Tuesday, 19 July 2016

calculus - Proof that monotone functions are integrable with the classical definition of the Riemann Integral




Let f:[a,b]R be a monotone function (say strictly increasing).



Then, do for every ϵ>0 exist two step functions h,g so that gfh and 0hgϵ?



Does there exist some closed form of these functions like the one below?



I encountered the problem when trying to prove the Riemann Integrability of monotone functions via the traditional definition of the Riemann Integral (not the one with Darboux sums). The book I am reading proves that a continuous function is integrable via the process below:



Let $\mathcal{P}=\left\{ a=x_0<... be a partition of [a,b]. Define mi=min and M_i=\max_{x\in [x_{i-1},x_i]}f(x). By the Extreme Value theorem M_i,m_i are well defined. We approximate f with step functions:
\begin{gather}g=m_1\chi_{[x_0,x_1]}+\sum_{i=2}^nm_i\chi_{(x_{i-1},x_i]}\\ h=M_1\chi_{[x_0,x_1]}+\sum_{i=2}^nM_i\chi_{(x_{i-1},x_i]}\end{gather}
It is easily seen that they satisfy the "step function approximation" and as 0\le \int_a^bh-g\le \epsilon (uniform continuity) by a previous theorem f is integrable.



The book then goes on to generalise by discussing regulated functions. I would like however to see a self contained proof similar to the previous one if f is monotone. This question is reduced to the two questions asked in the beggining of the post


Answer



Let \varepsilon>0 and N_\varepsilon the smallest n \in \mathbb{N} such that
\frac{1}{n}(b-a)(f(b)-f(a)) \le \varepsilon
For n \ge \max\{2,N_\varepsilon\} consider the following partition of [a,b]:

$$
\mathcal{P}=\{a=x_0 Set
A_i=\begin{cases} [x_0,x_1] & \text{ for } i=0\\ (x_i,x_{i+1}]& \text{ for } 1 \le i \le n-1 \end{cases}
Since $f$ is strictly increasing for each $i \in \{0,\ldots,n-1\}$ we have
f(x_i) \le f(x) \le f(x_{i+1}) \quad \forall\ x_i \le x \le x_{i+1}.
Setting
h=\sum_{i=0}^{n-1}f(x_{i+1})\chi_{A_i},\ g=\sum_{i=0}^{n-1}f(x_i)\chi_{A_i}
we have

g(x)\le f(x) \le h(x) \quad \forall\ x \in [a,b],
and
h(x)-g(x)=\sum_{i=0}^{n-1}\Big(f(x_{i+1})-f(x_i)\Big)\chi_{A_i}(x)>0 \quad \forall\ x \in [a,b].
$$
In addition
\begin{eqnarray} \int_a^b(h-g)&=&\sum_{i=0}^{n-1}(f(x_{i+1})-f(x_i))\int_a^b\chi_{A_i}=\sum_{i=0}^{n-1}(f(x_{i+1})-f(x_i))(x_{i+1}-x_i)\\ &=&\frac{b-a}{n}\sum_{i=0}^{n-1}(f(x_{i+1})-f(x_i))=\frac{1}{n}(b-a)(f(b)-f(a))\\ &\le&\frac{1}{N_\varepsilon}(b-a)(f(b)-f(a))\le \varepsilon. \end{eqnarray}


No comments:

Post a Comment

real analysis - How to find lim_{hrightarrow 0}frac{sin(ha)}{h}

How to find \lim_{h\rightarrow 0}\frac{\sin(ha)}{h} without lhopital rule? I know when I use lhopital I easy get $$ \lim_{h\rightarrow 0}...