MATH 315 - Fall 2010

Riemann Integration: ver 5 (December 5, 2010)

Basic Denitions
Denition 1 Let [a, /] R with a < /. A partition 1 of [a, /] is an ordered list of nitely many numbers
in [a, /] starting with a and ending with /. Thus 1 = {r
0
, r
1
, . . . , r
n
} with a = r
0
< r
1
< < r
n
for
some : N. We call : the size of the partition 1. We denote by P [a, /] the collection of all partitions of
[a, /] . For a given partition 1, the mesh or norm of 1, which we denote by k1k is the length of the longest
subinterval [r
I1
, r
I
] , i = 1, 2, . . . , :. Thus
k1k = max {r
I
r
I1
: i = 1, 2, . . . , :}
Denition 2 (The Riemann Integral) Let ) : [a, /] R and suppose 1 be a partition of [a, /] . Set
o (), 1) =
n
P
I=1
) (a
I
)
I
r
where
I
r = r
I
r
I1
and a
I
is any point in [r
I1
, r
I
] , i = 1, 2, . . . , : We call o (), 1) a Cauchy sum and
{a
I
} evaluation points of the partition 1. If there exixts a number 1 such that for every error 1, there
exists 1,: so that |o (), 1) 1| < 1, whenever 1 P [a, /] with k1k < 1,:, Thus 1 is the limit
lim
k1k0
o (), 1) = 1
When the limit exists we say that ) is Riemann integrable on [a, /] . In this event we write ) R[a, /] .
The limit 1 is called the Riemann integral of ) on [a, /] and is commonly denoted by
Z
b
o
)
Remark 3 The symbol
R
b
o
) represents the limit in Denition 2. We employ this symbol and NOT the
traditional
R
b
o
) (r) dr because the latter suggests something more than the limit dened above. In particular,
we will see later on the important role the symbol dr plays.
Observe that the limit
R
b
o
) is independent of the choice of the partition 1 and the points {a
I
}. In practice
it is extremely dicult to show that this limit exists. It is even more dicult to compute the limit even for
the simplest of functions. On the other hand the denition of Riemann integrability would seem to force
some properties on an arbitrary function ). In fact the denition requires ) to be bounded on [a, /] .
Theorem 4 If ) R[a, /] , then ) is bounded on [a, /] .
Proof. Let = 1. By denition 2 there exists 1,: such that whenever 1 = {r
0
, r
1
, . . . , r
n
} is any partition
partition with k1k < 1,:k1k < 1,:, we must have

n
P
I=1
) (a
I
)
I
r
R
b
o
)

< 1, = 1 Hence
Z
b
o
) 1 <
n
P
I=1
) (a
I
)
I
r <
Z
b
o
) + 1
It follows that

n
P
I=1
) (a
I
)
I
r

<

Z
b
o
)

+ 1 (1)
Suppose ) is not bounded on [a, /] . There must exist i
0
{1, 2, . . . , :} such that ) is unbounded on [r
I
0
1
, r
I
0
] .
However

n
P
I=1
) (a
I
)
I
r

) (a
I
0
)
I
0
r +
n
P
I=1
I6=I
0
) (a
I
)
I
r

1
If we think of the term on the right side of the last equation as having the form |n +| , then using a variation
of the
1
yields |n +| ||n| ||| . Thus we obtain

n
P
I=1
) (a
I
)
I
r

) (a
I
0
)
I
0
r +
n
P
I=1
I6=I
0
) (a
I
)
I
r

|) (a
I0
)
I0
|

n
P
I=1
I6=I0
) (a
I
)
I
r

|) (a
I0
)|
I0

n
P
I=1
I6=I
0
) (a
I
)
I
r

As a
I0
can be any evaluation point in [r
I01
, r
I0
] , we choose a
I0
to make |) (a
I0
)| as large as large as we wish
thereby contradicting the bound on
n
P
I=1
) (a
I
)
I
r from Eqn (1).
Now we proceed to develop theorems that make it easier to (1) determine necessary and sucient con-
ditions for the the Riemann integrability of a function ) : [a, /] R and (2) compute
R
b
o
).
We have seen already (Theorem 4) that a necessary condition for Riemann integrability is that ) be
bounded ) on [a, /] . Thus in order to prove that an arbitrary function is integrable on [a, /], at the very least
we assume that the function is bounded on [a, /] . Of course if the function has some property that implies
boundedness, like continuity, then it will automatically be bounded.
There are two special cases of the Cauchy sum. that enables us to more readily approximate the value
of a Riemann integral over the interval [a, /] .
Denition 5 Let ) : [a, /] R be a bounded function and let 1 be a partition of [a, /] . Set
'
I
= sup{) (r) : r [r
I1
, r
I
]} , :
I
= inf {) (r) : r [r
I1
, r
I
]} , , i = 1, 2, . . . , :
and
o

(), 1) =
n
P
I=1
'
I

I
r Upper Riemann Sum
o

(), 1) =
n
P
I=1
:
I

I
r Lower Riemann Sum
Next observe that the Cauchy sum o (), 1) is sandwiched between the Riemann sums:
o

(), 1) o (), 1) o
+
(), 1) (2)
Moreover
o
+
(), 1) o

(), 1) =
n
P
I=1
('
I
:
I
)
I
r (3)
The dierence given by Eqn (2) has a special name: the oscillation of ) on 1 and is denoted by Osc(), 1) ;
it measures the spread of the possible values of the Cauchy sum as indicated by Eqn (1). If Osc(), 1) is
small, then we know that o (), 1) is close to
R
b
o
).
Let us get rigorous now. Consider the set of all lower Riemann sums of ) for all possible partitions of
[a, /]

o

(), 1) : 1 P [a, /]

1
Write || = | + | | |+|| Replace with to get || | + |+|| = | + |+|| Hence | + | ||||
Interchange the roles of and to get | + | || || = (|| ||) Multiply the last inequality by 1 and use the rst
inequality to get | + | || || | + |
2
Since ) is bounded is bounded above by '(/ a) where ' = sup{) (r) : r [a, /]} (the special partition
1 = {a, /}). It follows that {o

(), 1) : 1 P [a, /]} has a least upper bound. Thus

o

()) := sup

(), 1) : 1 P [a, /]

(4)
exists.
A similar argument shows that set of all upper Riemann sums of ) for all possible partitions of [a, /]

o
+
(), 1) : 1 P [a, /]

is bounded below by :(/ a) where : = inf {) (r) : r [a, /]} It follows that {o
+
(), 1) : 1 P [a, /]} has
a greatest lower bound and thus
o
+
()) := inf

o
+
(), 1) : 1 P [a, /]

(5)
also exists. It follows from Eqns (2), (4) & (5) that
o

()) o
+
()) (6)
Properties of Partitions
If we add just a single point to a partition, the value of o
+
(), 1) decreases (not necessarily strictly) and the
value of o

(), 1) increases (not necessarily strictly) as the next lemma shows. We will need this property
later in order to determine a test criterion for Riemann integrability of a function ).
Lemma 6 Let 1 = {r
0
, r
1
, . . . , r
n
} be a partition of of [a, /] . Set 1
0
= 1 {.} , where . is any point in
[a, /] , . , 1. If ) is bounded on [a, /], then
o
+
(), 1) o
+
(), 1
0
) and o

(), 1) o

(), 1
0
)
Proof. Suppose . (r
|1
, r
|
) for some / {1, 2, . . . :} . Set
'
0
|
= sup{) (r) : r [r
|1
, .]}
'
0
|+1
= sup{) (r) : r [., r
|
]}
Since [r
|1
, .] [r
|1
, r
|
] , it follows that '
0
|
'
|
. Likewise since [., r
|
] [r
I1
, r
|
] , it follows that
'
0
|+1
'
|
. Consequently. Thus
o
+
(), 1) =
n
P
I=1
'
I

I
r =
n
P
I=1,I6=|
'
I

I
r +'
|

|
r
where this last sum is taken over all intervals except [r
I1
, r
|
] which is split o to add in the new value ..
Since
'
|

|
r = '
|
(r
|
. +. r
|1
) = '
|
(r
|
.) +'
|
(. r
|1
)
'
0
|
(r
|
.) +'
0
|+1
(. r
|1
)
It follows that
o
+
(), 1) =
n
P
I=1
'
I

I
r
n
P
I=1,I6=|
'
I

I
r +'
0
|
(r
|
.) +'
0
|+1
(. r
|1
) = o
+
(), 1
0
)
Similarly we can show that o

(), 1) o

(), 1
0
) .
Corollary 7 If 1, 1

P [a, /] with 1 1

, then
o

(), 1) o

(), 1

) o
+
(), 1

) o
+
(), 1)
3
Denition 8 When 1, 1

P [a, /] with 1 1

, we call 1

a renement of 1.
Remark 9 If 1
1
and 1
2
are any two partitions of [a, /] , then 1
1
1
2
is a renemnet of 1
1
and 1
1
1
2
is a
renement of 1
2
.
Corollary 10 If 1
1
, 1
2
P [a, /] , then
o

(), 1
1
) o

(), 1
1
1
2
) o
+
(), 1
1
1
2
) o
+
(), 1
2
)
Corollary 9 shows us that o

(), 1) is increasing with renements of 1 and o

+
(), 1) is decreasing with
renements of 1. Our goal is to drive o (), 1) to a single value by requiring Osc(), 1) 0 as k1k 0.
Riemann Integrability
If lim
k1k0
o (), 1) exists, Eqn (1) also implies that
R
b
o
) should be sandwiched between the sup and inf of
Eqn (3). This suggests a criterion (called the Darboux condition) for Riemann integrability of a bounded
function ) on [a, /].
Theorem 11 (Darboux Condition) Let ) : [a, /] R be a bounded function. Then ) R[a, /] if and only
if
sup

(), 1) : 1 P [a, /]

= inf

o
+
(), 1) : 1 P [a, /]

(7)
Proof. Suppose ) is integrable on [a, /] . Let N. Then by Denition 1 there exists : N such that if
1 P [a, /] with k1k < 1,:, then

n
P
I=1
) (a
I
)
I
r
R
b
o
)

<
1
2
for any choice of evaluation points {a
I
} . So for each i = 1, 2, . . . , :, select a
I
so that
'
I

1
2:
I
r
< ) (a
I
) '
I
where : is the size of the partition 1. This is possible because '
I
is the least upper bound of ) (r) where
r [r
I1
, r
I
] Then
'
I

1
2:
I
r
< ) (a
I
) '
I
+
1
2:
I
r
hence
|) (a
I
) '
I
| <
1
2:
I
r
Then

o
+
(), 1)
R
b
o
)

o
+
(), 1)
n
P
I=1
) (a
I
)
I
r +
n
P
I=1
) (a
I
)
I
r
R
b
o
)

o
+
(), 1)
n
P
I=1
) (a
I
)
I
r

n
P
I=1
) (a
I
)
I
r
R
b
o
)

n
P
I=1
'
I

I
r
n
P
I=1
) (a
I
)
I
r

+
1
2

n
P
I=1
|'
I
) (a
I
)|
I
r +
1
2
<
n
P
I=1
1
2:
I
r

I
r +
1
2
=
n
P
I=1
1
2:
+
1
2
=
1
2
n
P
I=1
1
:
+
1
2
=
1
2
+
1
2
=
1

Conversely suppose the Darboux condition, Eqn (7), is satised, we must show that lim
k1k0
o (), 1)
exists. Recall from Eqns (2) & (3) that we set o

()) = sup{o

(), 1) : 1 P [a, /]} and o

+
()) =
4
inf {o
+
(), 1) : 1 P [a, /]} . The denitions of inf and sup imply that for any error 1,, there exist
1
1
, 1
2
P [a, /] such that
o

())
1

< o

(), 1
1
) o

()) and o
+
()) o
+
(), 1
2
) < o
+
()) +
1

(8)
Set 1
0
= 1
1
1
2
, a renement of 1
1
and 1
2
. It follows that
o

())
1

< o

(), 1
1
) o

(), 1
0
) o

()) and o
+
()) o
+
(), 1
0
) o
+
(), 1
2
) < o
+
()) +
1

Since by hypothesis o

()) = o
+
()) , if we set 1 equal to this common value then
1
1

< o

(), 1
0
) o
+
(), 1
0
) < 1 +
1

(9)
According to Eqn (2) this last equation reduces to
1
1

< o (), 1
0
) < 1 +
1

(10)
L
S
+
(f,P
0
) S (f,P
0
)
Figure 1
Thus we have shown that given any error 1,, there exists a partition 1
0
that satises Eqn (9). But
weve yet to determine a 1,: criterion for k1
0
k to be small. In fact o

(), 1
0
) o (), 1) o
+
(), 1
0
)
need not be true if 1 isnt a renement of 1
0
. According to Strichartz we need to be able to "compare
the oscillation of ) on partitions 1 that are not necessarily renements of 1
0
, but are in some ways ner
than 1. We digress here to state a lemma of Strichartz (p. 221) and return to the proof of of the theorem
immediately thereafter. (The proof of the lemma can be found in Strichartz.)
Lemma 12 Let 1, Q P [a, /] . If kQk , the maximum length of the subintervals of Q, is less than the
minimum length of the subintervals of 1, then
o
+
(), Q) o

(), Q) 3

o
+
(), 1) o

(), 1)

That is if is the minimum length of the subintervals of a partition 1, and if Q is any other partition with
norm kQk < , then the oscillation of ) on Q is less than 3 oscillation of ) on 1.
We return to the proof of Theorem 11. Let denote the minimum length of the subintervals of the
partition 1
0
costructed above. Choose the smallest value of : N so that 1,: < . Then for any partition
Q P [a, /] with kQk < 1,:, Lemma 12 tells us that the spread of all the possible values of the Cauchy
sum o (), Q) lies between o

(), Q) and o
+
(), Q) which in turn lies between 3o

(), 1
0
) and 3o
+
(), 1
0
) .
Figure 1 provides a clue on how to proceed from here. In order to squeeze the the interval
[3o

(), 1
0
) , 3o
+
(), 1
0
)]
into the interval
[1 1,, 1 + 1,]
we just have to revisit Eqn (5) and pick partitions 1
1
and 1
2
so that
1
1

< 3o

(), 1
1
) 1 and 1 3o
+
(), 1
2
) < 1 +
1

5
where we have used 1 in place of the common value o

()) = o
+
()) . Again using the common renement
1
0
Thus we have
1
1

< 3o

(), 1
1
) 3o

(), 1
0
) 1 and 1 3o
+
(), 1
0
) 3o
+
(), 1
2
) < 1 +
1

so that as an analog to Eqn. (9) we have

1
1

< 3o

(), 1
0
) 3o
+
(), 1
0
) < 1 +
1

(11)
Then if Q is any partition of [a, /] with kQk < 1,:, Lemma 13 and Eqns (8) and (9) imply that
1
1

< o

(), Q) o (), Q) o
+
(), Q) < 1 +
1

Thus we have established

|o (), Q) 1| <
1

for any Q P [a, /] with kQk < 1,:. This shows that lim
kQk0
o (), Q) = 1; hence ) R[a, /]
Example 13 Dirichlets function ) : [0, 1] R dened by
) (r) =

0 if r [0, 1] Q
1 if r [0, 1] RQ
is not integrable.
Let 1 = {r
0
, r
1
, . . . r
n
} be an arbitrary partition of [0, 1]. Since both Q and RQ are dense in R, then
'
I
= sup{) (r) : r [r
I1
, r
I
]} = 1 and :
I
= inf {) (r) : r [r
I1
, r
I
]} = 0, i = 1, 2, . . . , :.
Thus o
+
(), 1) = 1 and o

(), 1) = 0. As this holds for any 1 P [0, 1], then ) , R[0, 1] .

It can be a challenge to apply Theorem 11 to show that a particular function is Riemann integrable. The
next theorem makes that task easier.
Theorem 14 (Archimedes-Riemann) Let ) : [a, /] R be a bounded function. Then ) R[a, /] if and only
if there exists a sequence of partitions {1
n
} of [a, /] such that
lim
n

o
+
(), 1
n
) o

(), 1
n
)

= 0 (12)
Moreover for any such sequences of partitions
lim
n
o

(), 1
n
) =
Z
b
o
) and lim
n
o
+
(), 1
n
) =
Z
b
o
)
(Eqn (12) is referred to as the Archimedes-Riemann (A-R) criterion for Riemann integrability.
Proof. First suppose there is a sequence {1
|
} P [a, /] that satises Eqn (9). We show that ) R[a, /]
by showing o
+
()) o

()) = 0 and invoking Theorem 10. Eqns (3) & (4) imply o

(), 1
n
) o

()) and
o
+
(), 1
n
) o
+
()) for all / N. Since o

()) o
+
()) from Eqn (6), it follows that
0 o
+
()) o

()) o
+
(), 1
n
) o

(), 1
n
)
which by hypothesis converges to 0 as : .
Conversely, suppose ) R[a, /] . Let : N. Since o

()) = sup{o

(), 1) : 1 P [a, /]} , there must

be a partition 1
0
P [a, /] such that
o

())
1
:
< o

(), 1
0
) o

())
Likewise since o
+
()) = inf {o
+
(), 1) : 1 P [a, /]} , there must be a partition 1
00
P [a, /] such that
o
+
()) o
+
(), 1
00
) < o
+
()) +
1
:
6
Set 1
n
= 1
0
1
00
to be a common renement of 1
0
and 1
00
. Corollary 9 tells us that
o

(), 1
0
) o

(), 1
n
) o

()) and o
+
()) o
+
(), 1
n
) o
+
(), 1
00
)
Then
o

())
1
:
< o

(), 1
n
) o
+
(), 1
n
) < o
+
()) +
1
:
Once again invoking Theorem 10 we must have o
+
()) = o

()) . Denote this common value by 1. It follows

that
1
1
:
< o

(), 1
n
) o
+
(), 1
n
) < 1 +
1
:
or equivalently

o
+
(), 1
n
) o

(), 1
n
)

<
2
:
It follows that lim
n
[o
+
(), 1
n
) o

(), 1
n
)] = 0
If ) R[a, /] , the A-R Theorem 14 allows us to use any sequence {1
n
} of partitions we choose. An
important sequence is a sequence of regular partitions; namely {1
n
}, where 1
n
= {r
0
, r
1
, . . . r
n
} and
each subinterval [r
I1
, r
I
] has the same length (/ a) ,:.
Riemann integrability of Special Classes of Functions
The next three theorems cover the major types of functions that we traditionally integrate.
Theorem 15 A monotonically increasing function ) : [a, /] R is integrable.
Proof. Note that a monotonically increasing function on [a, /] must be bounded. We use the A-R criterion
of Theorem 14. Let Let {1
|
}be a sequence of regular partitions of [a, /]. For each subinterval [r
I1
, r
I
],
i = 1, 2, . . . /. Then
:
I
= inf {) (r) : r [r
I1
, r
I
]} = ) (r
I1
)
'
I
= sup{) (r) : r [r
I1
, r
I
]} = ) (r
I
)
Hence
o
+
(), 1
n
) o

(), 1
n
) =
n
P
I=1
('
I
:
I
)
I
r
=
n
P
I=1
('
I
:
I
)

/ a
:

=

/ a
:

n
P
I=1
('
I
:
I
)
=

/ a
:

n
P
I=1
[) (r
I
) ) (r
I1
)]
=

/ a
:

[) (/) ) (a)]
as the last sum is a telescoping sum. Consequently lim
n
[o
+
(), 1
n
) o

(), 1
n
)] = 0.
Theorem 16 A continuous function ) : [a, /] R is integrable.
Proof. Let {1
n
} be any sequence of regular partitions of [a, /], 1
n
= {r
0
, r
1
, . . . r
n
} . Continuity of ) on
each subinterval [r
I1
, r
I
] implies that there is n
I
,
I
[r
I1
, r
I
] such that
:
I
= inf {) (r) : r [r
I1
, r
I
]} = ) (n
I
)
'
I
= sup{) (r) : r [r
I1
, r
I
]} = ) (
I
)
7
Choose an index i
0
such that
'
I0
:
I0
= max
1In
['
I
:
I
]
Set
n = n
I
0
and =
I
0
Then
'
I
:
I
'
I
0
:
I
0
= ) () ) (n) , for i = 1, 2, . . . , :
Since n and belong to a common subinterval of 1
n
, we have that
| n| k1
n
k
As ) is continuous on [a, /] , it is also uniformly continuous on [a, /]. Using the same : N as above, there is
: N such that |) (n) ) ()| < 1, [:(/ a)] whenever |n | < 1,:. WLOG we may choose 1,: < k1
n
k .
Thus
o
+
(), 1
n
) o

(), 1
n
) =
n
P
I=1
('
I
:
I
)
I
r

n
P
I=1
[) () ) (n)]
I
r
=
1
:(/ a)
n
P
I=1

I
r
=
1
:(/ a)
(/ a) =
1
:
Thus {1
n
} satises the A-R criterion of Theorem 14, hence ) R[a, /] .
Theorem 17 Suppose ) : [a, /] R is bounded. If the set of discontinuities of ) is nite, then ) is
integrable.
Proof. (Strichartz, pp. 226-227) Let {a
1
, a
2,
. . . , a

} the points of discontinuity: a

1
< a
2
< < a

. For
any : N, denote by 1
|
, an interval of length at most 1,: that contains a
|
, / = 1, 2, . . . , . Then ) is
continuous on [a, /]

|=1
1
|
.
Suppose 1
n
= {r
0
, r
1
, . . . r
n
} is any partition of [a, /] that contains all the intervals 1
|
, / = 1, 2, . . . , .
1 will also contain other intervals, J
l
, | = 1, 2, . . . , 1. Figure 2 illustrates an example when there are = 5
points of discontinuity (the left endpoint a being one of them) and a partition 1 consisting of : = 12 points.
The = 5 intervals 1
|
are clearly marked as are the 1 = 7 intervals J
l
.
a
1
a
2
a
3
a
4
a
5
b
a x
1
x
2
x
3
x
4
x
5
x
6
x
7
x
8
x
9
x
10
I
1
I
2
I
3
I
4
I
5
J
1
J
2
J
3
J
4
J
5
J
6
x
11
J
7
Figure 2
As ) is bounded on [a, /], we can say that : ) (r) ' for all r [a, /] . The contributions to o
+
(), 1
n
)
o

(), 1
n
) come from type 1 intervals and the type J intervals.
o
+
(), 1
n
) o

(), 1
n
) =
n
P
I=1
('
I
:
I
)
I
r

P
1: |=1
(' :)
I
r +
J
P
: l=1
('
I
:
I
)
I
r
where the rst sum is over the type 1 intervals and the second sum is taken over the type J intervals. Then
o
+
(), 1
n
) o

(), 1
n
) (' :)

P
1: |=1
1
:
+
J
P
: l=1
('
I
:
I
)
I
r
=
(' :)
:
+o
+

), 1
J
n

), 1
J
n

8
where 1
J
n
is the partition of [a, /]

|=1
1
|
on which ) is continuous. Consequently ) is integrable on this
set, so the oscillation of ) on this set may be forced to be less than 1,: by choosing

1
J
n

suciently small.
Thus we obtain
o
+
(), 1
n
) o

(), 1
n
) <
(' :)
:
+
1
:
Since , ', are xed, o
+
(), 1
n
) o

(), 1
n
) 0 as : .
Note that boundedness is required in the last theorem. In fact
) (r) =

0, r = 0
1,r 0 < r 1
is continuous on (0, 1] but is unbounded on [0, 1]. Moreover, we know from elementary calculus that
R
1
0
) =
+, hence not Riemann integrable.
How badly behaved can a bounded function be and still be Riemann integrable on an interval [a, /]?
Certainly Dirichelets function (Example 13) is too badly behaved. This question was answered by Lebesgue
by the following theorem.
Theorem 18 (Lesbegue) Suppose ) [a, /] R is bounded. Then ) is Riemann integrable on [a, /] if and
only if the set of discontinuities of ) has measure zero.
We dont prove the theorem here (see ????? for a proof), but we do need to explain what a set of measure
zero is.
Denition 19 A subset R is said to have measure zero if and only if for any specied error 1,:, there
is a countable collection of open intervals {1
|
} with the property that
1.
[

|=1
1
|
2.
X

|=1
|c:qt/ (1
|
) 1,:
Lemma 20 A countable subset of R has measure zero.
Proof. Suppose is countable; write = {a
1
, a
2
, . . .} . Construct an interval 1
|
of length 2
|
,: about
each a
|
. Thus
1
|
=

a
|

1
2
|+1
:
, a
|
+
1
2
|+1
:

where
|c:qt/ (1
|
) =
1
2
|
:
Part 1 of Denition 19 is satised; part 2 is also satised since
P

|=1
1
2

= 1 (a geometric sum).
As a consequence of Lebesgues theorem and the last lemma, we have the following extension of Theorem
17.
Theorem 21 Suppose : ) [a, /] R is bounded. If ) the set of discontinuities of ) is countable, then ) is
Riemann integrable on [a, /] .
Lest you think that a function with just a countable number of discontinuities might not even exist or
very diucult to construct, K. J. Thomae created such a function in 1875.
Example 22 Thomaes function ) [0, 1] R dened by
) (r) =

1 if r = 0
1,: if r = :,: (0, 1] Q is in lowest terms with : 0
0 if r (0, 1]Q
It can be shown without too much diculty that ) is discontinuous at the rational points in [0, 1] and
continuous at the irrational points in [0, 1] . Additionally, ) is Riemann integrable on [0, 1] (Theorem 21) and
R
1
0
) = 0.
9
Properties of the Riemann Integral
Theorem 23 Suppose : ) [a, /] R is bounded and let c (a, /) . Then ) is integrable on [a, /] if and only
if ) is integrable on [a, c] and [c, /] . In this case we have
Z
b
o
) =
Z
c
o
) +
Z
b
c
)
Proof. ( = ) Let ) be Riemann integrable on [a, /] . By the A-R Theorem 14 there exists a sequence
of partitions {1
|
} of [a, /] such that o
+
(), 1
|
) o

(), 1
|
) 0 as / . Add c to each 1
|
to get
the renement which we denote by 1
c
|
. Consequently, o
+
(), 1
c
|
) o

(), 1
c
|
) 0 as / . Now set
1
0
|
= 1
c
|
[a, c], the portion of the partition 1
c
|
that lies in [a, c] , It follow that
o
+

), 1
0
|

), 1
0
|

o
+
(), 1
c
|
) o

(), 1
c
|
)
Thus o
+

), 1
0
|

), 1
0
|

0 as / . This shows that ) is integrable on [a, c] . A similar argument

shows that ) is integrable on [c, /] .
( = ) Conversely, suppose ) is integrable on [a, c] and [c, /] . Again by the A-R theorem there exists sequence
of partitions
n
1
0
|
o
P [a, c] and
n
1
00
|
o
P [c, /] such that
o
+

), 1
0
|

), 1
0
|

0 and o
+

), 1
00
|

), 1
00
|

0 as /
Set 1
|
= 1
0
|
1
00
|
. Since o
+
(), 1
|
) = o
+

), 1
0
|

+ o
+

), 1
00
|

and o

(), 1
|
) = o

), 1
0
|

+o

), 1
00
|

,
it follows that o
+
(), 1
|
) o

(), 1
|
) 0 as / , thereby showing that ) is integrable on [a, /] .
Given what we have just proved,
Z
c
o
) = lim
|
o
+

), 1
0
|

,
Z
b
c
) = lim
|
o
+

), 1
00
|

and
Z
b
o
) = lim
|
o
+
(), 1
|
)
Then
Z
b
o
) = lim
|
o
+
(), 1
|
)
= lim
|
h
o
+

), 1
0
|

+o
+

), 1
00
|
i
= lim
|
o
+

), 1
0
|

+ lim
|
o
+

), 1
00
|

=
Z
c
o
) +
Z
b
c
)
So far the Riemann integral
R
b
o
) is only dened when a < /. There is no reason why we cant dene
R
o
b
)
or even
R
c
c
). The following denition is consistent with all weve developed up to this point.
Denition 24 Suppose ) is Riemann integrable on [a, /] and let c [a, /] . Set
Z
o
b
) =
Z
b
o
) and
Z
c
c
) = 0
Consequently Theorem 23 is valid for any three points a, /, and c from an interval on which ) is Riemann
integrable
Theorem 25 Suppose ) and q are Riemann integrable on [a, /] . Then
1. ) +q is Riemann integrable on [a, /] and
R
b
o
() +q) =
R
b
o
) +
R
b
o
q.
10
2. For all c R, c) is Riemann integrable on [a, /] and
R
b
o
c) = c
R
b
o
).
3. If : ) (r) ' for all r [a, /] , then :(/ a)
R
b
o
) ' (/ a) .
4. If ) (r) q (r) for all r [a, /] , then
R
b
o
)
R
b
o
q.
5. |)| is Riemann integrable on [a, /] and

R
b
o
)

R
b
o
|)| .
Before proving this this theorem, we establish a lemma which will be useful for some of the parts.
Lemma 26 Suppose ) : [a, /] R and q : [a, /] R are bounded and let 1 P [a, /] . Then
o
+
() +q, 1) o
+
(), 1) +o
+
(q, 1) and o

() +q, 1) o

(), 1) +o

(q, 1)
Proof. For each interval 1
I
of the partition 1, set
'
I
()) = sup{) (r) : r 1
I
} and :
I
()) = inf {) (r) : r 1
I
}
'
I
(q) = sup{q (r) : r 1
I
} and :
I
(q) = inf {q (r) : r 1
I
}
Thus for all r 1
I
) (r) +q (r) '
I
()) + '
I
(q)
Consequently
'
I
() +q) = sup{) (r) +q (r) : r 1
I
} '
I
()) + '
I
(q)
Likewise
:
I
() +q) = inf {) (r) +q (r) : r 1
I
} :
I
()) +:
I
(q)
Hence
o
+
() +q, 1) =
n
P
I=1
'
I
() +q)
I
r
n
P
I=1
'
I
())
I
r +
n
P
I=1
'
I
(q)
I
r = o
+
(), 1) +o
+
(q, 1)
Likewise
o

() +q, 1) o

(), 1) +o

(q, 1)
Proof. (Theorem 25)
1. According to the A-R Theorem there are partitions
n
1
0
|
o
,
n
1
00
|
o
P [a, /] such that o
+

), 1
0
|

), 1
0
|

0 and o
+

), 1
00
|

), 1
00
|

0 as / . Set 1
|
= 1
0
|
1
00
|
. Since 1
|
is a
renement of 1
0
|
and 1
00
|
, then o
+
(), 1
|
) o

(), 1
|
) 0 as / . Then
o
+
() +q, 1
|
) o

() +q, 1
|
) 0 as /
This shows that ) +q is Riemann integrable on [a, /] . As a consequence of this argument we have that
lim
|
o
+
() +q, 1
|
) = lim
|
o

() +q, 1
|
) =
Z
b
o
() +q)
lim
|
o
+
(), 1
|
) = lim
|
o

(), 1
|
) =
Z
b
o
)
lim
|
o
+
(q, 1
|
) = lim
|
o

(q, 1
|
) =
Z
b
o
)
To establish the formula
R
b
o
() +q) =
R
b
o
) +
R
b
o
q, we replace 1 in Lemma 26 with 1
|
which yields
o

(), 1
|
) +o

(q, 1
|
) o

() +q, 1
|
) o
+
() +q, 1
|
) o
+
(), 1
|
) +o
+
(q, 1
|
)
Now take limits of the Riemann sums on both sides of to obtain
Z
b
o
) +
Z
b
o
)
Z
b
o
() +q)
Z
b
o
) +
Z
b
o
)
This completes the proof of Part 1.
11
2. We use the same sequence of partitions {1
|
} from the proof of Part 1. If c 0, then the proof of
Lemma 26 shows that
:
I
(c)) = inf {c) (r) : r 1
I
} = cinf {) (r) : r 1
I
} = c:
I
())
'
I
(c)) = sup{c) (r) : r 1
I
} = csup{) (r) : r 1
I
} = c'
I
())
Thus
o
+
(c), 1
|
) o

(c), 1
|
) =
n
P
I=1
['
I
(c)) :
I
(c))]
I
r
= c
n
P
I=1
['
I
()) :
I
())]
I
r
= c

o
+
(), 1
|
) o

(), 1
|
)

If c < 0, then
:
I
(c)) = inf {c) (r) : r 1
I
} = csup{) (r) : r 1
I
} = c'
I
())
'
I
(c)) = sup{c) (r) : r 1
I
} = cinf {) (r) : r 1
I
} = c:
I
())
Similarly
o
+
(c), 1
|
) o

(c), 1
|
) =
n
P
I=1
['
I
(c)) :
I
(c))]
I
r
= c
n
P
I=1
[:
I
()) '
I
())]
I
r
= c

(), 1
|
) o
+
(), 1
|
)

= c

o
+
(), 1
|
) o

(), 1
|
)

It follows that no matter the sign of c,

o
+
(c), 1
|
) o

(c), 1
|
) = |c|

o
+
(), 1
|
) o

(), 1
|
)

0 as /
This shows that c) is Riemann integrable on [a, /] . Additionally
c 0 =
R
b
o
c) = lim
|
o
+
(c), 1
|
) = lim
|
co
+
(), 1
|
) = clim
|
o
+
(), 1
|
) = c
R
b
o
)
c < 0 =
R
b
o
c) = lim
|
o
+
(c), 1
|
) = lim
|
co

(), 1
|
) = clim
|
o

(), 1
|
) = c
R
b
o
)
thus establishing the formula
R
b
o
c) = c
R
b
o
).
3. For any partition 1 note that
o

(), 1)
Z
b
o
) o
+
(), 1)
These relations hold for even the trivial partition of [a, /] consisting of just the points a and /. Thus
:(/ a) = o

(), 1)
Z
b
o
) o
+
(), 1) = ' (/ a)
4. Set / = ) q. Then /(r) 0 on [a, /] . It follows from Parts 1 and 3 that 0
R
b
o
) =
R
b
o
)
R
b
o
q.
5. We use Strichartz argument. (see proof of Theorem 6.2.2 on p. 226) to prove that |)| is Riemann
integrable on [a, /] . Let 1 be any partition of [a, /] Using the notation of Lemma 26 we rst show that
'
I
(|)|) :
I
(|)|) '
I
()) :
I
())
12
on each interval 1
I
of 1. Consider two cases: (a) '
I
()) and :
I
()) have the same sign and (b) '
I
())
and :
I
()) have the opposite sign.
Case (a) Then ) (r) is always nonnegative or always nonpositive. In either event,
'
I
()) :
I
()) = '
I
(|)|) :
I
(|)|)
Case (b) Then '
I
()) 0 and :
I
()) < 0. Hence
'
I
()) :
I
()) = '
I
()) + [:
I
())] max {'
I
()) , :
I
())}
But
'
I
(|)|) = max {'
I
()) , :
I
())}
and
:
I
(|)|) 0
Hence
'
I
()) :
I
()) '
I
(|)|) '
I
(|)|) :
I
(|)|)
Thus in either case we have the desired result: '
I
(|)|) :
I
(|)|) '
I
()) :
I
()) .
Next, use the same sequence of partitions {1
|
} from the proof of Part 1 and sum qas in the proof of
Part 2 to get
n
P
I=1
['
I
(|)|) :
I
(|)|)]
I
r
n
P
I=1
['
I
()) :
I
())]
I
r
or equivalently
o
+
(|)| , 1
|
) o

(|)| , 1
|
) o
+
(), 1
|
) o

(), 1
|
) 0 as /
Thus we have shown that |)| is Riemann intergrable on [a, /] .
Fianlly we establish the relation

R
b
o
)

R
b
o
|)| . Observe that |) (r)| ) (r) |) (r)| for all
r [a, /] . Apply Part 4 to get

Z
b
o
|)|
Z
b
o
)
Z
b
o
|)|
It follows that

Z
b
o
)

Z
b
o
|)|
This concludes the proof of Part 5 of Theorem 25.
The Fundamental Theorem of Calculus
The derivative and Riemann integral of a function have been independently dened. The Fundamental
Theorem of Calculus (FTC) reveals a surprise: the two concepts are inverse to each other:
Theorem 27 (FTC)
1. (Integration of the Derivative) Suppose ) : [a, /] R is integrable. If 1 : [a, /] R satises 1
0
(r) =
) (r) for all r [a, /] , then
Z
b
o
) = 1 (/) 1 (a)
2. (Dierentiation of the Riemann integral) Suppose q : [a, /] R is a bounded integrable function. For
all r [a, /] dene
G(r) =
Z
r
o
q
13
(a) G is Lipschitz continuous on [a, /] .
(b) If q is continuous at some point r
0
[a, /] , then G is dierentiable at r
0
and G
0
(r
0
) = q (r
0
).
Proof. 1. Let 1 = {r
0
, r
1
, . . . r
n
} P [a, /] and apply the MVT to 1 on each subinterval [r
I1
, r
I
] . Then
there exists c
I
(r
I1
, r
I
) so that
1 (r
I
) 1 (r
I1
) = 1
0
(c
I
)
I
r
= ) (c
I
)
I
r
Sum both sides from i = 1 to i = : to get
n
P
I=1
[1 (r
I
) 1 (r
I1
)] =
n
P
I=1
) (c
I
)
I
r
The sum on the left is telescoping and reduces to 1 (/)1 (a) , whereas the sum on the right is just a Cauchy
sum o (), 1) . Since
o

(), 1) o (), 1) o
+
(), 1)
holds for all 1 P [a, /] , we must have
o

(), 1) o

()) 1 (/) 1 (a) o

+
()) o
+
(), 1)
for all 1 P [a, /] . Since ) R[a, /], then Eqn (7) tells us that o

()) = o
+
()) =
R
b
o
). It follows that
Z
b
o
) = 1 (/) 1 (a)
2(a) Suppose q : [a, /] R is a bounded integrable function. Consider any r, j [a, /] . Then
|G(r) G(j)| =

Z
r
o
q
Z

o
q

Z

r
q

Z

r
|q| ' |j r|
where ' 0 is a bound on |q| . Thus q is Lipschitz.
2(b) Suppose q is continuous at r
0
[a, /] . We calculate the limit denition for G
0
(r
0
) :
lim
|0
G(r
0
+/) G(r
0
)
/
= lim
|0
1
/
"
Z
r
0
+|
o
q
Z
r
0
o
q
#
= lim
|0
1
/
"
Z
r
0
+|
r
0
q
#
It seems reasonable that the last limit equals q (r
0
) since when |/| is small, q is close to q (r
0
) . To formalize
this let j
0
be the constant q (r
0
) and observe that
j
0
=
1
/
Z
r
0
+|
r0
j
0
(the Riemann integral of a constant function on [r
0
, r
0
+/] )
(where we have assumed / 0. A similar argument can be made for / < 0.) Then
1
/
Z
r0+|
r
0
q j
0
=
1
/
Z
r0+|
r
0
q
1
/
Z
r0+|
r
0
j
0
=
1
/
Z
r0+|
r
0
(q j
0
)
Continuity of q at r
0
implies that for any error 1,: there exists 1,: such that |q (r
0
+/) q (r
0
)| < 1,:
whenever |/| < 1,:. Thus

"
1
/
Z
r
0
+|
r0
q
#
q (r
0
)

1
/
Z
r
0
+|
r0
(q j
0
)

1
/
Z
r
0
+|
r
0
|q j
0
|
<
1
/
Z
r
0
+|
r
0
1
:
=
1
:
whenever |/| < 1,:.
14
Corollary 28 Suppose q is continuous on [a, /] . Then G(r) =
R
r
o
q is C
1
on [a, /] and G
0
= q.
Notation 29 (Leibniz) For a bounded integrable function ) : [a, /] R we have denoted the value of the
Riemann integral on [a, /] by the symbol
R
b
o
). The value of the Riemann integral is more commonly denoted
by
Z
b
o
) (r) dr or
Z
b
o
) (t) dt
The added symbols r and dr (or t and dt) are actually superuous, but are useful for integration formulas.
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