and their lengths, its mesh, refinement, and the common refinement of two partitions, The canonical natural of a field, Intervals of : the nine order-convex forms, nondegeneracy, and length).
Finite sums: monotonicity in the terms, scaling, additivity, and splitting; consequently, if for every except , then , by splitting at and at and (Finite sums and finite products, by recursion, Laws of finite sums and finite products, clauses 1 to 4).
Sums and scalar multiples of integrable functions are integrable, with the corresponding identity for the integrals (Integrable functions on form a set closed under sums and scalar multiples, and ); and the constant function is integrable with integral (If on then for every partition ; in particular every constant function is integrable, 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, Canonical naturals are positive and strictly increasing).
Induction on (The principle of mathematical induction).
Ordered-field arithmetic: multiplying an inequality by a nonnegative quantity and adding constants preserve it, the order is total and transitive, and a real of absolute value below every positive real is (Ordered field, Complete ordered field (least-upper-bound property)).
Proof
The one-point case is proved first, for a function called so that no symbol is reused. Let and let satisfy for every ; put , so for every and is bounded.
Fix and write with subintervals and lengths . Define if and otherwise, for .
Setting up the induction. Put , so that for every , and for define by if and otherwise. Each vanishes off the single point .
At most two indices have , and they are consecutive: if with then and , so and by injectivity of . Also some index has , since the subintervals cover ; let be the least such.
For every and every , when for some , and otherwise: in the first case all terms with vanish, because is injective, and [L4] evaluates the sum; in the second every term is .
For every : if then vanishes on , so , where and are the extreme values of on ; and always .
Define for and otherwise, and for with , and otherwise. Then for every by step 2.1, and by [L4] and [L3].
Let , for , be the statement that the function is integrable on with .
By step 3.1 and monotonicity of finite sums, , and likewise and .
Base. is the constant function , integrable with integral by [L5], so holds.
Induction hypothesis. Fix and assume .
Given a real , [L6] supplies with , so satisfies Riemann's criterion and is integrable by [L1].
Moreover for every by step 4.1 and [L2], and the right-hand side is below every positive real by [L6]; hence . Steps 1.1 to 5.2 therefore prove: every function on vanishing off a single point is integrable with integral .
pointwise by [L4], and is integrable with integral by steps 5.1 and 5.2 applied to and ; so is integrable with by [L5], which is .
By [L7] with steps 4.2 and 6.1, holds for every ; at , and by step 2.2, , so is integrable with .
Hence is integrable with by [L5].
Remarks
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The subtle point is that a partition point lies in two subintervals. The subintervals of a partition are closed and overlap at their shared endpoints (Partition of as a finite strictly increasing list , its subintervals and their lengths, its mesh, refinement, and the common refinement of two partitions), so the exceptional point may belong to two of them; step 2.1 proves that it belongs to at most two and that they are consecutive, and step 3.2 is what pays for that possibility, with the factor that survives into step 4.1.
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Nothing here is an index-subset sum. The indicator sequence of step 1.2 is a genuine sequence on , and every estimate is applied term by term and then summed by the monotonicity clause of Laws of finite sums and finite products, whose clauses are stated for ; no sum over a subset of the index range is used.
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The contrast with the derivative is the point of the lemma. Changing a function at one point can destroy differentiability at that point, and changes nothing at any other point, since a limit at may be taken over a neighbourhood excluding ; it changes no integral at all. This is also why the integral function of an integrable cannot detect a change of at a point, which is what FALSE: for every integrable on , the integral function satisfies on ↗ on the companion page turns into a refutation.
Depends on
Integrable functions on form a set closed under sums and scalar multiples, and
Riemann's criterion: a bounded on is Darboux integrable if and only if for every real there is a partition with
If on then for every partition ; in particular every constant function is integrable, with
For bounded on and a partition : the infimum and supremum of on the -th subinterval, and the lower and upper Darboux sums and
Partition of as a finite strictly increasing list , its subintervals and their lengths, its mesh, refinement, and the common refinement of two partitions
The lower and upper Darboux integrals of a bounded on as and , Darboux integrability as their equality, and the notation
Laws of finite sums and finite products
Finite sums and finite products, by recursion
The principle of mathematical induction
Finite, countably infinite, countable, uncountable
Equinumerous sets, and
Every complete ordered field is Archimedean
For every in a complete ordered field there is a natural with
The canonical natural of a field
Canonical naturals are positive and strictly increasing
Lower bound, bounded below, bounded set
Intervals of : the nine order-convex forms, nondegeneracy, and length
Ordered field
Complete ordered field (least-upper-bound property)