Properties of Riemann Integral: Step & Postage-Stamp Functions, Integrability of f2, fg, &, Assignments of Mathematics

The properties of the riemann integral, specifically focusing on step functions, the postage-stamp function, and the integrability of f2, fg, and discontinuous functions. Topics include proving that step functions are integrable, evaluating integrals of postage-stamp functions, and demonstrating the integrability of f2 and fg using the given conditions.

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Pre 2010

Uploaded on 08/30/2009

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Math 3210-3
HW 22
Solutions
Properties of the Riemann Integral
1. A function fon [a, b] is called a step function if there exists a partition P={a=u0< u1<··· <
um=b}of [a, b] such that fis constant on each interval (uj1,uj), say f(x) = cjfor x(uj1, uj).
(a) Show that a step function fis integrable and evaluate Rb
af.
Proof: Let P={x0, x1,...,xn}be a partition of [a, b] such that fis constant on (xi1, xi) for
each i= 1,...,n. Then we can say f(x) = cifor x(xi1, xi).
I claim that fis integrable on [xi1, xi] for each i= 1,...,n. To prove this claim, notice that
if g(x) = cifor all x[xi1, xi], then f(x) = g(x) except possibly at two points. Also gis
monotonic, so by Theorem 98 gis integrable on [xi1, xi]. By problem 6 on homework 21, we
can conclude that fis integrable on [xi1, xi] for each i= 1,...,n. Thus by Theorem 100 fis
integrable on [a, b] and Zb
a
f=
n
X
i=1 Zxi
xi1
f=
n
X
i=1
cixi.
˜
(b) Given P(x) = 15 if 0 x < 1
15 + 13nif nx < n + 1 , evaluate R4
0P(x)dx. Note: P(x) is called the
postage-stamp function. Do you see why?
Proof: By part (a), we see Z4
0
P(x)dx =Z1
0
15 dx +Z2
1
(15 + 13) dx +Z3
2
(15 + 13(2)) dx +
Z4
3
(15 + 13(3)) dx = 15 + 28 + 41 + 54 = 138.
˜
2. Prove that if fis integrable on [a, b] then so is f2. (Hint: If |f(x)| Mfor all x[a, b], then show
|f2(x)f2(y)| 2M|f(x)f(y)|for all x, y [a, b]. Then use this to estimate U(f2, P )L(f2, P )
in terms of U(f, P )L(f, P ) for a given partition P.)
Proof: Let ǫ > 0. Since fit is bounded. Let MRsuch that |f(x)|< M for all x[a, b]. From
Theorem 97, there is a partition Pof [a, b] such that U(f, P )L(f , P )<ǫ
2M. I claim that with this
partition we have U(f2, P )L(f2, P )< ǫ, so by Theorem 97, f2will be integrable. To this end, notice
that |f2(x)f2(y)|=|f(x) + f(y)||f(x)f(y)| (|f(x)|+|f(y)|)|f(x)f(y)|<2M|f(x)f(y)|
for all x, y [a, b].
Thus we have
U(f2, P )L(f2, P ) = X|f2(xi)f2(yi)||xiyi|
X2M|f(xi)f(yi)||xiyi|
= 2M(U(f, P )L(f , P ))
<2Mǫ
2M
=ǫ
Therefore f2is integrable.
˜
3. Prove that if fand gare integrable on [a, b], then so is f g. (Hint: Use the previous problem to write
fg as the sum of two functions which you know are integrable.)
Proof: Notice that fand gare integrable, so f+g,f2,g2, and (f+g)2are integrable by the previous
problem and Theorem 100. Thus 1
2[(f+g)2f2g2] = fg is integrable.
pf2

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Math 3210-

HW 22

Solutions

Properties of the Riemann Integral

  1. ♣ A function f on [a, b] is called a step function if there exists a partition P = {a = u 0 < u 1 < · · · < um = b} of [a, b] such that f is constant on each interval (uj− 1 , uj ), say f (x) = cj for x ∈ (uj− 1 , uj ).

(a) Show that a step function f is integrable and evaluate

∫ (^) b a f^. Proof: Let P = {x 0 , x 1 ,... , xn} be a partition of [a, b] such that f is constant on (xi− 1 , xi) for each i = 1,... , n. Then we can say f (x) = ci for x ∈ (xi− 1 , xi). I claim that f is integrable on [xi− 1 , xi] for each i = 1,... , n. To prove this claim, notice that if g(x) = ci for all x ∈ [xi− 1 , xi], then f (x) = g(x) except possibly at two points. Also g is monotonic, so by Theorem 98 g is integrable on [xi− 1 , xi]. By problem 6 on homework 21, we can conclude that f is integrable on [xi− 1 , xi] for each i = 1,... , n. Thus by Theorem 100 f is

integrable on [a, b] and

∫ (^) b

a

f =

∑^ n

i=

∫ (^) xi

xi− 1

f =

∑^ n

i=

ci∆xi.

(b) Given P (x) =

15 if 0 ≤ x < 1 15 + 13n if n ≤ x < n + 1 , evaluate

0 P^ (x)^ dx.^ Note:^ P^ (x) is called the postage-stamp function. Do you see why?

Proof: By part (a), we see

0

P (x) dx =

0

15 dx +

1

(15 + 13) dx +

2

(15 + 13(2)) dx + ∫ (^4)

3

(15 + 13(3)) dx = 15 + 28 + 41 + 54 = 138.

˜

  1. ♣ Prove that if f is integrable on [a, b] then so is f 2. (Hint: If |f (x)| ≤ M for all x ∈ [a, b], then show |f 2 (x) − f 2 (y)| ≤ 2 M |f (x) − f (y)| for all x, y ∈ [a, b]. Then use this to estimate U (f 2 , P ) − L(f 2 , P ) in terms of U (f, P ) − L(f, P ) for a given partition P .) Proof: Let ǫ > 0. Since f it is bounded. Let M ∈ R such that |f (x)| < M for all x ∈ [a, b]. From Theorem 97, there is a partition P of [a, b] such that U (f, P ) − L(f, P ) < (^2) Mǫ. I claim that with this partition we have U (f 2 , P ) − L(f 2 , P ) < ǫ, so by Theorem 97, f 2 will be integrable. To this end, notice that |f 2 (x) − f 2 (y)| = |f (x) + f (y)||f (x) − f (y)| ≤ (|f (x)| + |f (y)|)|f (x) − f (y)| < 2 M |f (x) − f (y)| for all x, y ∈ [a, b]. Thus we have

U (f 2 , P ) − L(f 2 , P ) =

|f 2 (xi) − f 2 (yi)||xi − yi|

2 M |f (xi) − f (yi)||xi − yi| = 2 M (U (f, P ) − L(f, P )) < 2 M

ǫ 2 M = ǫ

Therefore f 2 is integrable.

˜

  1. Prove that if f and g are integrable on [a, b], then so is f g. (Hint: Use the previous problem to write f g as the sum of two functions which you know are integrable.) Proof: Notice that f and g are integrable, so f + g, f 2 , g^2 , and (f + g)^2 are integrable by the previous problem and Theorem 100. Thus

[(f + g)^2 − f 2 − g^2 ] = f g is integrable.

  1. ♣ Find an example of a function f : [0, 1] → R such that f is not integrable on [0, 1] by |f | is integrable on [0, 1].

Proof: Let f (x) =

1 if x ∈ Q − 1 if x /∈ Q

. Let P = {x 0 ,... , xn} be any partition of [0, 1]. Then Mi = 1 and mi = −1 for all i = 1,... n. Thus U (f, P ) = 1 and L(f, P ) = −1 for all P. Thus U (f ) = 1 and L(f ) = −1. Thus f is not integrable. On the other hand, |f |(x) = 1 for all x ∈ [0, 1]. Since |f | is a continuous function, |f | is integrable on [0, 1] by Theorem 98.

˜

  1. ♣ Suppose that f and g are continuous function on [a, b] such that

∫ (^) b a f^ =^

∫ (^) b a g. Prove that there exists x ∈ [a, b] such that f (x) = g(x). Proof: Let h(x) = f (x) − g(x). Then h is continuous by Theorem 71, and h assumes its max and min values on [a, b] by Corollary 5. In other words, there is some x 1 , x 2 ∈ [a, b] such that h(x 1 ) = m ≤< h(x) ≤ M = h(x 2 ) for all x ∈ [a, b]. If P is the partition P = {a, b}, then L(h, P ) = m(b − a) and

U (h, P ) = M (b − a), so we have L(h, P ) = m(b − a) ≤

∫ (^) b

a

h ≤ M (b − a) = U (f, P ) =⇒ h(x 1 ) = m ≤

1 b − a

∫ (^) b

a

h < M = h(x 2 ). Thus we can apply the intermediate value theorem to get some x ∈ [a, b]

such that h(x) = (^) b−^1 a

∫ (^) b a h^ =^

1 b−a

∫ (^) b a (f^ −^ g) = 0. Thus^ f^ (x) =^ g(x) for some^ x^ ∈^ [a, b].

˜