Thursday, 4 August 2016

real analysis - f continous at x0 limh0x0+hx0fracf(t)h=f(x0)



The function f:ℝ→ℝ is continuous on x_0\inℝ.
Prove using the definition of a Darboux Integral that
\lim_{h→0}∫_{x_0}^{x_0+h}\frac{f(t)}{h}=f(x_0)



I'm a first grade math student following an analysis course. The book that is used is Elementary Analysis by Ross.




Definitions




  1. The upper Darboux sum U(f,P) of f with respect to a partition P is the sum
    U(f,P)=∑_{k=1}^nM(f,[t_{k-1},t_k])(t_k-t_{k-1})


  2. The lower Darboux sum L(f,P) of f with respect to a partition P is the sum
    L(f,P)=∑_{k=1}^nm(f,[t_{k-1},t_k])(t_k-t_{k-1})


  3. f is continuous at x_0∀ε>0,∃δ>0,(|x-x_0|<δ ⇒ |f(x)-f(x_0)|<ε)

  4. Let f be a function defined on on J-\{a\} for some interval J containin a, and let L be a real number. Then \lim_{x→a}f(x)=L if and only if

    ∀ε>0,∃δ>0,(0<|x-a|<δ⇒|f(x)-L|<ε)



Can someone check if this is an correct proof ?



Proof



Let ε>0. Then there exist an δ>0, such that: |x-x_0|<δ ⇒ |f(x)-f(x_0)|<ε.
Let 0<|h-0|<δ. If x\in[x_0,x_0+h] then x\in(x_0-δ,x_0+δ), then |f(x)-f(x_0)|<ε, then |\frac{f(x)}{h}-\frac{f(x_0)}{h}|<\frac{ε}{h}.




Therefore:
\begin{equation*} m ( \frac{f(x)}{h},[x_0,x_0+h]) \cdot (x_0+h - x_0) ≥ \frac{f(x_0)-ε}{h} \cdot h = f(x_0)-ε \end{equation*}
\begin{equation*} M ( \frac{f(x)}{h},[x_0,x_0+h]) \cdot (x_0+h - x_0) ≤ \frac{f(x_0)+ε}{h} \cdot h = f(x_0)+ε \end{equation*}



Therefore we can conclude that for a partition P of [x_o,x_0+h]




\begin{equation*}
f(x_0)-ε< L(f,P)≤∫_{x_0}^{x_0+h}\frac{f(t)}{h}≤U(f,P)\end{equation*}
QED


Answer



What you did is correct. Here is a simpler, but not by definition, proof:



Let F(h)=\int_{x_0}^{x_0+h}f(x)\, dx. Since f is continuous at x_0 by the 1st FTC, F^{\prime}(0)=f(h). Therefore,,
\lim_{h\to 0}\frac{F(h)}{h}=\lim_{h\to 0}\frac{F(h)-F(0)}{h}=F^{\prime}(0)=f(x_0)
Again, this is a not by definition proof.



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