How statement and proof provenance work
The first chip identifies the source of the statement or construction; the second identifies the source of its local proof or verification.
- Literature-sourced: the exact statement appears in a cited source; only wording and notation differ.
- AI-adapted: a semantically identical restatement of literature-sourced material, modulo indexing, notation, and boundary cases adopted by the library.
- AI-generated: a genuinely novel statement formulated by AI, with no source for the claim itself.
These labels describe origin, not correctness: citations and verification chips remain separate evidence.
Properties of the Integral and the Working FTC
1 · Prerequisites
- Absolute and Conditional Convergence; Rearrangement; Products
- Compactness in Metric Spaces
- Completeness, Completion, and Uniform Continuity
- Construction of the Natural Numbers
- Construction of the Real Numbers via Cauchy Sequences
- Construction of the Real Numbers via Dedekind Cuts
- Continuity, IVT, EVT, and Uniform Continuity
- Countability and Uncountability
- Foundations of the Real Numbers for Analysis
- Limits of Real Functions
- limsup, liminf, and Subsequential Limits
- Metric Spaces
- Monotone Functions, Discontinuities, and Continuity Sets
- Monotone Sequences, Bolzano-Weierstrass, and Cauchy Completeness
- Order, Zorn's Lemma, and the Axiom of Choice
- Relations, Functions, and Quotients
- Roots, Rational Powers, and Classical Inequalities
- Sequences and Limits
- Series: Convergence and the Nonnegative Tests
- Suprema and Infima
- The Derivative and the Mean Value Theorems
- The Riemann Integral: Definition and Integrability
- The ZFC Axioms and the Basic Set Constructions
- Topology of ℝ
2 · Summary
Objective. The previous page defined the integral and settled which functions have one. This page makes it usable: the algebra of the integral, its behaviour under splitting the interval, and the two fundamental theorems in the form that computes. It ends with three theorems that are applications of the machinery rather than parts of it: Bonnet's second mean value theorem, the vanishing of a nonnegative continuous integrand with zero integral, and the integral test for series.
A convention has to be minted first, and it is not decoration. The lower and upper Darboux integrals of a bounded on as and , Darboux integrability as their equality, and the notation is stated under the standing hypothesis of Partition of as a finite strictly increasing list , its subintervals and their lengths, its mesh, refinement, and the common refinement of two partitions, so is an undefined symbol whenever . The integral with oriented limits: and extends the notation by and ; nothing new is integrated, and the three clauses sit on the three cases of trichotomy so no consistency check arises. Without it the additivity identity, the integral function and the substitution theorem could not be stated in the generality they are proved in. Conventions of this page, and which sharpenings of the integral are taken up later in the reading order records the convention, the one inequality on this page that is not orientation-invariant, and what the page costs in choice.
The algebra. A function integrable on is integrable on every closed subinterval restricts an integrable function to a closed subinterval, re-indexing the partition explicitly rather than saying "restrict". Integrable functions on form a set closed under sums and scalar multiples, and proves closure under sums and scalar multiples; the two halves are genuinely different, because can be strict — so the sum case squeezes rather than computes — while a negative scalar exchanges the roles of and . If on and both are integrable then ; and is short, and it is what every later estimate of an integral against a pointwise bound goes through; seven of the sixteen later items on this page cite it. For : is integrable on if and only if it is integrable on and on , and then ; with the oriented form for arbitrary proves the splitting in both directions and then the oriented identity for arbitrary ; that last clause is proved by observing that the oriented integral is a difference of values of one function of one variable, not by listing six orderings. Changing an integrable function at finitely many points changes neither its integrability nor its integral shows the integral cannot see a finite set, the one delicate point being that a partition point lies in two subintervals.
Composition, and the order of the hypotheses. If is integrable on with values in and is continuous on , then is integrable is the one place where the classical argument does not transfer: if is integrable with values in and is continuous on , then is integrable. The classical proof splits the index range into good and bad indices; the finite-sum laws available here are stated for and none of them splits a range into a subset and its complement, so the split is carried instead by one inequality valid at every index. The order matters: continuous after integrable is the hypothesis, and the reversal is refuted on the companion page. If are integrable on then so are , , , and , and reads off , , , , and the triangle inequality for the integral, using the polarisation identity to reduce a two-variable operation to the one-variable theorem.
The integral function and the two fundamental theorems. The integral function of an integrable introduces and discharges its own well-definedness. The integral function of a bounded integrable is Lipschitz, hence uniformly continuous shows is Lipschitz for every integrable , with no continuity assumed, which is what makes the hypotheses of the next theorem visible as hypotheses. The first fundamental theorem: if is integrable on and continuous at , then ; in particular a continuous has as a primitive proves at each point of continuity of , from the definition of the derivative and not from a mean value theorem, with the estimate written out on both sides of because the factor changes sign. The second fundamental theorem: if is differentiable on with and is integrable, then is the working half: if is differentiable on with integrable, then , and no continuity of is needed. Its proof selects no mean-value points and spends no choice. Every continuous function on an interval has a primitive; two primitives differ by a constant; and for any primitive assembles the two and A function continuous on an interval whose derivative vanishes at every interior point of is constant on ; consequently two such functions with the same derivative differ by a constant into existence, uniqueness up to a constant, and evaluation.
The two computational rules. If are differentiable on with integrable, then and Substitution: if is differentiable on with integrable and is continuous on an interval containing , then follow from the second fundamental theorem applied to and to . Both check integrability of the products explicitly — that is the step usually skipped, and it is why the hypotheses are what they are. Substitution assumes neither injectivity nor monotonicity of , which is exactly why its limits are written with the orientation convention.
Three applications. Bonnet's second mean value theorem: for monotone and integrable on there is with proves Bonnet's theorem in the general monotone form: monotone and integrable, with no differentiability and no continuity of . The route is Abel summation by parts (Abel summation by parts: with one has for every ) on the values of the integral function at the partition points, followed by an estimate that is driven to zero by the integrability of alone; no tagged partition and no mesh condition appears. A continuous on with is identically is the exact repair of a published false statement, now provable because additivity is available. The integral test: for nonincreasing on , converges if and only if the sequence is bounded, with is stated with proper integrals only: its conclusion is that the sequence is bounded, not that an improper integral converges, because improper integrals are not defined at this point in the reading order — and both its sum and its integral begin at , since contains .
What is deliberately absent. Taylor's integral remainder needs higher derivatives and is not developed on this page. The current Darboux/L'Hopital/Taylor page also explicitly excludes the integral remainder. Bounded variation with the Riemann-Stieltjes integral, and improper integrals, are each a later page of this track; the sharp form of the fundamental theorem is not a planned page at all but a recorded-not-proved result, The sharp fundamental theorem of calculus (absolute continuity) ‡. Arzelà's bounded convergence theorem is not here: it is a genuine theorem about the Riemann integral, but no complete proof route was certifiable at scaffold time, and the counterexample that motivates it — Continuous pointwise on with for every on the companion page — stands on its own without asserting anything about the bounded case. Conventions of this page, and which sharpenings of the integral are taken up later in the reading order lists all of this as reading order and makes no claim about what the library proves.
Twenty items, of which two are definitions, one is the page ledger, and the rest are the lemmas, theorems and corollaries above. The companion page works thirteen examples, counterexamples and false statements against them.
3 · Logical flowchart
4 · Definitions, theorems and proofs
The integral with oriented limits: and
Definition
Why this item is first. The published definition of the integral does not cover this page. The lower and upper Darboux integrals of a bounded on as and , Darboux integrability as their equality, and the notation is stated for reals , because the partitions it quantifies over are those of Partition of as a finite strictly increasing list , its subintervals and their lengths, its mesh, refinement, and the common refinement of two partitions, whose standing hypothesis is : with the chain is unsatisfiable. So is an undefined symbol whenever , and every additivity statement below would be ill-formed as it is usually written. This item extends the notation, and nothing else: the object it names is still the Darboux integral of The lower and upper Darboux integrals of a bounded on as and , Darboux integrability as their equality, and the notation .
Let and write
(Intervals of : the nine order-convex forms, nondegeneracy, and length). Let be a real-valued function whose domain contains that interval. Say that is integrable between and when either , or and the restriction of to is bounded (Lower bound, bounded below, bounded set) and Darboux integrable there (The lower and upper Darboux integrals of a bounded on as and , Darboux integrability as their equality, and the notation , For bounded on and a partition : the infimum and supremum of on the -th subinterval, and the lower and upper Darboux sums and ). For such define
There is nothing to check for consistency. The three clauses are indexed by the three cases of trichotomy, , and , which are mutually exclusive and exhaustive; no pair of them ever applies to the same . In particular the first clause is untouched, so on this is the published integral verbatim and every published theorem about it applies unchanged.
The middle clause is a stipulation, not a computation. It is not claimed that is a value forced by the definition in any limiting sense; that definition simply says nothing at , and is what is written there. It is also unconditional: no hypothesis on beyond being defined at is asked for, since the case never refers to a partition.
The two consequences used throughout the page
Antisymmetry, for every pair. For all reals with integrable between them,
Indeed if then and the third clause reads , which rearranges to the display; if both sides are ; and if the third clause is the display itself.
Absolute values agree. Consequently for every such pair.
An obligation recorded here and discharged elsewhere. With this convention the additivity identity
holds for every arrangement of in an interval on which is integrable, not only for . That is a theorem and not part of this definition; it is proved as the last clause of For : is integrable on if and only if it is integrable on and on , and then ; with the oriented form for arbitrary , and nothing on this page uses it before it is proved there.
Remarks
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This is notation, and it is a real notation. Without it the substitution theorem could not be stated with the limits and in the order the map produces them, since a differentiable need be neither injective nor monotone; and the integral function would be undefined at .
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One published inequality is not orientation-invariant, and that is a trap. The estimate is guaranteed only for : at the right-hand side is while the left-hand side is , so the inequality fails whenever . The form valid for every pair is , and this is stated where it is proved (If are integrable on then so are , , , and , and ).
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Integrability is a property of the unordered pair. By construction, is integrable between and if and only if it is integrable between and , since both refer to the same closed interval; only the sign of the value remembers the order.
A function integrable on is integrable on every closed subinterval
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 ), and let satisfy
Then the restriction of to is bounded (Lower bound, bounded below, bounded set) and integrable on .
The degenerate case is not an omission: there by The integral with oriented limits: and , and no partition of exists to speak of (Partition of as a finite strictly increasing list , its subintervals and their lengths, its mesh, refinement, and the common refinement of two partitions).
Facts & Assumptions
Given: Reals , an integrable , and reals with . Write for the restriction of to .
Riemann's criterion: a bounded function on a closed bounded interval with distinct endpoints is integrable if and only if for every real there is a partition of that interval with (Riemann's criterion: a bounded on is Darboux integrable if and only if for every real there is a partition with , The lower and upper Darboux integrals of a bounded on as and , Darboux integrability as their equality, and the notation ).
For a partition of and a point , the partition satisfies and refines ; a refinement of a refinement refines the original, since the point-set inclusions compose (Partition of as a finite strictly increasing list , its subintervals and their lengths, its mesh, refinement, and the common refinement of two partitions).
For a partition of an interval and bounded on it: , 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 , Partition of as a finite strictly increasing list , its subintervals and their lengths, its mesh, refinement, and the common refinement of two partitions, Intervals of : the nine order-convex forms, nondegeneracy, and length).
Finite sums: additivity, scaling, splitting at an intermediate index with , and monotonicity in the terms, so that a sum of nonnegative terms is at most a sum containing those terms among others (Finite sums and finite products, by recursion, Laws of finite sums and finite products, clauses 1 to 4).
A partition of has strictly increasing on indices , hence injective there, so a point of is for exactly one ; and gives (Partition of as a finite strictly increasing list , its subintervals and their lengths, its mesh, refinement, and the common refinement of two partitions).
A restriction of a bounded function is bounded: the same serves fewer points (Lower bound, bounded below, bounded set).
Proof
is bounded on , since and is bounded on , integrability presupposing boundedness.
Let a real be given, and fix a partition of with .
Put , a partition of refining whose point set contains and .
By [L3] applied to the pair , .
Write and fix the unique indices with and ; then , because and is increasing on those indices.
Define by for and for . Then , , and for by [L6], with ; so is a partition of , its -th subinterval is and its -th length is .
For the -th subinterval of is , and agrees with there, so the extreme values of on it are and ; hence by [L4] and [L5].
Every term is nonnegative by [L4], and splitting first at and then at exhibits as one of the three pieces of , the other two being nonnegative; so the displayed sum is at most .
Combining, .
Since was arbitrary and is bounded, [L1] applies on and is integrable there.
Remarks
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The one step that is not bookkeeping is the re-indexing. A partition in this library is a pair with a tail convention (Partition of as a finite strictly increasing list , its subintervals and their lengths, its mesh, refinement, and the common refinement of two partitions), not a set of points, so "restrict to " is not a defined operation; step 4.1 writes the restricted list out, shifts its index by and resets its tail to . Everything else follows from the fact that dropping nonnegative terms from a finite sum cannot increase it.
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The converse is also true, and is proved separately. Integrability on and on gives integrability on ; that direction needs a splice rather than a restriction and is the second half of For : is integrable on if and only if it is integrable on and on , and then ; with the oriented form for arbitrary .
Integrable functions on form a set closed under sums and scalar multiples, and
Statement
Let be reals and let be integrable (The lower and upper Darboux integrals of a bounded on as and , Darboux integrability as their equality, and the notation ). Then:
- is integrable on and ;
- for every real , is integrable on and ;
- consequently, for all reals the function is integrable and
- the same identity holds with oriented limits: if and are integrable between and (The integral with oriented limits: and ), then .
Linearity of the integral is not linearity of the Darboux sums, and the proof of claim 1 has to squeeze rather than compute. On a subinterval the inequality can be strict — take and on , where the left side is and the right side is — so is in general strictly below and no identity between upper sums is available. Claim 2, by contrast, is an identity at the level of the sums, with the roles of and exchanged when .
Facts & Assumptions
Given: Reals , integrable , reals , and a real .
Riemann's criterion: a bounded on 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 partition and bounded : , and is integrable exactly when the two integrals agree, their common value being ; the lower integral is and the upper is (The lower and upper Darboux integrals of a bounded on as and , Darboux integrability as their equality, and the notation , Suprema and infima are unique).
and , where and over the subintervals of , with ; an integrable function is bounded, and a sum of two bounded functions and a scalar multiple of a bounded function are bounded (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, Lower bound, bounded below, bounded set).
If refines then ; the common refinement refines both (Refining a partition raises the lower Darboux sum and lowers the upper one, and every lower sum is at most every upper sum: when refines , and for arbitrary partitions and ; moreover the two changes are at most , Partition of as a finite strictly increasing list , its subintervals and their lengths, its mesh, refinement, and the common refinement of two partitions).
Finite sums are additive and homogeneous: and (Finite sums and finite products, by recursion, Laws of finite sums and finite products, clauses 1 and 2).
A supremum is the least upper bound and an infimum the greatest lower bound; both exist for a nonempty bounded set and are unique (Complete ordered field (least-upper-bound property), Greatest lower bound (infimum), Suprema and infima are unique).
Reflection: writing , a real is an upper bound of exactly when is a lower bound of , and conversely; hence and for nonempty bounded , by [L6] (Reflection through zero exchanges upper and lower bounds).
The constant function is integrable with (If on then for every partition ; in particular every constant function is integrable, with ).
Ordered-field arithmetic: adding a constant and multiplying by a positive quantity preserve an inequality, the order is total and transitive, and a real with for every real is (Ordered field, Complete ordered field (least-upper-bound property)). These order facts are used in their nonstrict form as well, obtained by adjoining the case of equality.
With oriented limits, and (The integral with oriented limits: and ).
Proof
, , and are bounded on , so all their Darboux sums and integrals are defined.
For every partition and every : for , so is an upper bound of and by [L6]; dually .
Fix partitions and with and , and put .
Claim 2, the case . Then is the constant function , integrable with integral .
Claim 2, the case . For every partition and every , is an upper bound of , and any upper bound of gives the upper bound of , whence and ; so by [L6], and dually .
Claim 2, the case . For every and , , so and by [L7].
By [L4], and .
Summing the inequalities of step 1.2 over against the positive weights and using [L5] gives .
With step 1.5 and [L5], and for ; hence , which [L1] makes smaller than any prescribed positive number by choosing suitably, so is integrable.
With step 1.6 and [L5], and , so and is integrable by [L1]; and by [L7] applied to the sets of Darboux sums, and , so .
Hence , so is integrable by [L1], having been arbitrary.
Moreover the set of lower sums of is times the set of lower sums of , and a supremum scales by a positive factor, by the argument of step 1.5 applied to that set; so , and likewise for the upper integrals, giving .
Both and lie in the interval from to : the first by [L2] and step 2.2, the second by [L2] applied to and to separately.
Claim 2 for . Then and , so steps 2.3, 2.4 and 3.2 give integrability and the required identities and .
That interval has length less than by step 2.1, so ; as was arbitrary the difference is , which is claim 1.
Claim 2 is now proved in all three cases , and , which are exhaustive by trichotomy.
Claim 3. By claim 2 the functions and are integrable with integrals and , and by claim 1 their sum is integrable with the sum of those integrals.
Claim 4. If then and claim 3 applies verbatim on ; if both sides are by [L10]; and if then applying the case to the pair and multiplying by gives the identity, by [L10].
Remarks
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Why claim 1 cannot be an identity of Darboux sums. The example in the statement shows is possible on a single subinterval, so is false in general. What survives is the pair of inequalities of step 1.2, and they are enough because the gap between them is squeezed to by Riemann's criterion: a bounded on is Darboux integrable if and only if for every real there is a partition with .
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The two scalar cases really are different. For the extreme values scale; for they are exchanged, because multiplying by a negative reverses the order (Reflection through zero exchanges upper and lower bounds). Merging the cases and writing for all would be false at , where the correct identity is .
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The set of integrable functions on is closed under the operations named here and under more. Products, absolute values and the lattice operations are also integrable, but none of them is obtained from linearity alone: the proofs of If are integrable on then so are , , , and , and all pass through If is integrable on with values in and is continuous on , then is integrable, with linearity used only to recombine the pieces.
If on and both are integrable then ; and
Statement
Let be reals and let be integrable (The lower and upper Darboux integrals of a bounded on as and , Darboux integrability as their equality, and the notation ). Then:
- Nonnegativity. If for every then .
- Monotonicity. If for every then
- Two-sided bound. If for every , with real, then
Equality in claim 1 does not force to vanish. A nonnegative integrable function with integral may be positive at infinitely many points; that is FALSE: a nonnegative Riemann integrable function on with is identically zero on the previous page's companion. Under the additional hypothesis of continuity the conclusion does hold, and that is A continuous on with is identically below.
Claim 2 is stated for and is not orientation-invariant. With the convention of The integral with oriented limits: and , gives when and the reverse inequality when , since both sides change sign together.
Facts & Assumptions
Given: Reals and integrable , with reals where claim 3 is concerned.
for every .
for every .
for every .
If on then for every partition (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 , Finite sums and finite products, by recursion, Laws of finite sums and finite products).
If is integrable then is the common value of the lower and upper integrals (The lower and upper Darboux integrals of a bounded on as and , Darboux integrability as their equality, and the notation , Greatest lower bound (infimum)).
Sums and scalar multiples of integrable functions are integrable, and (Integrable functions on form a set closed under sums and scalar multiples, and ).
Ordered-field arithmetic: adding a constant to both sides of an inequality preserves it, and the order is total and transitive (Ordered field, Complete ordered field (least-upper-bound property)). The nonstrict forms follow from the strict ones by adjoining the case of equality.
Proof
Claim 1. Under [A1] the constant is a lower bound of on , so [L1] applies with and gives .
Claim 2. Under [A2] the function satisfies for every , and is integrable with by [L3].
Since is integrable, by [L2].
By claim 1 applied to , , that is .
Claim 3. Under [A3], [L1] applied to with and gives and , and both integrals equal by [L2].
Remarks
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Claim 3 is cited, not reproved. If on then for every partition ; in particular every constant function is integrable, with already proves the five-term chain for every partition, and it is the item that also computes the integral of a constant, . Claim 3 is that chain read at an integrable ; nothing new is established here.
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Claim 2 is proved through claim 1 and linearity, and not by comparing Darboux sums. Comparing sums works too, since gives and on every subinterval, but the route through is shorter and uses only results already available. Either way the hypothesis is a pointwise inequality on the whole of ; an inequality holding off a finite set gives the same conclusion, by Changing an integrable function at finitely many points changes neither its integrability nor its integral, and that is a separate statement.
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What claim 2 is for. It is what turns a pointwise estimate on an integrand into an estimate on the integral, and every estimate of that shape on this page and its companion is an application of it. No count of those applications is asserted here; the dependency graph of the page is where that is read off.
For : is integrable on if and only if it is integrable on and on , and then ; with the oriented form for arbitrary
Statement
Let be reals and let be bounded (Lower bound, bounded below, bounded set). Then:
- is integrable on (The lower and upper Darboux integrals of a bounded on as and , Darboux integrability as their equality, and the notation ) if and only if its restrictions to and to are integrable;
- and in that case
- Oriented form. Let be reals, let be integrable, and let be arbitrary. Then, with the convention of The integral with oriented limits: and ,
Claim 3 is where The integral with oriented limits: and earns its place: it holds for every arrangement of the three points, including the degenerate ones, and it is the form used everywhere below.
Facts & Assumptions
Given: Reals and a bounded ; and, for claim 3, reals , an integrable and points . Let a real be given.
Riemann's criterion on any closed bounded interval with distinct endpoints (Riemann's criterion: a bounded on is Darboux integrable if and only if for every real there is a partition with ).
A function integrable on is integrable on every with (A function integrable on is integrable on every closed subinterval).
For a partition and bounded : , , and , the integral being the common value of the two when they agree (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 ).
A partition of is a pair with , , for and for ; its subintervals are for (Partition of as a finite strictly increasing list , its subintervals and their lengths, its mesh, refinement, and the common refinement of two partitions, Intervals of : the nine order-convex forms, nondegeneracy, and length).
Finite sums split at an intermediate index, with (Finite sums and finite products, by recursion, Laws of finite sums and finite products, clause 3).
With oriented limits, and (The integral with oriented limits: and ).
Ordered-field arithmetic: adding a constant preserves an inequality, 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
Claim 1, forward. If is integrable on then, since and , [L2] gives integrability on and on .
The splice. Let be a partition of and one of . Define by for , for , and for . The two prescriptions agree at , where ; and , , with for every . So is a partition of .
Claim 1, converse. Suppose is integrable on and on , and use [L1] on each to fix with and with .
The first subintervals of are those of and the last are those of , with the matching lengths, so by [L3] and the splitting law [L5], and .
For the splice of those two, step 2.1 gives ; as was arbitrary and is bounded, [L1] makes integrable on .
Claim 2. With , and as above, [L3] puts between and , that is between and by step 2.1; and [L3] applied on and on puts between the same two numbers.
Those two numbers differ by less than by step 1.3, so ; as was arbitrary the difference is , which is claim 2.
Claim 3, first the sorted case. Let in . Then . Indeed if this is claim 2 applied on , where is integrable by [L2]; if the middle term is by [L6] and the identity is trivial; and if the last term is by [L6] and the identity is again trivial.
Put for , which is defined by [L2] and [L6]. Then for all : for this is step 6.1 rearranged; for both sides are by [L6]; and for the case already proved gives , and [L6] negates both sides.
Claim 3. For arbitrary , step 7.1 gives .
Remarks
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The oriented form is not proved by listing six orderings. Step 7.1 shows that the oriented integral between two points is a difference of values of one function of one variable, after which claim 3 is the cancellation , valid however the three points are arranged and however many of them coincide. The case analysis is confined to the two lines of step 7.1, and no appeal to symmetry is made anywhere.
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The function of step 7.1 is the integral function, and it is given its own item, The integral function of an integrable , because the rest of the page is about it. Nothing there re-proves step 7.1; it cites this theorem.
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Boundedness on the whole of is a hypothesis of claim 1 in both directions. Boundedness on and on separately does give boundedness on the union, so the converse could be stated with the hypothesis split; it is stated globally because For bounded on and a partition : the infimum and supremum of on the -th subinterval, and the lower and upper Darboux sums and needs it globally to make meaningful for a partition of .
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.
If is integrable on with values in and is continuous on , then is integrable
Statement
Let and 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 ) with
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 the composite is integrable on .
The order of the hypotheses is the whole content, and it does not reverse. What is assumed is continuous after integrable: the outer function is the continuous one. Weakening the outer function to a merely integrable makes the statement false, and the witness is on the companion page. The remaining variant — merely integrable with continuous — is neither proved nor refuted anywhere on this page, and the companion page's witness does not bear on it, its inner function being discontinuous at every rational. Nothing here asserts anything about that variant.
Facts & Assumptions
Given: Reals and , an integrable with values in , a continuous , and a real . Write .
Riemann's criterion: a bounded on 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 , The lower and upper Darboux integrals of a bounded on as and , Darboux integrability as their equality, and the notation ).
For a partition of and bounded : with and , 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 oscillation of on a set and the oscillation at a point, both taken in the extended reals, Partition of as a finite strictly increasing list , its subintervals and their lengths, its mesh, refinement, and the common refinement of two partitions, Finite sums and finite products, by recursion, Laws of finite sums and finite products).
with and are closed bounded intervals, hence compact (Heine-Borel by bisection: every closed bounded interval is compact, Open cover, subcover, compact subset of (every open cover has a finite subcover), and sequentially compact subset, Intervals of : the nine order-convex forms, nondegeneracy, and length).
A continuous real function on a compact subset of is bounded there (A continuous real function on a compact subset of is bounded, Lower bound, bounded below, bounded set).
Heine-Cantor: a continuous real function on a compact is uniformly continuous on , so 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 ).
Finite sums: additivity, scaling and monotonicity in the terms (Finite sums and finite products, by recursion, Laws of finite sums and finite products, clauses 1, 2 and 4).
Ordered-field arithmetic and the absolute value: multiplying an inequality by a nonnegative quantity and adding constants preserve it, the order is total and transitive, a positive real has a positive inverse, and follows from (Ordered field, Complete ordered field (least-upper-bound property), Basic properties of the absolute value). The nonstrict forms follow from the strict ones by adjoining the case of equality.
For every real there is a real with , for instance ; and the Archimedean property in reciprocal form (For every in a complete ordered field there is a natural with , Every complete ordered field is Archimedean).
Proof
is compact, so is bounded there: fix a real with for every . Hence for every and is bounded.
By [L5] applied on the compact with , fix a real with whenever and ; then put , a positive real with and .
So whenever satisfy , since .
Since , so is , and [L1] supplies a partition of with .
Fix and write . If then any have with , so by step 2.1, whence by [L2].
If instead then , while always, by [L2] and step 1.1.
In both cases : in the first case the second summand is nonnegative and the first alone dominates, and in the second case dominates by itself.
Summing over with [L6] and using and [L2] gives .
By step 2.2 the second summand is below , and by step 1.2, so .
Let a real be given. Running steps 1.2 to 6.1 with , a positive real since , produces a partition with .
As was arbitrary and is bounded by step 1.1, [L1] makes integrable on .
Remarks
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Step 4.1 is what replaces the usual split of the index range. The classical proof separates the indices into a good set and a bad set and sums over each; the finite-sum toolkit used here is that of Laws of finite sums and finite products, stated for and carrying no clause that splits a range into a subset and its complement, so the split is carried instead by a single inequality valid at every index, whose two summands are exactly the two contributions. The bound obtained is the same one.
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The hypothesis is what makes defined at all, and exist because an integrable is bounded (For bounded on and a partition : the infimum and supremum of on the -th subinterval, and the lower and upper Darboux sums and ). Taking to be any interval containing the range of is legitimate and changes nothing, since a continuous function on a larger compact interval restricts to a continuous one.
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What the theorem does not say. It does not say that is integrable when is merely integrable, and it does not say that can be computed from . The first is refuted on the companion page. For the second, take on with the constant and with the indicator of : both are integrable with integral , while and , so is not a function of .
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Forward reference, orientation only. The reversal refuted on the companion page is Integrable and integrable with not integrable: the order of the hypotheses in the composition theorem cannot be reversed ↗; nothing above depends on it.
If are integrable on then so are , , , and , and
Statement
Let be reals and let be integrable (The lower and upper Darboux integrals of a bounded on as and , Darboux integrability as their equality, and the notation ). Then:
- , and are integrable on (Absolute value in an ordered field, Integer powers );
- and , defined pointwise (Maximum and minimum of a set), are integrable on ;
- the triangle inequality for the integral:
Claim 3 is stated with and is not orientation-invariant. For the right-hand side is while the left-hand side is , so the inequality as written is false there. The form valid for every pair on which is integrable (The integral with oriented limits: and ) is
and that is the form the estimates below on this page use whenever the limits are not known to be in increasing order.
The converse of claim 1 fails. Integrability of does not give integrability of ; the witness is on the companion page.
Facts & Assumptions
Given: Reals and integrable .
If is integrable on with values in and is continuous on , then is integrable (If is integrable on with values in and is continuous on , then is integrable); an integrable function is bounded, so such and exist (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, Intervals of : the nine order-convex forms, nondegeneracy, and length).
Sums and scalar multiples of integrable functions are integrable, with (Integrable functions on form a set closed under sums and scalar multiples, and ).
If pointwise on and both are integrable then (If on and both are integrable then ; and ).
The absolute value , the square and every polynomial function are continuous on every subset of (Sums, scalar multiples, products, absolute values, maxima, minima and quotients with nonvanishing denominator of continuous functions are continuous, as are constants, the identity and every polynomial function, claims 2 and 5, Continuity of at a point of and on : the - condition, its agreement with at a limit point, and continuity at an isolated point).
For reals : and , and (Maximum and minimum of a set, Absolute value in an ordered field, Ordered field, Integer powers ).
Absolute value: , and follows from (Basic properties of the absolute value, Absolute value in an ordered field).
With oriented limits, and (The integral with oriented limits: and ).
Ordered-field arithmetic: adding constants and multiplying by positive reals preserve inequalities, and the order is total and transitive (Ordered field, Complete ordered field (least-upper-bound property)).
Proof
is bounded, so fix reals with ; the same for , and for and , which are integrable by [L2].
The maps and are continuous on any closed bounded interval, by [L4].
By [L1] applied with to , to and to , the functions , and are integrable.
By [L1] applied with to , to and to , the functions , and are integrable.
By [L5], pointwise, so is integrable by [L2]; this completes claim 1.
By [L5], and pointwise, so both are integrable by [L2]; this is claim 2.
Claim 3. By [L6], pointwise on , and all three functions are integrable by step 2.1 and [L2].
By [L3] applied twice, , using from [L2].
Hence by [L6], which is claim 3.
The oriented form. For both sides are by [L7]; for it is claim 3 on ; and for both and are the negatives of the corresponding integrals over by [L7], so the two absolute values are unchanged and claim 3 on gives the inequality.
Remarks
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Every integrability clause comes from one theorem plus linearity. The only input that produces integrability is If is integrable on with values in and is continuous on , then is integrable, with Integrable functions on form a set closed under sums and scalar multiples, and recombining the pieces; claim 3 additionally uses If on and both are integrable then ; and , which is the one place an inequality between integrals is needed. The identities of [L5] are algebra, and they are what turns a statement about composing with and into statements about products and lattice operations. In particular no new estimate on Darboux sums is made here.
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The polarisation identity is used, and it is why comes first. There is no direct route from integrability of and of to integrability of through the composition theorem, because is a function of two variables and the theorem composes with one. Writing through squares of sums and differences reduces it to the one-variable case.
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The inequality of claim 3 is the integral analogue of the triangle inequality, and like it, it can be strict: for on the left-hand side is and the right-hand side is .
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Forward reference, orientation only. The witness refuting the converse of claim 1 is A function that is not Riemann integrable although is ↗ on the companion page; nothing above depends on it.
If is continuous on and is integrable with , there is with
Statement
Let be reals, 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) and let be integrable (The lower and upper Darboux integrals of a bounded on as and , Darboux integrability as their equality, and the notation ) with for every . Then is integrable and there is with
The special case is the familiar statement that a continuous function attains its average value: there is with
and it is this clause that the fundamental theorem below is usually derived from in other treatments.
The hypothesis is essential. For a sign-changing integrable the conclusion fails, and the witness is the counterexample with a sign-changing weight on the companion page.
Facts & Assumptions
Given: Reals , a continuous , and an integrable with on .
is compact, and a continuous real function on a nonempty compact set attains a minimum and a maximum there (Heine-Borel by bisection: every closed bounded interval is compact, Open cover, subcover, compact subset of (every open cover has a finite subcover), and sequentially compact subset, Extreme value theorem: a continuous real function on a nonempty compact subset of attains a greatest and a least value, Maximum and minimum of a set, Intervals of : the nine order-convex forms, nondegeneracy, and length).
A continuous function on is integrable there (A continuous function on is Riemann integrable, by Heine-Cantor and Riemann's criterion).
A product of two integrable functions on is integrable (If are integrable on then so are , , , and , and , claim 1).
If pointwise and both are integrable then ; and if is integrable then (If on and both are integrable then ; and ).
Ordered-field arithmetic: multiplying an inequality by a nonnegative quantity preserves it, a positive real has a positive inverse, and the order is total and transitive (Ordered field, Complete ordered field (least-upper-bound property)).
Proof
is integrable by [L3], so is integrable by [L4].
By [L1] fix with and , so for every .
By [L5], .
Since , multiplying the inequalities of step 1.2 by gives for every , and all three functions are integrable by step 1.1 and [L6].
By [L5] and [L6] applied to step 2.1, .
The case . Then step 3.1 reads , so , and works.
The case . Then is a real satisfying , by step 3.1 divided by the positive .
By step 1.2 and [L2], , so for some ; then .
The two cases and are exhaustive by step 1.3, so the theorem holds.
The clause . The constant is integrable, nonnegative, with by [L6], so step 6.1 gives with .
Remarks
-
The case is handled first because the usual proof divides by it. There the conclusion is trivially true for every , and nothing is claimed about the location of a distinguished point; the theorem asserts only that some works.
-
No intermediate value theorem is invoked directly. What is needed is that the continuous image of is exactly , which is claim 2 of The image of an interval under a continuous real function is order-convex, hence an interval, and the image of a closed bounded interval is a closed bounded interval; that item is itself proved from the intermediate and extreme value theorems, and citing it here saves repeating the argument.
-
can be forced to lie in the open interval only under extra hypotheses, and none is claimed. The standard refinement puts in the open interval when ; it is not proved here, it is not needed anywhere on this page, and the theorem does not assert it.
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Forward reference, orientation only. The witness showing that cannot be dropped is Continuous and integrable sign-changing with for every ↗ on the companion page; nothing above depends on it.
The integral function of an integrable
Definition
Let be reals and let be integrable (The lower and upper Darboux integrals of a bounded on as and , Darboux integrability as their equality, and the notation ). The integral function of with base point is
It is a genuine function, and that has to be checked. For the restriction of to is integrable, by A function integrable on is integrable on every closed subinterval applied with and , so names a single real number (The lower and upper Darboux integrals of a bounded on as and , Darboux integrability as their equality, and the notation ). For the symbol is by The integral with oriented limits: and . So is defined at every point of and
More generally, for any base point the function is defined on the whole of , the integral being the oriented one of The integral with oriented limits: and when ; the case is written above and is the one used unless another base point is named.
The two identities used throughout
Increments are integrals. For all , in either order,
This is claim 3 of For : is integrable on if and only if it is integrable on and on , and then ; with the oriented form for arbitrary applied to the three points , , : it gives , that is . No ordering of and is assumed, and the degenerate cases , and are included, since claim 3 is stated for arbitrary points.
Changing the base point changes by a constant. If and , then for every
again by claim 3 of For : is integrable on if and only if it is integrable on and on , and then ; with the oriented form for arbitrary at the points , , . So the family of integral functions of is one function up to an additive constant.
Remarks
-
exists for every integrable , whether or not has a primitive. Nothing in the definition asks to be continuous anywhere, and nothing here claims . The two statements about that this page does prove are: is always Lipschitz (The integral function of a bounded integrable is Lipschitz, hence uniformly continuous), and at every point where is continuous (The first fundamental theorem: if is integrable on and continuous at , then ; in particular a continuous has as a primitive).
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need not be a primitive of . At a discontinuity of the derivative may fail to exist, or may exist and differ from ; both possibilities are exhibited on the companion page, by The sign function is Riemann integrable on and has no primitive there ↗ and FALSE: for every integrable on , the integral function satisfies on ↗. That is the honest content of the phrase "the integral function", and it is why it is not called "the primitive" here.
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Why the base point is part of the data and the notation suppresses it. The symbol hides its dependence on , as is customary; the identity above is what makes the suppression harmless, since every statement below about is about its increments, which do not see the base point at all.
The integral function of a bounded integrable is Lipschitz, hence uniformly continuous
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 a real with for every (Lower bound, bounded below, bounded set), and let be the integral function of (The integral function of an integrable ). Then
that is, is Lipschitz with constant on (Lipschitz map, -Hölder map for rational , and contraction, Dictionary: for with the metric , continuity and uniform continuity of agree with the metric-space notions, the Lipschitz and Hölder conditions are the metric ones instantiated, and a subset of is compact in the open-cover sense of exactly when it is a compact metric subspace). Consequently is uniformly continuous on (Uniform continuity of : one serving every pair of points of ) and hence continuous there (Continuity of at a point of and on : the - condition, its agreement with at a limit point, and continuity at an isolated point).
No continuity of is assumed. This is the strongest regularity of available before the fundamental theorem, and it is what makes the hypotheses of that theorem visible as hypotheses: continuity of at a point buys differentiability of there, and integrability alone already buys this much everywhere.
Facts & Assumptions
Given: Reals , an integrable , a real with on , and the integral function ; points .
for all , in either order (The integral function of an integrable ).
is integrable on every with , and there (If are integrable on then so are , , , and , and , claims 1 and 3).
If pointwise on and both are integrable then , and for a constant (If on and both are integrable then ; and , If on then for every partition ; in particular every constant function is integrable, with ).
With oriented limits, and (The integral with oriented limits: and ).
Absolute value: , , and follows from (Basic properties of the absolute value, Absolute value in an ordered field).
A real function on satisfying for all is Lipschitz with constant as a map of metric spaces, carrying its usual metric; a Lipschitz real function is uniformly continuous, and a uniformly continuous one is continuous (Dictionary: for with the metric , continuity and uniform continuity of agree with the metric-space notions, the Lipschitz and Hölder conditions are the metric ones instantiated, and a subset of is compact in the open-cover sense of exactly when it is a compact metric subspace, clauses 3 and 6, Lipschitz map, -Hölder map for rational , and contraction, Contraction implies Lipschitz implies uniformly continuous implies continuous; every Hölder map is uniformly continuous, and a Lipschitz map on a bounded space is Hölder for every exponent, The absolute value makes a metric space: is a metric, its open balls are the intervals , and it is unbounded).
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
The case . By [L1], , and with .
The case . Then and , so the inequality holds with equality.
On one has for every , so by [L2] and [L3], .
Hence when .
The case . Applying step 3.1 to the pair gives , and with by [L5]; so the inequality holds here too.
The three cases , , are exhaustive by [L7], so for all .
By [L6], is therefore Lipschitz with constant on , hence uniformly continuous on , hence continuous there.
Remarks
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The estimate is written out on both sides of the diagonal. Hiding the case inside the absolute value would conceal the fact that is then the oriented integral of The integral with oriented limits: and , and that the published inequality is available only for . Step 4.1 is what pays for that.
-
The constant is any bound on , and it need not be sharp. If is integrable then it is bounded by definition of the Darboux sums, so some exists; the theorem is stated with given rather than existentially, because every later use supplies its own bound.
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The dictionary lemma is cited on purpose. Lipschitz and uniform continuity are defined in this library both for real functions and for maps of metric spaces, and Dictionary: for with the metric , continuity and uniform continuity of agree with the metric-space notions, the Lipschitz and Hölder conditions are the metric ones instantiated, and a subset of is compact in the open-cover sense of exactly when it is a compact metric subspace is the single item recording that the two families of notions coincide. Citing it, rather than proving the implication again, is what keeps the library from carrying two notions of continuity.
The first fundamental theorem: if is integrable on and continuous at , then ; in particular a continuous has as a primitive
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 its integral function (The integral function of an integrable ), and let be a point at which is continuous (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 differentiable at as a function on (The derivative of at a point that is a limit point of , and differentiability on a set) and
At and this is the one-sided statement, which is what The derivative of at a point that is a limit point of , and differentiability on a set means at those points: every point of a nondegenerate interval is a limit point of it, so is a meaningful symbol at every , and the difference quotient is taken over .
Consequently, if is continuous on the whole of , then is a primitive of there: at every point of .
Continuity at is a hypothesis and it cannot be dropped. For an integrable that is discontinuous at , may fail to exist, and it may exist and differ from ; both are exhibited on the companion page, by an integrable function with no primitive and by a false statement about the integral function.
Facts & Assumptions
Given: Reals , an integrable , its integral function , a point at which is continuous, and a real .
Continuity at : for every real there is a real such that every with satisfies (Continuity of at a point of and on : the - condition, its agreement with at a limit point, and continuity at an isolated point).
Every point of a nondegenerate interval is a limit point of it, so is a meaningful symbol, the limit being taken over (The derivative of at a point that is a limit point of , and differentiability on a set, The - limit of at a limit point of , Intervals of : the nine order-convex forms, nondegeneracy, and length).
For in : and and every constant are integrable on ; ; sums and scalar multiples of integrable functions are integrable with the corresponding identity; and (A function integrable on is integrable on every closed subinterval, If on then for every partition ; in particular every constant function is integrable, with , Integrable functions on form a set closed under sums and scalar multiples, and , If are integrable on then so are , , , and , and ).
If pointwise on and both are integrable then (If on and both are integrable then ; and ).
With oriented limits, and (The integral with oriented limits: and ).
Absolute value and ordered-field arithmetic: , , follows from , a positive real has a positive inverse, and the order is total and transitive (Basic properties of the absolute value, Absolute value in an ordered field, Ordered field, Complete ordered field (least-upper-bound property)). The nonstrict forms of the order facts follow from the strict ones by adjoining equality.
For every real there is a real with (For every in a complete ordered field there is a natural with , Every complete ordered field is Archimedean).
Proof
By [L2] with , fix a real such that for every with .
For with , [L1] and [L4] give , the constant having integral over the oriented interval from to by [L4] and [L6].
The estimate for . Every has , so there by step 1.1, whence by [L4] and [L5].
The estimate for . By [L6], , and every has , so the same argument gives .
In both cases , so dividing by the nonzero and using step 1.2 gives for every with .
Since was arbitrary, the limit of the difference quotient of at exists and equals by [L3]; that is, .
If is continuous at every point of then step 4.1 applies at every , so on and is a primitive of .
Remarks
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The estimate is written out for as well, and that is not redundancy. For the factor is negative and the naive chain reverses; what makes the argument uniform is taking absolute values before dividing, which is what steps 2.1, 2.2 and 3.1 do. This is the single most common error in this proof.
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The route is the definition of the derivative, not the mean value theorem for integrals. Deducing from If is continuous on and is integrable with , there is with would need continuous on a whole subinterval around , which is a strictly stronger hypothesis than continuity at the single point . The theorem as stated is the sharp one.
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What is proved at a point is proved at a point. Nothing here says is differentiable anywhere else, and nothing says off the continuity set of . Where is merely integrable, all that survives is The integral function of a bounded integrable is Lipschitz, hence uniformly continuous.
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Forward references, orientation only. The two failures at a discontinuity are worked out on the companion page as The sign function is Riemann integrable on and has no primitive there ↗ and FALSE: for every integrable on , the integral function satisfies on ↗; nothing above depends on either.
The second fundamental theorem: if is differentiable on with and is integrable, then
Statement
Let be reals, let be differentiable at every point of as a function on (The derivative of at a point that is a limit point of , and differentiability on a set; at and this is the one-sided derivative), let , and suppose is integrable on (The lower and upper Darboux integrals of a bounded on as and , Darboux integrability as their equality, and the notation ). Then
Both hypotheses are needed and neither is removable. A function may be differentiable everywhere with not integrable — then the left-hand side does not exist (an everywhere differentiable function with unbounded derivative) — and an integrable need not be the derivative of anything (the sign function); both witnesses are on the companion page.
No continuity of is assumed, which is what makes this the working form: the theorem evaluates for every integrable derivative, not only for continuous integrands.
Facts & Assumptions
Given: Reals , a function differentiable at every point of , integrable on , and a partition of .
and , and integrable means the two agree, their common value being (The lower and upper Darboux integrals of a bounded on as and , Darboux integrability as their equality, and the notation ).
Mean value theorem: if is continuous on with and differentiable at every point of , there is with (The mean value theorem, as the case of Cauchy's: for continuous on with and differentiable on there is with ).
A function differentiable at a point is continuous there, and the restriction of a differentiable function to a subinterval is differentiable with the same derivative at every point of that subinterval which is a limit point of it (A function differentiable at is continuous at , The derivative of at a point that is a limit point of , and differentiability on a set, Continuity of at a point of and on : the - condition, its agreement with at a limit point, and continuity at an isolated point).
Finite sums: telescoping , and monotonicity in the terms (Finite sums and finite products, by recursion, Laws of finite sums and finite products, clauses 4 and 5).
Ordered-field arithmetic: multiplying an inequality by a positive real preserves it, the order is total and transitive, and a number that is an upper bound of a set and also a lower bound of another set lies between their supremum and infimum (Ordered field, Complete ordered field (least-upper-bound property)).
Proof
Let be an arbitrary partition of and let . The restriction of to is continuous on and differentiable at every point of , with the same derivative there, by [L5] and [L1].
By [L4] applied on there is with ; since and , [L2] gives .
Step 2.1 holds for every , so monotonicity of finite sums applies to the three families and gives .
The middle sum telescopes to by [L6] and [L1], so by [L2].
Step 4.1 holds for every partition , so is an upper bound of the set of lower sums and a lower bound of the set of upper sums; hence by [L3] and [L7].
Since is integrable the two integrals coincide with , so .
Remarks
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No choice principle is spent, and no sequence of tags is ever formed. The usual proof selects one per subinterval and assembles the Riemann sum , which is a choice from finitely many nonempty sets. The proof above never forms that family: step 2.1 proves, for an arbitrary fixed , the inequality , which is a universally quantified statement about and needs no selection, and step 3.1 then sums the inequality. The telescoping identity supplies the middle term without any tags at all.
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The hypothesis is differentiability at every point of the closed interval. It is not enough to be differentiable on and continuous on in the argument as written, because step 2.1 uses the derivative only on open subintervals but the definition has to name a function on all of for to mean anything. Changing at the two endpoints changes neither its integrability nor its integral (Changing an integrable function at finitely many points changes neither its integrability nor its integral), so the reader who prefers the weaker hypothesis loses nothing.
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This is the half of the fundamental theorem that computes. The other half, The first fundamental theorem: if is integrable on and continuous at , then ; in particular a continuous has as a primitive, produces a primitive; this one evaluates an integral once a primitive is known, and it is the tool the companion page reaches for whenever a primitive is available. Where no primitive is at hand the companion page computes instead by splitting at a jump and using the integral of a constant; no claim is made here about how many of its computations take which route.
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Forward references, orientation only. The two witnesses showing neither hypothesis is removable are A function differentiable on whose derivative is unbounded, hence not Riemann integrable ↗ and The sign function is Riemann integrable on and has no primitive there ↗ on the companion page; nothing above depends on either.
Every continuous function on an interval has a primitive; two primitives differ by a constant; and for any primitive
Statement
Let be order-convex with at least two elements (Intervals of : the nine order-convex forms, nondegeneracy, and length) 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). Call a primitive of on when is differentiable at every point of as a function on with there (The derivative of at a point that is a limit point of , and differentiability on a set). Then:
- Existence. Fix . The function is defined at every (The integral with oriented limits: and , The integral function of an integrable ) and is a primitive of on .
- Uniqueness up to a constant. If and are primitives of on then there is a real with for every .
- Evaluation. If with and is any primitive of on , then
The scope is exactly the continuous case, and that is not a limitation of the proof. An integrable function need not have a primitive, and a function with a primitive need not be integrable; this corollary is precisely the intersection where both fundamental theorems apply, and both witnesses are on the companion page.
Facts & Assumptions
Given: An order-convex with at least two elements, a continuous , a base point , and a real .
A continuous function on a closed bounded interval with distinct endpoints is integrable there; a restriction of a continuous function is continuous (A continuous function on is Riemann integrable, by Heine-Cantor and Riemann's criterion, Continuity of at a point of and on : the - condition, its agreement with at a limit point, and continuity at an isolated point, The lower and upper Darboux integrals of a bounded on as and , Darboux integrability as their equality, and the notation ).
Order-convexity: if then every real between and lies in , so the closed interval with endpoints and is contained in (Intervals of : the nine order-convex forms, nondegeneracy, and length).
, , and for integrable on a closed bounded interval containing one has (The integral with oriented limits: and , For : is integrable on if and only if it is integrable on and on , and then ; with the oriented form for arbitrary , claim 3).
First fundamental theorem: if is integrable on with and continuous at , then has derivative at as a function on ; written out, for every real there is a real with for every with (The first fundamental theorem: if is integrable on and continuous at , then ; in particular a continuous has as a primitive, The derivative of at a point that is a limit point of , and differentiability on a set, The - limit of at a limit point of ).
Second fundamental theorem: if is differentiable at every point of with integrable there, then (The second fundamental theorem: if is differentiable on with and is integrable, then ).
If is continuous on an order-convex and differentiable with at every interior point of , then is constant on (A function continuous on an interval whose derivative vanishes at every interior point of is constant on ; consequently two such functions with the same derivative differ by a constant).
A differentiable function is continuous, and the restriction of a function differentiable at to a subset still having as a limit point is differentiable at with the same derivative; every point of a nondegenerate interval is a limit point of it (A function differentiable at is continuous at , The derivative of at a point that is a limit point of , and differentiability on a set, Intervals of : the nine order-convex forms, nondegeneracy, and length).
Ordered-field arithmetic and minima of two reals: the order is total and transitive, and is a real that is both (Maximum and minimum of a set, Ordered field, Complete ordered field (least-upper-bound property)).
Proof
is defined. For the closed interval with endpoints and lies in by [L2], is continuous there, hence integrable when by [L1], and by [L3]; so names a real for every .
A closed neighbourhood inside . Fix . If some element of is , choose with ; otherwise put . If some element of is , choose with ; otherwise put . Not both and , since would then have as its only element; so , and by [L2].
Claim 2. Let be primitives of on and put . Then is differentiable at every point of with there, in particular at every interior point of , and is continuous on by [L7]; so [L6] gives a real with .
Put if and , if , and if ; in every case .
is integrable on by [L1], and for , [L3] applied to the points inside the closed interval with endpoints and , which lies in by [L2], gives .
Every point of within of lies in . Let with . If then has an element below , so and , whence . If then symmetrically . And covers . So .
Hence for with , , the constant cancelling.
By [L4] applied on at the point , fix a real with for every with , and put .
Every with lies in by step 3.1, so by step 3.2 and step 3.3, .
As was arbitrary and is a limit point of by [L7], is differentiable at with ; since was arbitrary, is a primitive of on , which is claim 1.
Claim 3. Let in and let be a primitive of on . Then by [L2], the restriction of to is differentiable at every point of with derivative there by [L7], and is integrable on by [L1]; so [L5] gives .
Remarks
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Steps 1.2, 2.1 and 3.1 are the only work beyond citing the two fundamental theorems. The first fundamental theorem: if is integrable on and continuous at , then ; in particular a continuous has as a primitive is stated on a closed bounded interval, while here may be open, half-open or unbounded, so the derivative it produces is the derivative of a restriction. What those steps supply is a closed subinterval that contains all points of within of , after which the difference quotients of and of the restriction agree on a punctured neighbourhood and the - statement transfers verbatim.
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"Two primitives differ by a constant" is not re-minted here. A function continuous on an interval whose derivative vanishes at every interior point of is constant on ; consequently two such functions with the same derivative differ by a constant already states exactly that, in its second clause, for functions with equal derivatives on an order-convex domain; claim 2 is that statement applied to .
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Order-convexity of is essential to claim 2 and harmless elsewhere. On a domain in two pieces a function may be constant on each with different constants, which is why A function continuous on an interval whose derivative vanishes at every interior point of is constant on ; consequently two such functions with the same derivative differ by a constant carries the same hypothesis. Claims 1 and 3 use it only to know that closed subintervals spanned by points of lie in .
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Forward references, orientation only. The two witnesses bounding the scope of this corollary are The sign function is Riemann integrable on and has no primitive there ↗ and A function differentiable on whose derivative is unbounded, hence not Riemann integrable ↗ on the companion page; nothing above depends on either.
If are differentiable on with integrable, then
Statement
Let be reals and let be differentiable at every point of as functions on (The derivative of at a point that is a limit point of , and differentiability on a set). Suppose and are integrable on (The lower and upper Darboux integrals of a bounded on as and , Darboux integrability as their equality, and the notation ). Then and are integrable and
The integrability of and is a hypothesis, not a formality. Without it the two integrals in the display need not exist at all, and the identity is then not false but ill-formed; that is the false statement that deletes it on the companion page. The hypothesis is automatic when and are continuously differentiable, since a continuous function on is integrable (A continuous function on is Riemann integrable, by Heine-Cantor and Riemann's criterion).
Facts & Assumptions
Given: Reals and functions , differentiable at every point of , with and integrable on .
Product rule: if and are differentiable at then so is , with (Sums, scalar multiples, products and quotients: , , , and when , claim 3); every point of is a limit point of it, so the rule applies at every point (Limit point, isolated point, adherent point, derived set, and dense subset of , Intervals of : the nine order-convex forms, nondegeneracy, and length, The derivative of at a point that is a limit point of , and differentiability on a set).
A function differentiable at every point of is continuous there (A function differentiable at is continuous at , Continuity of at a point of and on : the - condition, its agreement with at a limit point, and continuity at an isolated point).
A continuous function on is integrable there (A continuous function on is Riemann integrable, by Heine-Cantor and Riemann's criterion).
A product of two integrable functions on is integrable (If are integrable on then so are , , , and , and , claim 1).
Sums of integrable functions are integrable, and (Integrable functions on form a set closed under sums and scalar multiples, and ).
If is differentiable at every point of with integrable there, then (The second fundamental theorem: if is differentiable on with and is integrable, then ).
Proof
and are continuous on by [L2], hence integrable there by [L3].
is differentiable at every point of with by [L1].
and are integrable on by [L4], being products of the integrable with and of with the integrable .
Hence is integrable by [L5], and .
By [L6] applied to , .
Comparing steps 3.1 and 4.1 and subtracting gives .
Remarks
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Step 2.1 is the step usually skipped, and it is why the hypotheses are what they are. The identity is an application of the second fundamental theorem to , and that theorem needs to be integrable. Integrability of and plus continuity of and delivers it, through the product clause of If are integrable on then so are , , , and , and ; nothing weaker is used, and nothing weaker is claimed to suffice.
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The boundary term is exactly the increment of . Writing the identity as makes the symmetry in and visible and is the form worth remembering.
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Discrete counterpart. Abel's summation by parts (Abel summation by parts: with one has for every ) is the same manipulation for finite sums, and it is what Bonnet's second mean value theorem: for monotone and integrable on there is with below uses in place of this theorem, precisely because that theorem assumes no differentiability.
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Forward reference, orientation only. The false statement that deletes the integrability hypothesis is FALSE: if and are differentiable on then ↗ on the companion page; nothing above depends on it.
Substitution: if is differentiable on with integrable and is continuous on an interval containing , then
Statement
Let be reals and let be differentiable at every point of as a function on (The derivative of at a point that is a limit point of , and differentiability on a set), with integrable on (The lower and upper Darboux integrals of a bounded on as and , Darboux integrability as their equality, and the notation ). Let be order-convex with at least two elements (Intervals of : the nine order-convex forms, nondegeneracy, and length) with , 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 integrable on and
the left-hand integral being the oriented one of The integral with oriented limits: and .
Neither injectivity nor monotonicity of is assumed, and that is exactly why the left-hand side is written with oriented limits: may lie below , and may return to the same value many times. The proof runs through a primitive of and the chain rule, and no inverse function is ever formed.
Continuity of is a hypothesis and cannot be weakened to integrability. With merely integrable the composite need not be integrable at all, so the right-hand side need not exist; that is the false statement that weakens it on the companion page.
Facts & Assumptions
Given: Reals , a differentiable with integrable, an order-convex with at least two elements containing , and a continuous .
A function differentiable at every point of is continuous there, and a continuous function on is integrable (A function differentiable at is continuous at , A continuous function on is Riemann integrable, by Heine-Cantor and Riemann's criterion, Continuity of at a point of and on : the - condition, its agreement with at a limit point, and continuity at an isolated point).
For a continuous on with , with and (The image of an interval under a continuous real function is order-convex, hence an interval, and the image of a closed bounded interval is a closed bounded interval, claim 2, Maximum and minimum of a set).
A continuous function on an order-convex set with at least two elements has a primitive there, two primitives differ by a constant, and for in that set and any primitive (Every continuous function on an interval has a primitive; two primitives differ by a constant; and for any primitive ).
Chain rule: if is differentiable at , is a limit point of the domain of and is differentiable at , then is differentiable at with ; every point of a nondegenerate order-convex set is a limit point of it (The chain rule, in one line from Carathéodory: if is differentiable at and is differentiable at , then is differentiable at with , Limit point, isolated point, adherent point, derived set, and dense subset of , Intervals of : the nine order-convex forms, nondegeneracy, and length, The derivative of at a point that is a limit point of , and differentiability on a set).
If is integrable on with values in and is continuous on then is integrable (If is integrable on with values in and is continuous on , then is integrable); a restriction of a continuous function is continuous (Continuity of at a point of and on : the - condition, its agreement with at a limit point, and continuity at an isolated point).
A product of two integrable functions on is integrable (If are integrable on then so are , , , and , and , claim 1).
If is differentiable at every point of with integrable there, then (The second fundamental theorem: if is differentiable on with and is integrable, then ).
With oriented limits, and (The integral with oriented limits: and ).
Proof
is continuous on and integrable there by [L1].
By [L3] fix a primitive of , so is differentiable at every point of with there.
By [L2], with , and by hypothesis.
The left-hand side is the same increment. If then both lie in , so and [L3] gives . If both sides are by [L8]. If then the case already treated gives , and [L8] negates both sides.
For every the point lies in , which is a nondegenerate order-convex set, so is a limit point of and [L4] applies: is differentiable at with .
restricted to is continuous, so by [L5] applied to the composite is integrable on .
Hence is integrable on by [L6], being integrable by hypothesis.
By [L7] applied to , whose derivative is by step 3.1 and is integrable by step 4.1, .
Comparing steps 5.1 and 2.2 gives .
Remarks
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The integral with oriented limits: and is what makes step 2.2 legal. Without the orientation convention the symbol would be undefined whenever , and the theorem would have to carry a monotonicity hypothesis it does not need.
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Two integrability facts are checked, not assumed. That is integrable is If is integrable on with values in and is continuous on , then is integrable with the hypotheses in the order that theorem requires — the continuous function is the outer one — and that the product with is integrable is the product clause of If are integrable on then so are , , , and , and . Neither is automatic, and the companion page's false statement is exactly the claim that the first of them survives weakening to an integrable function.
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Where the more familiar hypotheses sit. If is continuously differentiable then is integrable automatically, and if is in addition strictly monotone then the substitution can be read in either direction; neither refinement is needed above, and neither is claimed.
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Forward reference, orientation only. The false statement that weakens the continuity of to integrability is FALSE: in the substitution theorem the continuity of may be weakened to integrability, still being integrable ↗ on the companion page; nothing above depends on it.
Bonnet's second mean value theorem: for monotone and integrable on there is with
Statement
Let be reals, let be monotone, that is nondecreasing or nonincreasing (Nondecreasing, increasing (strictly increasing), nonincreasing, decreasing, monotone and strictly monotone real functions on a subset of , with the dictionary to monotone sequences), and let be integrable (The lower and upper Darboux integrals of a bounded on as and , Darboux integrability as their equality, and the notation ). Then is integrable and there is with
No differentiability and no continuity of is assumed. A monotone function may be discontinuous at infinitely many points and is still integrable (A monotone function on is Riemann integrable: for the uniform partition into parts the upper minus lower sum telescopes to ), and the proof below uses only that its increments over the subintervals of a partition all have the same sign. This is the general form; the version usually proved by integration by parts needs continuously differentiable, which is a strictly stronger hypothesis.
Facts & Assumptions
Given: Reals , a monotone , an integrable , and a real . Write for the integral function of , and fix a real with for every .
A monotone function on is bounded and integrable there (A monotone function on is Riemann integrable: for the uniform partition into parts the upper minus lower sum telescopes to , Nondecreasing, increasing (strictly increasing), nonincreasing, decreasing, monotone and strictly monotone real functions on a subset of , with the dictionary to monotone sequences, Lower bound, bounded below, bounded set); an integrable function is bounded, so exists (For bounded on and a partition : the infimum and supremum of on the -th subinterval, and the lower and upper Darboux sums and ).
Products of integrable functions are integrable, as are absolute values, and for (If are integrable on then so are , , , and , and ).
is defined on , , for all in either order, and is continuous on (The integral function of an integrable , The integral function of a bounded integrable is Lipschitz, hence uniformly continuous, For : is integrable on if and only if it is integrable on and on , and then ; with the oriented form for arbitrary , The integral with oriented limits: and , Continuity of at a point of and on : the - condition, its agreement with at a limit point, and continuity at an isolated point).
is compact and nonempty, so a continuous real function on it attains a minimum and a maximum, and its image is exactly the closed interval between them (Heine-Borel by bisection: every closed bounded interval is compact, Open cover, subcover, compact subset of (every open cover has a finite subcover), and sequentially compact subset, Extreme value theorem: a continuous real function on a nonempty compact subset of attains a greatest and a least value, The image of an interval under a continuous real function is order-convex, hence an interval, and the image of a closed bounded interval is a closed bounded interval, Maximum and minimum of a set, Intervals of : the nine order-convex forms, nondegeneracy, and length).
Abel summation by parts: with , for every one has (Abel summation by parts: with one has for every , Series, partial sums, convergence and the sum, divergence, and the tail series).
Finite sums: additivity, scaling, splitting with the shift , monotonicity in the terms, and telescoping (Finite sums and finite products, by recursion, Laws of finite sums and finite products).
For a partition of : , , for , for , , and with for (Partition of as a finite strictly increasing list , its subintervals and their lengths, its mesh, refinement, and the common refinement of two partitions, For bounded on and a partition : the infimum and supremum of on the -th subinterval, and the lower and upper Darboux sums and ).
Riemann's criterion for the integrable : 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 ).
Linearity and monotonicity of the integral, and for a constant (Integrable functions on form a set closed under sums and scalar multiples, and , If on and both are integrable then ; and , If on then for every partition ; in particular every constant function is integrable, with ).
Absolute value and ordered-field arithmetic: is equivalent to , multiplying an inequality by a positive real preserves it and by a negative real reverses it, the order is total and transitive, and a real that is for every real is (Basic properties of the absolute value, Absolute value in an ordered field, Ordered field, Complete ordered field (least-upper-bound property)).
Proof
is bounded and integrable by [L1], so is integrable by [L2]; put , so and by [L3] applied to .
is continuous on , so by [L4] there are with , and .
Put and, for a partition of , put for . By [L6], ; and all the are when is nondecreasing and all are when is nonincreasing, by [L7] and Nondecreasing, increasing (strictly increasing), nonincreasing, decreasing, monotone and strictly monotone real functions on a subset of , with the dictionary to monotone sequences.
The case . Then , and monotonicity forces for every , since lies between and ; so by [L9], while the right-hand side at is by [L3]. The theorem holds with .
Abel summation on a partition. Let be any partition of . Apply [L5] with and , noting for every by [L7]. By [L6], , since .
approximates . For one has by [L3], so by [L9] the -th term of equals .
So, writing , [L5] gives , where .
For both and lie in , so ; hence by [L2] and [L9], .
By [L6], , and ; so, putting , step 3.1 reads .
Summing over with [L6], and telescoping , gives .
is for some , when . By step 1.2, for every . If is nondecreasing then , so , and summing with [L6] and step 1.3 gives with ; if is nonincreasing then , so , and summing gives with . Dividing by in the first case, and by the negative with the inequalities reversed in the second, gives in both.
The case . Put . By step 4.1, for every partition , where .
By [L8] fix a partition with , a positive real; then step 4.2 and step 6.1 give , so .
Since by step 5.1, it follows that ; as was arbitrary, .
By step 1.2, , so there is with .
Then , and with by [L3]; this is the stated identity.
The cases and are exhaustive, so the theorem holds in both.
Remarks
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The published summation-by-parts lemma was matched to its own indexing before it was used. Abel summation by parts: with one has for every reads with , so and the boundary value is , not . Taking rather than is what makes that boundary value ; and the shifted sum on the right is a sum over whose missing term is , because the integral function vanishes at its base point. Both observations are step 3.1 and step 4.1, and the theorem would be off by a term without either.
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The passage to the limit is an estimate, not a Riemann-sum convergence theorem. Step 4.2 bounds by for every partition, and the integrability of alone drives the right-hand side to . No tagged partition, no mesh condition and no appeal to The Darboux and Riemann definitions agree: a bounded on is Darboux integrable with integral if and only if for every real there is a real such that for every tagged partition of mesh below is involved, and the approximating sums are not Riemann sums of .
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What is not proved here. Nothing is claimed about lying in the open interval, and nothing about the sharper form in which is assumed nonnegative and nonincreasing, where the conclusion becomes . That refinement needs the one-sided normalisation of at and is not used anywhere on this page.
A continuous on with is identically
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) with for every and
Then for every .
This is the exact repair of a published false statement. Without continuity the conclusion fails: FALSE: a nonnegative Riemann integrable function on with is identically zero, on the companion page of The Riemann Integral, exhibits a nonnegative integrable function with integral that is positive at every rational point. The remark there says that the continuous case is true and that its proof was not available at that point in the reading order, because additivity over subintervals had not been proved. It is proved now (For : is integrable on if and only if it is integrable on and on , and then ; with the oriented form for arbitrary ), and this item is that proof.
Facts & Assumptions
Given: Reals and a continuous with on and .
There is with .
is integrable on and on every closed subinterval with distinct endpoints (A continuous function on is Riemann integrable, by Heine-Cantor and Riemann's criterion, A function integrable on is integrable on every closed subinterval, The lower and upper Darboux integrals of a bounded on as and , Darboux integrability as their equality, and the notation ).
Continuity at : for every real there is a real such that every with satisfies (Continuity of at a point of and on : the - condition, its agreement with at a limit point, and continuity at an isolated point).
Additivity: for , , the degenerate pieces being (For : is integrable on if and only if it is integrable on and on , and then ; with the oriented form for arbitrary , claim 3, The integral with oriented limits: and ).
If is integrable on with then ; and if there then (If on and both are integrable then ; and , If on then for every partition ; in particular every constant function is integrable, with ).
Ordered-field arithmetic and minima: the order is total and transitive, and are reals lying appropriately, a product of two positive reals is positive, and adding constants preserves inequalities (Maximum and minimum of a set, Ordered field, Complete ordered field (least-upper-bound property), Intervals of : the nine order-convex forms, nondegeneracy, and length).
Proof
Suppose, for contradiction, that does not vanish identically; since , this gives with , which is [A1].
By [L2] with , fix a real such that every with satisfies , hence .
Put and . Then , and .
: indeed , and would force , hence and , so and , contradicting .
Every satisfies , so there by step 1.2.
Hence by [L4] and step 3.1.
By [L3] and [L4], , the first and third pieces being because there, or when degenerate.
This contradicts the hypothesis , so no such exists and for every .
Remarks
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The nonnegativity on the two outer pieces is cited, not assumed away. The usual one-line version writes "so " without saying why; what makes that step legitimate is that on and on too, so both of those integrals are (If on and both are integrable then ; and ). Without a sign hypothesis outside the argument would fail.
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The case where is an endpoint is covered by the construction, not by a case split. Taking and as a maximum and a minimum with and makes a one-sided neighbourhood of when or , and step 3.1 is what checks that it is still nondegenerate.
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Continuity is used only at the single point . The proof needs no uniform continuity and no continuity anywhere else, so the statement could be sharpened to: a nonnegative integrable with vanishes at every point of continuity. That sharpening is not asserted as a separate clause because nothing on this page uses it.
The integral test: for nonincreasing on , converges if and only if the sequence is bounded, with
Statement
Let be nonincreasing (Nondecreasing, increasing (strictly increasing), nonincreasing, decreasing, monotone and strictly monotone real functions on a subset of , with the dictionary to monotone sequences) with for every . For write
which is defined for every : for the restriction of to is monotone, hence bounded and integrable (A monotone function on is Riemann integrable: for the uniform partition into parts the upper minus lower sum telescopes to ), and (The integral with oriented limits: and ). Here inside the integral means the canonical natural (The canonical natural of a field), as everywhere in this library. Let be the partial sums of (Series, partial sums, convergence and the sum, divergence, and the tail series, Finite sums and finite products, by recursion), the index ranging over , which contains . Then:
- The bracket. For every ,
- The test. is nondecreasing, and converges if and only if the set is bounded above (Lower bound, bounded below, bounded set).
The conclusion is about a sequence of proper integrals, and that is deliberate. This library has not defined at this point in the reading order — improper integrals are developed on a later page — so the statement that a reader may expect, " converges if and only if converges", is not available and is not made. What is proved is the statement above, which is what that one abbreviates; the later page is where the two are identified.
The index starts at . Both the sum and the integral begin at , because contains and a sequence is a function on (Sequences of reals: bounded, eventually, frequently, tails, subsequences). The classical statement, which starts at , is the statement about the first tail of and is not the statement above.
Facts & Assumptions
Given: A nonincreasing with , and the notation , for .
A monotone function on a closed bounded interval with distinct endpoints is bounded and integrable there, as is its restriction to any closed subinterval with distinct endpoints (A monotone function on is Riemann integrable: for the uniform partition into parts the upper minus lower sum telescopes to , A function integrable on is integrable on every closed subinterval, Nondecreasing, increasing (strictly increasing), nonincreasing, decreasing, monotone and strictly monotone real functions on a subset of , with the dictionary to monotone sequences, The lower and upper Darboux integrals of a bounded on as and , Darboux integrability as their equality, and the notation ).
If on with and is integrable there, then (If on and both are integrable then ; and , If on then for every partition ; in particular every constant function is integrable, with ).
Additivity over adjacent intervals, in the oriented form valid for arbitrary points (For : is integrable on if and only if it is integrable on and on , and then ; with the oriented form for arbitrary , claim 3, The integral with oriented limits: and ).
Finite sums: telescoping , splitting, additivity, and monotonicity in the terms (Finite sums and finite products, by recursion, Laws of finite sums and finite products).
For a sequence of nonnegative reals, the partial sums are nondecreasing and converges if and only if the set of partial sums is bounded above (A series of nonnegative terms converges iff its partial sums are bounded, and then the sum is their supremum, Series, partial sums, convergence and the sum, divergence, and the tail series, Sequences of reals: bounded, eventually, frequently, tails, subsequences).
, , and is nondecreasing on (The canonical natural of a field, Canonical naturals are positive and strictly increasing).
Ordered-field arithmetic: the order is total and transitive, and adding constants preserves inequalities (Ordered field, Complete ordered field (least-upper-bound property), Intervals of : the nine order-convex forms, nondegeneracy, and length).
Proof
For the interval is nondegenerate of length by [L6], is integrable on it by [L1], and for every in it, being nonincreasing.
By [L3] and [L4], for every : writing , each summand is and the sum telescopes to .
By [L4], , since splitting at index gives .
Hence for every , by [L2] with .
Summing step 2.1 over with [L4] gives , which is the left half of claim 1.
is nondecreasing: by step 1.2 and [L2], since .
So by step 3.1 and step 1.3; and because , so , which is the right half of claim 1.
If converges, then by [L5] the partial sums are bounded above, say for every , and step 3.1 gives ; so the set of is bounded above.
If the set of is bounded above, say by a real , then for every by step 4.1, so the partial sums are bounded above and converges by [L5], the terms being nonnegative.
Steps 5.1 and 4.2 are the two implications of claim 2, and step 3.2 is its first clause; claim 1 is steps 3.1 and 4.1.
Remarks
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Why the bracket is stated with and not with a tail. The two sums in step 3.1 differ by exactly the first term and the last term ; the clean two-sided statement that survives at every , including where it reads , is the one displayed in claim 1.
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The version beginning at is a statement about a tail. For the family the same argument on gives , and convergence of the two series is equivalent by A series converges iff each of its tail series converges, and the sum splits as plus the -th tail. Nothing above silently starts at , and a reader comparing with a classical text should check which convention that text uses for .
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Monotonicity of is used exactly twice, in step 1.1, to bracket on a unit interval by its two endpoint values, and through A monotone function on is Riemann integrable: for the uniform partition into parts the upper minus lower sum telescopes to to know that is integrable on at all. Nonnegativity is used in three named places: to make nondecreasing in step 3.2, to pass from to in step 4.1, and to apply A series of nonnegative terms converges iff its partial sums are bounded, and then the sum is their supremum, whose own hypothesis is that the terms are nonnegative. No claim is made here about what happens to the test if that hypothesis is dropped.
Conventions of this page, and which sharpenings of the integral are taken up later in the reading order
This item is the ledger of the page: what "integrable" means here, what the orientation convention costs, what the page spends in choice, and which sharpenings of the integral belong to later pages rather than to this one. It establishes no theorem and serves only as a conventions and reading-order ledger.
1. One integral, under two names
"Integrable" on this page means Darboux integrable in the sense of The lower and upper Darboux integrals of a bounded on as and , Darboux integrability as their equality, and the notation , and is the common value of the lower and upper Darboux integrals. By The Darboux and Riemann definitions agree: a bounded on is Darboux integrable with integral if and only if for every real there is a real such that for every tagged partition of mesh below that is the same class of functions with the same value as Riemann's own definition by tagged partitions of small mesh, so the two words are used interchangeably, as they are in the literature. No other integral is defined or used by a proof on this page or its companion.
2. The orientation convention, and the statements whose form depends on it
The integral with oriented limits: and extends the notation by and for . It is notation, not a new integral: the published definition is stated under the standing hypothesis and simply says nothing outside it.
Several statements on this page take their shape from that convention; three are worth naming, and no claim is made that they are the only ones.
- Additivity holds for every arrangement of three points. Claim 3 of For : is integrable on if and only if it is integrable on and on , and then ; with the oriented form for arbitrary is with no ordering assumed, and it is what makes The integral function of an integrable 's identity available in either order.
- Substitution keeps the limits in the order the map produces them. Substitution: if is differentiable on with integrable and is continuous on an interval containing , then writes without assuming monotone or injective, and is allowed.
- One inequality is not orientation-invariant, and that is a trap. The estimate of If are integrable on then so are , , , and , and is guaranteed only for ; at its right-hand side is while its left-hand side is . The form valid for every pair is , and that item states both.
3. What the page spends in choice
Nothing on this page introduces a new use of a choice principle. Every step that instantiates an existential statement does so finitely many times, which is ordinary first-order reasoning. The one place where a reader might expect a selection is The second fundamental theorem: if is differentiable on with and is integrable, then : the classical proof picks a mean-value point in each subinterval of a partition and assembles a Riemann sum, and the proof given here does not, deriving instead the per-index inequality and summing it. The same discipline is followed in Bonnet's second mean value theorem: for monotone and integrable on there is with , where the approximating sums are built from the values of the integral function at the partition points and no tags are chosen.
Choice does enter through published items that name their own cost, and those costs are inherited unchanged, not added to: Heine-Cantor in : a continuous real function on a compact subset of is uniformly continuous, proved -natively from sequential compactness spends countable choice once, and every item here that rests on A continuous function on is Riemann integrable, by Heine-Cantor and Riemann's criterion or on If is integrable on with values in and is continuous on , then is integrable inherits that single use. Lebesgue's criterion for Riemann integrability: a bounded on is Riemann integrable if and only if its set of discontinuities has measure zero spends countable choice once in the half that goes from integrability to the discontinuity set being null, and the companion page uses that half; that use too is inherited and not new. The choice ledger of the previous page, 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, records the costs of the published items themselves.
4. Index conventions
contains ; a sequence is a function on ; and a partition of is indexed from , its first subinterval being . Consequently The integral test: for nonincreasing on , converges if and only if the sequence is bounded, with is stated with both the sum and the integral beginning at , and its bracket carries the term ; the classical form beginning at is a statement about a tail, and this page does not silently substitute one for the other. A natural number multiplying or dividing a real always stands for its canonical natural.
5. What is taken up later in the reading order
Stated as reading order, and as no claim at all about what this library currently proves.
- Higher derivatives, and Taylor's theorem with the integral remainder. The integral remainder is an application of If are differentiable on with integrable, then and needs derivatives of order . The later Darboux/L'Hopital/Taylor page proves the Peano, Lagrange, Cauchy and Schlomilch-Roche forms but explicitly excludes the integral remainder. It is therefore absent from the current library, with no later published page assigned to it; this is a statement about the present reading order, not a theorem about Taylor remainders.
- Bounded variation and the Riemann–Stieltjes integral. The later bounded-variation page builds total variation, Jordan decomposition and the Riemann–Stieltjes integral. None is available at this point in the reading order, so nothing on the present page uses it.
- Improper integrals. is not defined anywhere in this library at this point in the reading order, which is why The integral test: for nonincreasing on , converges if and only if the sequence is bounded, with concludes with the boundedness of the sequence instead. Identifying the two is what that later page is for.
- Interchanging a limit with an integral. Pointwise convergence licenses nothing: the companion page's Continuous pointwise on with for every ↗ exhibits continuous pointwise on with for every . What repairs it — uniform convergence, or a domination hypothesis — is not proved on this page and nothing here asserts any version of it.
6. Two results a reader will want next, which this library records but does not prove
Both are recorded elsewhere as results the library does not establish, and they are mentioned here for orientation only; nothing on this page or its companion rests on either.
- The sharp fundamental theorem of calculus (absolute continuity) ‡ — the sharp form of the fundamental theorem: the absolutely continuous functions are exactly those for which exists almost everywhere, , and for every . The two counterexamples on the companion page, The sign function is Riemann integrable on and has no primitive there ↗ and A function differentiable on whose derivative is unbounded, hence not Riemann integrable ↗, are precisely the two ways the naive form fails, and that sharp form is the answer.
- Dominated convergence theorem ‡ — the theorem that licenses interchanging a limit with an integral under a domination hypothesis, and the natural sequel to the spike counterexample above.
5 · Examples, counterexamples and false statements
None yet.
Sources
Standard references
Recommended treatments; not extraction sources.
- Riemann integral (Wikipedia)
- W. Rudin, Principles of Mathematical Analysis, 3rd ed., Ch. 6
- Encyclopedia of Mathematics, Integral calculus
- Darboux integral (Wikipedia)
- J. Lebl, Basic Analysis I, Properties of the Riemann integral
- Carnegie Mellon 21-269, Riemann integration notes
- Springer article on compositions of Riemann-integrable functions
- Mean value theorem (Wikipedia)
- Fundamental theorem of calculus (Wikipedia)
- J. Lebl, Basic Analysis I, Fundamental theorem of calculus
- Lipschitz continuity (Wikipedia)
- Antiderivative (Wikipedia)
- Integration by parts (Wikipedia)
- Integration by substitution (Wikipedia)
- Summation by parts (Wikipedia)
- Encyclopedia of Mathematics, Lebesgue integral
- MIT 18.100, problem-set solutions on the Riemann integral
- Integral test for convergence (Wikipedia)
- W. Rudin, Principles of Mathematical Analysis, 3rd ed., Ch. 3
- J. Lebl, Basic Analysis I, Improper Riemann integrals