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=minx[xi1,xi]f(x) and Mi=maxx[xi1,xi]f(x). By the Extreme Value theorem Mi,mi are well defined. We approximate f with step functions:
g=m1χ[x0,x1]+ni=2miχ(xi1,xi]h=M1χ[x0,x1]+ni=2Miχ(xi1,xi]
It is easily seen that they satisfy the "step function approximation" and as 0bahgϵ (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 ε>0 and Nε the smallest nN such that
1n(ba)(f(b)f(a))ε
For nmax{2,Nε} consider the following partition of [a,b]:

$$
\mathcal{P}=\{a=x_0Set
A_i={[x0,x1] for i=0(xi,xi+1] for 1in1
Since$f$isstrictlyincreasingforeach$i{0,,n1}$wehave
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}
wehave

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
ba(hg)=n1i=0(f(xi+1)f(xi))baχAi=n1i=0(f(xi+1)f(xi))(xi+1xi)=bann1i=0(f(xi+1)f(xi))=1n(ba)(f(b)f(a))1Nε(ba)(f(b)f(a))ε.


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