Remarks

𝑏𝑏 𝑏𝑏�
1. 𝑚𝑚(𝑏𝑏 − 𝑎𝑎) ≤ 𝐿𝐿(𝑓𝑓, 𝑃𝑃) ≤ ∫𝑎𝑎� 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 ≤ ∫𝑎𝑎 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 ≤ 𝑈𝑈(𝑓𝑓, 𝑃𝑃) ≤ 𝑀𝑀(𝑏𝑏 − 𝑎𝑎), ∀𝑃𝑃.
2. Let 𝑃𝑃 ⊆ 𝑄𝑄. Then 𝑈𝑈(𝑓𝑓, 𝑄𝑄) ≤ 𝑈𝑈(𝑓𝑓, 𝑃𝑃) and 𝐿𝐿(𝑓𝑓, 𝑄𝑄) ≥ 𝐿𝐿(𝑓𝑓, 𝑃𝑃).
3. Let 𝑃𝑃 ⊆ 𝑄𝑄. Then 𝑈𝑈(𝑓𝑓, 𝑄𝑄) − 𝐿𝐿(𝑓𝑓, 𝑄𝑄) ≤ 𝑈𝑈(𝑓𝑓, 𝑃𝑃) − 𝐿𝐿(𝑓𝑓, 𝑃𝑃).
4. Let 𝑄𝑄 = 𝑃𝑃1 ∪ 𝑃𝑃2 . Then 𝑈𝑈(𝑓𝑓, 𝑄𝑄) − 𝐿𝐿(𝑓𝑓, 𝑄𝑄) ≤ 𝑈𝑈(𝑓𝑓, 𝑃𝑃1 ) − 𝐿𝐿(𝑓𝑓, 𝑃𝑃2 ).
𝑏𝑏� 𝑏𝑏
5. ∫𝑎𝑎 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 ≤ 𝑈𝑈(𝑓𝑓, 𝑃𝑃), ∫𝑎𝑎� 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 ≥ 𝐿𝐿(𝑓𝑓, 𝑃𝑃) ≤ ∀𝑃𝑃, 𝑃𝑃 is a partition of [𝑎𝑎, 𝑏𝑏].
𝑏𝑏� 𝑏𝑏
6. ∫𝑎𝑎 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 − ∫𝑎𝑎� 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 ≤ 𝑈𝑈(𝑓𝑓, 𝑃𝑃) − 𝐿𝐿(𝑓𝑓, 𝑃𝑃), ∀𝑃𝑃, 𝑃𝑃 is a partition of [𝑎𝑎, 𝑏𝑏].
𝑏𝑏�
7. ∀𝜖𝜖 > 0 , ∃𝑃𝑃, 𝑈𝑈(𝑓𝑓, 𝑃𝑃) < ∫𝑎𝑎 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 + 𝜖𝜖
𝑏𝑏�
8. ∀𝜖𝜖 > 0 , ∃𝑃𝑃, 𝐿𝐿(𝑓𝑓, 𝑃𝑃) > ∫𝑎𝑎 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 − 𝜖𝜖

Examples of bounded functions on closed intervals that are not R-integrable

1, 𝑥𝑥 ∈ 𝑄𝑄
1. The function 𝑓𝑓: [0,1] → 𝑅𝑅 defined by 𝑓𝑓(𝑥𝑥) = � is not Riemann integrable on
0, 𝑥𝑥 ∉ 𝑄𝑄
[0,1].
𝑝𝑝, 𝑥𝑥 ∈ 𝑄𝑄
2. The function 𝑓𝑓: [0,1] → 𝑅𝑅 defined by 𝑓𝑓(𝑥𝑥) = � , 𝑝𝑝 ≠ 𝑞𝑞 is not Riemann integrable
𝑞𝑞, 𝑥𝑥 ∉ 𝑄𝑄
on [0,1].

Theorem
A necessary and sufficient condition for a bounded function 𝑓𝑓 to be integrable on [𝑎𝑎, 𝑏𝑏] is that for
each 𝜖𝜖 > 0, there exists a partition 𝑃𝑃 of [𝑎𝑎, 𝑏𝑏] for which 𝑈𝑈(𝑓𝑓, 𝑃𝑃) − 𝐿𝐿(𝑓𝑓, 𝑃𝑃) < 𝜖𝜖.

Proof
Let ∀𝜖𝜖 > 0, ∃𝑃𝑃 , a partition of [𝑎𝑎, 𝑏𝑏] such that 𝑈𝑈(𝑓𝑓, 𝑃𝑃) − 𝐿𝐿(𝑓𝑓, 𝑃𝑃) < 𝜖𝜖.
𝑏𝑏� 𝑏𝑏
∴ � 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 − � 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 ≤ 𝑈𝑈(𝑓𝑓, 𝑃𝑃) − 𝐿𝐿(𝑓𝑓, 𝑃𝑃) < 𝜖𝜖.
𝑎𝑎 𝑎𝑎�

𝑏𝑏� 𝑏𝑏
Since 𝜖𝜖 > 0 is arbitrary, ∫𝑎𝑎 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 − ∫𝑎𝑎� 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 = 0.
𝑏𝑏� 𝑏𝑏
Thus, ∫𝑎𝑎 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 = ∫𝑎𝑎� 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 .

Conversely, let 𝑓𝑓 ∈ 𝑅𝑅[𝑎𝑎, 𝑏𝑏].

Let 𝜖𝜖 > 0.
There exist partitions 𝑃𝑃1 and 𝑃𝑃2 of [𝑎𝑎, 𝑏𝑏] such that
𝑏𝑏� 𝜖𝜖 𝑏𝑏 𝜖𝜖
𝑈𝑈(𝑓𝑓, 𝑃𝑃1 ) < ∫𝑎𝑎 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 + and 𝐿𝐿(𝑓𝑓, 𝑃𝑃2 ) > ∫𝑎𝑎 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 − .
2 2

Let 𝑃𝑃 = 𝑃𝑃1 ∪ 𝑃𝑃2 .

∴ 𝑈𝑈(𝑓𝑓, 𝑃𝑃) − 𝐿𝐿(𝑓𝑓, 𝑃𝑃) ≤ 𝑈𝑈(𝑓𝑓, 𝑃𝑃1 ) − 𝐿𝐿(𝑓𝑓, 𝑃𝑃2 ) < 𝜖𝜖.

June 1, 2019 (Monday)