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Bartle - Introduction to Real Analysis - Chapter 7 Solutions

Section 7.1
Problem 7.1-3. Show that f : [a, b] → R is Riemann integrable on [a, b] if and only if there exists L ∈ R such that for every
 > 0 there exists δ > 0 such that if Ṗ is any tagged partition with the norm ||Ṗ || ≤ δ , then |S(f ; Ṗ ) − L| ≤ .

Solution: Suppose there is an L ∈ R where, for /2 > 0, there is a δ 0 > 0 such that if ||Ṗ || ≤ δ 0 , then |S(f ; Ṗ ) − L| ≤ /2.
Let δ = δ 0 . Clearly, then, if ||Ṗ || < δ , then |S(f ; Ṗ ) − L| < /2 < . As a result, f ∈ R[a, b].
Now suppose that f ∈ R[a, b]. Then for  > 0, there is a δ 0 > 0 such that if ||Ṗ || < δ 0 , then |S(f ; Ṗ ) − L| < . Let
δ = δ 0 /2. Therefore, if ||Ṗ || ≤ δ , then |S(f ; Ṗ ) − L| < , from which it follows that |S(f ; Ṗ ) − L| ≤ .

Problem 7.1-4. Let Ṗ be a tagged partition of [0, 3].


(a) Show that the union U1 of all subintervals in Ṗ with tags in [0, 1] satisfies [0, 1 − ||Ṗ ||] ⊆ U1 ⊆ [0, 1 + ||Ṗ ||].
(b) Show that the union U2 of all subintervals in Ṗ with tags in [1, 2] satisfies [1 + ||Ṗ ||, 2 − ||Ṗ ||] ⊆ U1 ⊆ [1 − ||Ṗ ||, 2 + ||Ṗ ||].

S
Solution: Part (a) Suppose Ṗ = {(Ii = [xi−1 , xi ], ti ). Let T1 = {tk : tk ∈ [0, 1]} and U1 = tk ∈T1 Ik . Because Ṗ is a
partition of [0, 1], the maximum length of a subinterval must be less than or equal to 1. Therefore, there is at least one
tag in [0, 1], so T1 is not empty.
First we will show [0, 1 − ||Ṗ ||] ⊆ U1 . Let tm be the greatest tag in T1 . By definition, tm is the tag of subinterval
[xm−1 , xm ]; further, tm ≤ 1. If we assume that xm ≤ 1 − ||Ṗ ||, there is a subinterval [xm , xm+1 ] that does not have a
tag less than or equal to one. Because xm+1 − xm ≤ ||Ṗ ||, it follows that xm+1 ≤ xm + ||Ṗ || ≤ 1, which means that
tm+1 ≤ 1 and, consequently, tm+1 ∈ T1 . But this contradicts that tm is the greatest tag in T1 . Therefore, xm > 1 − ||Ṗ ||.
In addition, because xm−1 ≤ tm ≤ 1, it follows that xm−1 ≤ 1.
We further know that x0 = 0 and t0 ≥ 0 because no subinterval of Ṗ contains points less than zero. Because tk ≤ tk+1 ,
we infer that tk ∈ [0, 1] for 1 ≤ k ≤ m. Therefore, Ik ⊆ U1 for 1 ≤ k ≤ m.
Let v ∈ [0, 1 − ||Ṗ ||]. Because x0 = 0 and xm > 1 − ||Ṗ ||, it follows that x0 ≤ v ≤ xm . Consequently, v ∈ Ik for some
1 ≤ k ≤ m. Because tk ∈ [0, 1], we have Ik ⊆ U1 , from which it follows that v ∈ U1 . Accordingly, [0, 1 − ||Ṗ ||] ⊆ U1 .
Now we will show U1 ⊆ [0, 1 + ||Ṗ ||]. Let w ∈ U1 . Clearly, w ∈ Ik for some 1 ≤ k ≤ m. Therefore, 0 ≤ w ≤ xk ≤ xm .
Because xm ≤ xm−1 + ||Ṗ || and xm−1 ≤ 1, it follows that w ≤ 1 + ||Ṗ ||. It follows that w ∈ [0, 1 + ||Ṗ ||]. Accordingly,
U1 ⊆ [0, 1 + ||Ṗ ||. S
Part (b) Suppose T2 = {tk : tk ∈ [1, 2]} and U2 = tk ∈T2 Ik . As shown part (a), T2 is not empty. There is a tm that
is the greatest tag in T2 , which is also the tag of [xm−1 , xm ]. Using a similar argument to that in part (a), xm > 2 − ||Ṗ ||
and xm−1 < 2. Because xm − xm−1 ≤ ||Ṗ ||, we infer that xm ≤ xm−1 + ||Ṗ || ≤ 2 + ||Ṗ ||.
Let tp be the smallest tag in T2 , which is the tag of [xp−1 , xp ]. Because tp ≤ xp , we infer that xp ≥ 1. Similar to the
argument above, 1 − ||Ṗ || ≤ xp−1 ≤ 1. Since xn < tn < xn+1 , it must be that tk ∈ T2 for p ≤ k ≤ m, and therefore
Ik ⊆ U2 .
Let v ∈ [1 + ||Ṗ ||, 2 − ||Ṗ ||]. Because xp−1 ≥ 1 and xm ≤ 2 − ||Ṗ ||, it follows that w ∈ Ik for some k such that
p ≤ k ≤ m. Since Ik ⊆ U2 , we infer that w ∈ U2 , from which it follows that [1 + ||Ṗ ||, 2 − ||Ṗ ||] ⊆ U2 .
Now let w ∈ U2 . As shown above, 1 − ||Ṗ || ≤ xp−1 ≤ w ≤ xm ≤ 2 + ||Ṗ ||. Accordingly, w ∈ [1 − ||Ṗ ||, 2 + ||Ṗ ||],
from which it follows that U2 ⊆ [1 − ||Ṗ ||, 2 + ||Ṗ ||].

Problem 7.1-9. If f ∈ R[a, b] and if (Ṗn ) is any sequence of tagged partitions of [a, b] such that ||Ṗn || → 0, prove that
Rb
a
f = limn S(f ; Ṗn ).

Solution: Since f is Riemann integrable on [a, b] by hypothesis, there is an L ∈ R such that for any  > 0, there is a
δ > 0 such that if ||Ṗ || < δ , then |S(f ; Ṗ ) − L| < . If lim ||Ṗn || = 0, there is a K(δ ) > 0 such that for n ≥ K(δ ), we
have | ||Ṗn || − 0 | = ||Ṗn || < δ . As a result, for n ≥ K(δ ), the Riemann integrability of f requires that |S(f ; Ṗn ) − L| < ,
Rb
from which it follows that lim S(f ; Ṗn ) = L = a f .

Problem 7.1-10. Let g(x) := 0 if x ∈ [0, 1] is rational and g(x) := 1/x if x ∈ [0, 1] is irrational. Explain why g ∈ / R[0, 1].
However, show that there exists a sequence (Ṗn ) of tagged partitions of [a, b] such that ||Ṗn || → 0 and limn S(g; Ṗn ) exists.
Solution: Assume g is bounded on [0, 1] by M ≥ 1. Let x0 = q/M where q ∈ (0, 1) and is irrational. Clearly, x0 ∈ (0, 1)
and is irrational. We therefore have g(x0 ) = M/q > M , which contradicts that g is bounded. Because g is unbounded on
[0, 1], under Theorem 7.1.6, g is not Riemann integrable on [0, 1].
Now let (Ṗn ) be a sequence where Ṗn is a tagged partition of a given [a, b] ⊆ [0, 1] with n equally-spaced subintervals,
each tagged by a rational number (which is possible because of the density of rational numbers under Theorem Pn 2.4.8). For
each subinterval, ||Ṗn || = (b − a)/n, from which it follows that lim ||Ṗn || = 0. In addition, S(g; Ṗn ) = i=1 f (ti )(xi −
Pn
xi−1 ) = i=1 0 · (xi − xi−1 ) = 0. Accordingly, lim S(g; Ṗn ) = 0, as we sought to show. Notwithstanding this result, of
course, g ∈/ R[0, 1] because partitions of [a, b] with irrational tags will not meet the definition of Riemann integrability.

Problem 7.1-11. Suppose f is bounded on [a, b] and that there exists two sequences of tagged partitions of [a, b] such that
||Ṗn || → 0 and ||Q̇n || → 0, but such that limn S(f ; Ṗn ) 6= limn S(f ; Q̇n ). Show that f is not in R[a, b].

Rb
Solution: If f ∈ R[a, b], then there is an L ∈ R such that L = a f and L is unique. From Exercise 7.1-9, L = lim S(f ; Ṗn )
and L = lim S(f ; Ṗn ). But this is impossible because, by hypothesis, lim S(f ; Ṗn ) 6= lim S(f ; Q̇n ). Therefore, f ∈
/ R[a, b].

Problem 7.1-13. Suppose c ≤ d are points in [a, b]. If φ : [a, b] → R satisfies φ(x) = α > 0 for x ∈ [c, d] and φ(x) = 0
Rb
elsewhere in [a, b], prove that φ ∈ R]a, b] and that a φ = α(d − c).

Solution: Suppose Ṗ is any tagged partition of [a, b]. Let P˙1 be the subset of Ṗ with tags in [a, c), let P˙2 be the subset of Ṗ
with tags in [c, d], and let P˙3 be the subset of Ṗ with tags in (d, b]. It follows that S(φ; Ṗ ) = S(φ; Ṗ1 )+S(φ; Ṗ2 )+S(φ; Ṗ3 ).
Since φ(ti ) = 0 for all tags in Ṗ1 and Ṗ3 , the Riemann sums of those partitions are zero. Therefore, S(φ; Ṗ ) = S(φ; Ṗ2 ).
To prove that the Riemann integral of φ on [a, b] exists and is equal to α(d − c), we must show that for some δ > 0, if
||Ṗ || < δ , then |S(φ; Ṗ2 ) − α(d − c)| < . We will now find an upper and lower bound of S(φ; Ṗ2 ), from which we can
find an upper bound on δ .
Let δ > 0 be a value to be determined for a given  > 0. We may assume without loss of generality that δ < d − c.
This restriction will ensure that there is at least one subinterval in Ṗ2 . If ||Ṗ || ≥ δ , the condition of the Riemann integral
is trivially true. We will now assume that ||Ṗ || < δ .
Let U2 be the union of the subintervals in Ṗ2 . Suppose tm is the smallest tag in Ṗ2 . It must be that xm−1 ≥ c − ||Ṗ || >
c − δ . If it were to the contrary (that xm−1 ≤ c − δ ), then xm < xm−1 + δ < c ≤ c, from which it would follow that
tm < c. This contradicts that tm is the smallest tag of Ṗ2 .
It also must be that xm−1 ≤ c + ||Ṗ || < c + δ . If the contrary were true (that xm−1 ≥ c + δ ), then if m − 1 > 1, then
xm−2 > xm−1 − δ ≥ c, so tm−1 ≥ c, which contradicts that tm is the smallest tag in Ṗ1 . On the other hand, if m − 1 = 1,
then xm−1 = a, in which case it must be that xm−1 ≤ c < c+ .
Now suppose tp is the largest tag in Ṗ2 . Following similar arguments to those above, we find that xp < d + δ and
xp > d − δ  .
Based on these results, we infer that:

[c + δ , d − δ ] ⊆ U2 ⊆ [c − δ , d + δ ].
Since each tag ti in Ṗ2 is in [d, c], we know that φ(ti ) = α. Because the total length of the subintervals spanned by Ṗ2
are between d − c − 2δ and d − c + 2δ , the Riemann sum of Ṗ2 is bounded by:

α(d − c − 2δ ) ≤ S(φ, Ṗ2 ) ≤ α(d − c + 2δ ).


Simple manipulation of the expression results in:

|S(φ, Ṗ2 ) − α(d − c)| = |S(φ, Ṗ ) − α(d − c)| ≤ 2αδ .


By our assumption above, δ must be less than d − c. If we let δ < inf{d − c, /(4α)}, then S(φ, Ṗ ) − α(d − c)| <
Rb
2α/(4α) < . Because  and Ṗn are arbitrary, it follows that a φ = α(d − c).

Problem 7.1-14. Let 0 ≤ a ≤ b, let Q(c) := x2 for x ∈ [a, b] and let P := {[xi−1 , xi ]} be a partition of [a, b]. For each i, let
qi be the positive square root of 1/3(x2i + xi xi−1 + x2i−1 ).
(a) Show that qi satisfies 0 ≤ xi−1 ≤ qi ≤ xi .
(b) Show that Q(qi )(xi − xi−1 = 1/3(x3i − x3i−1 ).

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(c) If Q̇ is the tagged partition with the same subintervals as P and the tags qi , show that S(Q; Q̇) = 1/3(b3 − a3 ).
(d) Use the argument in Example 7.1.4(c) to show that Q ∈ R[a, b] and
Z b Z b
1 3
Q= x2 dx = (b − a3 ).
a a 3

Solution: Part (a) We infer from the hypothesis that xi ≥ 0 for 1 ≤ i ≤ n. Because xi > xi−1 , we have:
r r
1 2 1 2
q1 = (x + xi xi−1 + x2i−1 ) < (x + x2i + x2i ) = xi .
3 i 3 i
Similarly, we have:
r
1 2
q1 > (x + x2i−1 + xi−1 i2 ) = xi−1 ≥ 0.
3 i−1
As a result, 0 ≤ xi−1 ≤ qi ≤ xi . Because qi ∈ [xi−1 , xi ], we may use qi as tags of the subintervals in P .
Part(c) We have:
1 2
Q(qi )(xi − xi−1 ) = (x + xi xi−1 + x2i−1 )(xi − xi−1 ) = x3i − x3i−1 .
3 i
Part(c) Based on the result in part (b), the Riemann sum of Q̇ is:
n n
X 1X 1 1
S(Q, Q̇) = Q(qi )(xi − xi−1 ) = Q(qi )(x3i − x3i−1 ) = (xn − x0 ) = (b3 − a3 ),
i=1
3 i=1 3 3
where we have relied upon the fact that the terms of the sum telescope.
Part(d) Suppose Ṗ be an arbitrary tagged partition of [a, b] with tags ti and ||Ṗ || < δ for a δ > 0 to be determined.
Let Q̇ be a tagged partition of [a, b] with the same subintervals as Ṗ but with tags qi as specified in part (a). Clearly,
||Q̇|| < δ and |ti − qi | < δ.
The difference of the two Riemann sums of the partitions is:
n n

X X
|S(Q; Ṗ ) − S(Q; Q̇)| = Q(ti )(xi − xi−1 ) − Q(qi )(xi − xi−1 )


i=1 i=1

Xn X n
= (Q(ti ) − Q(qi ))(xi − xi−1 ) ≤ |(Q(ti ) − Q(qi )|(xi − xi−1 )


i=1 i=1
n
X n
X
= |t2i − qi2 |(xi − xi−1 ) = |(ti − qi )|(ti + qi )(xi − xi−1 )
i=1 i=1
n
X n
X
< δ(xi + xi )(xi − xi−1 ) ≤ 2δb (xi − xi−1 ) = 2δb(b − a),
i=1 i=1

where we have noted that the terms of the sum telescope and ti + qi ≤ 2xi ≤ 2b.
Consequently, if δ ≤ /(2b(b − a)), then |S(Q; Ṗ ) − 1/3(b3 − a3 )| < . Because Ṗ and  are arbitrary, we conclude that
Rb
a
Q = 1/3(b3 − a3 ).

Problem 7.1-15. If f ∈ R[a, b] and c ∈ R, we define g on [a + c, b + c] by g(y) := f (y − c). Prove that g ∈ R[a + c, b + c]
R b+c Rb
and that a+c g = a f . The function g is called that c-translate of f .

Solution: Let  > 0 be given. Suppose Ṗ = {([xi−1 , xi ], ti )}ni=1 is an arbitrary tagged partition of [a, b] where ||Ṗ || < δ .
Rb
Because f is Riemann integrable, we have |S(f ; Ṗ ) − L| <  where L = a f . We note that:
n
X
S(f ; Ṗ ) = f (ti )(xi − xi−1 ).
i=1

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The lengths of [a, b] and [a + c, b + c] are equal. Let Q̇ = {([xi−1 + c, xi + c], ti + c)}ni=1 be tagged partition of
[a + c, b + c]. Clearly, ||Q̇|| = ||Ṗ ||. Its Riemann sum is:

n
X n
X n
X
S(g; Q̇) = g(ti + c)[(xi + c) − (xi−1 + c)] = f (ti + c − c)(xi − xi−1 ) = f (ti )(xi − xi−1 ) = S(f ; Ṗ ).
i=1 i=1 i=1

R b+c Rb
As a result, |S(g; Q̇) − L| = |S(f ; Ṗ ) − L| < . It follows that g ∈ R[a + c, b + c] and a+c
g= a
f.

Section 7.2
Problem 7.2-5. If J is any subinterval of [a, b] and if φJ (x) := 1 for x ∈ J and φJ (x) := 0 elsewhere on [a, b], we say that φJ
is an elementary step function on [a, b]. Show that every step function is a linear combination of elementary step functions.

Solution: Let f : [a, b] → C be a step function where C ⊆ R. By the definition of a step function, f has n ∈ N
non-overlapping subintervals where f is constant on each subinterval. Let the subintervals be I1 , I2 , . . . , In , and let φk be
an elementary step function where φk (x) = 1 on Ik and φk (x) = 0 elsewhere on [a, b]. We will prove by mathematical
induction that f is equal to a linear combination of n elementary step functions.
For f with n = 1 subintervals, f (x) = α1 for x ∈ I1 = [a, b]. Therefore, f (x) = α1 φ1 (x), which is a linear combination
of a single step function.
Assume that any step function Snwith n subintervals may be written as a linear combination of step functions. For f
with n + 1 subintervals, let Ia = k=1 In and let f 0 : Ia → C be a restriction of f where f 0 (x) = f (x). By the inductive
hypothesis, we have:
n
X
f 0 (x) = αk φk (x).
k=1

Let f 00 : [a, b] → C where f 00 (x) = 0 for x ∈ In+1 and f 00 (x) = f 0 (x) for x ∈ Ia . We then have f (x) = αn+1 on In+1 .
Because αn+1 φn+1 (x) = αn+1 on In+1 and is zero on Ia , we may express f as:
n+1
X
f (x) = f 00 (x) + αn+1 φn+1 (x) = αk φk (x),
k=1

which is a linear combination of n + 1 elementary step functions.


This result holds for any step function with n ∈ N subintervals, which includes all possible step functions. Accordingly,
every step function is a linear combination of elementary step functions.

Rb
Problem 7.2-8. Suppose that f is continuous on [a, b], that f (x) ≥ 0 for all x ∈ [a, b] and that a
f = 0. Prove that f (x) = 0
for all x ∈ [a, b].

Solution: Suppose f (c) > 0 for some c ∈ [a, b]. Because f is continuous on [a, b], we have limx→c f (x) = f (c) > 0.
Consequently, thereR is a δ > 0 such that for d = c − δ/2 and e = c + δ/2, if x ∈ V = [d, e] ∩ [a, b], then f (x) > 0. By
e
Theorem 7.1.5(c), d f > 0, from which it follows from the Additivity Theorem that:
Z b Z d Z e Z b Z b Z b
f= f+ f+ f> f+ f.
a a d e a e
Rd Rb
Because f (x) ≥ 0 for x ∈ [a, d] ∪ [e, b], it must be that a
f ≥ 0 and e
f ≥ 0, in which case:
Z b Z b Z b
f> f+ f ≥ 0,
a a e
Rb
which contradicts that a
f = 0. Therefore, f (x) = 0 for all x ∈ [a, b].

Rb Rb
Problem 7.2-10. If f and g are continuous on [a, b] and a
f= a
g, prove that there exists c ∈ [a, b] such that f (c) = g(c).

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Rb Rb
Solution: Because a
f= a
g, we have:
Z b Z b Z b
f− g= (f − g) = 0.
a a a

Assume f (x) 6= g(x) for all x ∈ [a, b]. We may assume without loss of generality that there is a α ∈ [a, b] where
f (α) > g(α). By Bolzano’s Intermediate Value Theorem, it then cannot be that there is a β ∈ [a, b] where f (β)−g(β) < 0.
If it were otherwise, then because f (β) − g(β) < 0 < f (α) − g(α), there would be an h ∈ [a, b] between α and β such that
f (h) − g(h) = 0, which is not possible by our assumption that f and g never have the same value. Therefore, f (x) > g(x)
for all x ∈ [a, b].
Rb
As a result, for all x ∈ [a, b], it follows that f (x) − g(x) > 0. Therefore, by Theorem 7.1.5(c), a (f − g) > 0, which
Rb
contradicts the hypothesis that a (f − g) = 0. As a result, there must be an x ∈ [a, b] where f (x) = g(x).

Problem 7.2-11. If f is bounded by M on [a, b] and if the restriction of f to every interval [c, b] where c ∈ [a, b] is Riemann
Rb Rb
integrable, show that f ∈ R[a, b] and the a f → a f as c → a+ .

Solution: By hypothesis, −M ≤ f (x) ≤ M for all x ∈ [a, b]. For c ∈ (a, b), let αc (x) = −M and ωc (x) = M for
x ∈ [a, c) and αc (x) = ωc (x) = f (x) for x ∈ [c, b]. On [a, c], the functions αc and ωc are Riemann integrable because f if
Riemann integrable. On [a, c), the functions αc and ωc are scaled step functions and are therefore Riemann integrable by
Lemma 7.2.5.
We can then apply the Squeeze Theorem. If x ∈ [a, b], then αc (x) ≤ f (x) ≤ ωc (x). We also have:
Z b Z b Z b Z c Z c
(ωc − αc ) = ωc − αc = ωc − αc = 2M (c − a).
a a a a a
Rb
For a given  > 0, if c = a + /4M , then a
(ωc − αc ) = 2M (/4M ) = /2 < . It follows from the Squeeze Theorem
that f ∈ R[a, b].
We can write the integral of f as:
Z b Z b Z b
f≤ ωc = M (c − a) + f,
a a c
and: Z b Z b Z b
f≥ αc = M (a − c) + f.
a a c

Taking the limit as c → a+ , we have:


" Z b # " #
Z b Z b Z b Z b
lim+ M (a − c) + f = lim+ f≤ f ≤ lim+ M (c − a) + f = lim+ f.
c→a c c→a c a c→a c c→a c

Rb Rb
It follows that a
f = limc→a+ c
f.

Problem 7.2-15. If f is bounded and there is a finite set E such that f is continuous on every point of [a, b]\E, show that
f ∈ R[a, b].

Solution: We can establish this result by the Squeeze Theorem. Suppose that there are n ∈ N points of discontinuity.
Let  > 0 be given. Let Ṗ be a tagged partition of [a, b] with N subintervals where kṖ k < δ for some δ > 0 to be
determined. Because f is bounded on [a, b], on any subinterval Ik in Ṗ has a minimum at f (uk ) and a maximum f (vk ) at
some uk , vk ∈ Ik .
Let α (x) = uk and ω (x) = vk for x ∈ Ik (in other words, for each subinterval in Ṗ , the functions α and ω are each
step functions with the minimum and maximum values of f on those subintervals, respectively). Clearly, α (x) ≤ f (x) ≤
ω (x) for all x ∈ [a, b]. In addition, ω − α ≥ 0 for all x ∈ [a, b].
Now let Ṗ1 be a tagged partition containing the subintervals and tags of Ṗ where f is continuous on every point of each
subinterval. Let Ṗ2 be the tagged partition containing the subintervals and tags of Ṗ where f is discontinuous on at least one
point of each subinterval. We see that for any function g defined on [a, b], it must be that S(g; Ṗ ) = S(g; Ṗ1 ) + S(g; Ṗ3 ).

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Let C be the set of the indices of the tags in Ṗ1 and D be the set of the indices of the tags in Ṗ2 . Because α and ω
are step functions, we have:
Z b N
X
0≤ (ω − α ) = (ω (ti ) − α (ti ))(xi − xi−1 )
a i=1
X X
= (ω (ti ) − α (ti ))(xi − xi−1 ) + (ω (ti ) − α (ti ))(xi − xi−1 )
k∈C k∈D

Note that the summation on the left is over the subintervals where f is always continuous and the summation on the right
is over the subintervals where f is somewhere discontinuous.
We will now establish a value for δ. Because f is uniformly continuous on the subintervals of Ṗ1 , there is a δ 0 > 0
where if |vi − ui | < δ 0 , then |f (vi ) − f (ui )| < /2(b − a). Now observe that there are at most 2N subintervals in Ṗ2
(because any discontinuity point may result in two subintervals in Ṗ2 if it is an endpoint in both). Accordingly, if we make
δ = inf{δ 0 , /4M }, the maximum length of all the subintervals of Ṗ2 is /2.
We will now address each summation above in turn. For the summation over Ṗ1 :
X  X
(ω (ti ) − α (ti ))(xi − xi−1 ) < (xk − xk−1 ) ≤ /2.
2(b − a)
k∈C k∈C

For the summation over Ṗ2 :


X X
(ω (ti ) − α (ti ))(xi − xi−1 ) ≤ 2M (xi − xi−1 ) ≤ /2.
k∈D k∈D

Accordingly:
Z b
0≤ (ω − α ) < /2 + /2 = .
a

By the Squeeze Theorem, f ∈ R[a, b].

Rb
Problem 7.2-16. If f is continuous on [a, b], a < b, show that there exists c ∈ [a, b] such that we have a
f = f (c)(b − a).
This result is sometimes called the Mean Value Theorem for Integrals.

Solution: Since f is continuous on [a, b], it is Riemann integrable on that interval. It also has an absolute minimum M∗ =
f (x1 ) and an absolute maximum M ∗ = f (x2 ) for some x1 , x2 ∈ [a, b] and M∗ , M ∗ ∈ R. It follows that M∗ ≤ f (x) ≤ M ∗
for x ∈ [a, b]. By Theorem 7.1.5(c):
Z b
M∗ (b − a) ≤ f ≤ M ∗ (b − a).
a
Rb Rb
We can define two non-negative quantities α = ( a
f )/(b − a) − M∗ ) and β = (M ∗ − a
f )/(b − a), from which it
follows that:
Z b
(M∗ + α)(b − a) = f = (M ∗ − β)(b − a).
a
Because α ≥ 0 and β ≥ 0, we have M∗ ≤ M∗ + α ≤ M ∗ . By Bolzano’s Intermediate Value Theorem, there is a
Rb
c ∈ [a, b] between x0 and x1 where f (c) = M∗ + α. Accordingly, a f = f (c)(b − a).

Problem 7.2-19. Suppose that a > 0 and that f ∈ R[−a, a]. Ra Ra


(a) If f is even (that is, if f (−x) = f (x) for all x ∈ [0, a]), show that −a f = 2 0 f .
Ra
(b) If f is odd (that is, if f (−x) = −f (x) for all x ∈ [0, a]), show that −a f = 0.

Ra R0 Rf
Solution: Part (a) Since f ∈ R[−a, a], by the Additive Theorem −a f = −a f + 0 (and f is Riemann integrable on the
subintervals on the right-hand side). Suppose  > 0 is given and Ṗ = {[xi−1 , xi ], ti }ni=1 is an arbitrary tagged partition of
[−a, 0]. Let Ṗ 0 = {[x0i−1 , x0i ], t0i }ni=1 be a tagged partition where x0n−i = −xi and t0n−i+1 = −ti . Because xi−1 ≤ ti ≤ xi ,
it follows that x0j−1 ≤ t0j ≤ x0j . Moreover, x00 = −xn = 0 and x0n = −x0 = a. The partition Ṗ 0 is therefore on [0, a].

Page 6
Given that f is an even function, we can show:
n
X n
X
S(f ; Ṗ ) = f (ti )(xi − xi−1 ) = f (−t0n−i+1 )[(−x0n−i ) − (−x0n−i+1 )]
i=1 i=1
n
X n
X
= f (−t0j )(x0j 0
− xj−1 ) = f (t0j )(x0j − x0j−1 ) = S(f ; Ṗ 0 ),
j=1 j=1

where we replaced
Ra the summation index i with j = n − i + 1.
Because 0 f is Riemann integrable, there is a δ > 0 such that if kṖ 0 k < δ , then:
Z a Z a
S(f ; Ṗ 0 ) −

f = S(f ; Ṗ ) − f < .

0 0
0
R0 Ra R0 Ra Ra Ra
Because kṖ k = kṖ k and Ṗ is arbitrary, −a f = 0 f . Therefore, −a f = −a f + 0 f = 2 0 f .
Part (b) The argument is pretty much identical to that in part (a) but relies on f (x) = −f (−x) for x ∈ [−a, a] to
R0 Ra Ra
conclude that S(f ; Ṗ ) = −S(f ; Ṗ 0 ). It then follows that −a f = − 0 f and, consequently, −a f = 0 by the Additivity
Theorem.

Section 7.3
Problem 7.3-1. Extend the proof of the Fundamental Theorem 7.3.1 to the case of an arbitrary finite set E.

Solution: Suppose E is an arbitrary finite set where F 0 (x) 6= f (x) if x ∈ E. Let  > 0 be given. Let n be the number of
elements of E. We may index the elements of E as ei in increasing order starting at 1 and let e0 = a and en+1 = b. This
results in a list of points in [a, b] where e0 = a < e1 < e2 < · · · < en < en+1 = b.
Let Ji = [ei−1 , ei ] for 1 ≤ i ≤ n + 1. Because E is finite, it cannot cannot contain any subintervals of [a, b] (otherwise,
Sn+1
any such subinterval would give rise to an infinite number of points contained in E). As a result, i=1 Ji = [a, b].
Therefore:
Z b n+1
X Z ei
f= f.
a i=1 ei−1
R ei
From Theorem 7.3.1, for Ji where 1 ≤ i ≤ n + 1, it follows that F (ei ) − F (ei−1 ) = ei−1
f . Summing over all the
intervals, we have:
Z b n+1
X
f= (F (ei ) − F (ei−1 )) = F (b) − F (a),
a i=1

thus establishing the Fundamental Theorem for an arbitrary finite E.

Rz
Problem 7.3-6. If f ∈ R[a, b] and if c ∈ [a, b], the function defined by Fc (z) := c
f for z ∈ [a, b] is called the indefinite
integral of f with basepoint c. Find a relation between Fa and Fc .

Rz Rc Rz Rz
Solution: Based on the definition above, Fa (z) = a
f . By the Additivity Theorem, a
f+ c
f = a
f . Therefore,
Rc
Fa (z) = Fc (z) + a f .

Problem 7.3-14. Show there does not exist a continuously differentiable function f on [0, 2] such that f (0) = −1, (2) = 4,
and f 0 (x) ≤ 2 for 0 ≤ x ≤ 2 (Apply the Fundamental Theorem).

Solution: Assume to the contrary that such a function f exists. Because f is continuously differentiable on [0, 2], its
derivative f 0 is continuous on that interval and therefore f 0 ∈ R[0, 2]. By the Fundamental Theorem of Calculus, f (2) −
R2 R2
f (0) = 0 f 0 . However, since f 0 (x) ≤ 2 for x ∈ [0, 2], it follows from Theorem 7.1.5(c) that 0 f 0 ≤ 2(2 − 0) = 4.
Consequently:

Page 7
Z 2
f (2) − f (0) = 5 = f 0 ≤ 4,
0
which is a contradiction. Therefore, such a function f cannot exist.

R x+c
Problem 7.3-15. If f : R → R is continuous and c > 0, defined g : R → R by g(x) := x−c
f (t)dt. Show that f is
differentiable on R and find g 0 (x).

Rx
Solution: Because f is continuous on R, the indefinite integral defined by h(x) = 0 f for x ∈ R is differentiable on R
and h0 (x) = f (x). By the Additivity Theorem:
Z x+c Z x+c Z x−c
g(x) = f= f− f = h(x + c) − h(x − c).
x−c 0 0

Since h is differentiable on R, it follows that g is differentiable on R, and g 0 (x) = h0 (x+c)−h0 (x−c) = f (x+c)−f (x−c).

Rx R1
Problem 7.3-16. If f :∈ [0, 1] → R is continuous and 0
f= x
f for all x ∈ [0, 1], show that f (x) = 0 for all x ∈ [0, 1].

R xLet x ∈ [0, 1] be given. Since f is continuous on [0, 1], by the Fundamental Theorem of Calculus there is an
Solution:
F (x) = 0 f where F 0 (x) = f (x) for x ∈ [0, 1]. By the Additivity Theorem:
Z x Z 1 Z 1
f+ f = 2F (x) = f.
0 x 0
R1
As a result, F (x) = 1/2 0
f = k where k ∈ R is a constant. It follows that F 0 (x) = f (x) = 0 for x ∈ [0, 1].

Problem 7.3-20. (a) If Z1 and Z2 are null sets, show that Z1 ∪ Z S2∞is a null set.
(b) More generally, if Zn is a null set for each n ∈ N, show that n=1 Zn is a null set.

Solution: Part(a) We will first solve part (b). The solution there will establish part (a) as special case. S∞
Part(b)
P∞ Let  > 0 be given. For n ∈ N, there is a countable setSCn = {Jnk = (ank , bnk )}∞ k=1 such that Zn ⊆ k=1 Jnk

and k=1 (bnk − S ank ) < /2n . For convenience, we define J n = k=1 Jnk , which is the union of all intervals of C n.
∞ S∞
Suppose
S∞ Z = n=1 Z n . Now let C = n=1 Cn , which is itself a countable set by Theorem 1.3.12. We can then define
J = i=1 Jn , which the union of all intervals in C. If z ∈ Z, then z ∈ Zn for some n ∈ N. Clearly, then, z ∈ Jn ⊆ J. It
follows that Z ⊆ J.
The sum of the lengths of all the intervals in J is:
∞ X
∞ ∞  
X X  1
(bij − aij ) ≤ =  − 1 = .
i=1 j=1 i=1
2i 1 − 1/2

We conclude that Z is a null set. S∞


Part (a) Redux Suppose Z1 and Z2 are null sets. Observe that Z = Z1 ∪ Z2 = Z1 ∪ Z2 ∪ i=3 ∅. In addition, ∅ is
obviously a null set because it contains no intervals. If we let Zn = ∅ for n > 2 and apply part (a), we see that Z is a null
set.

Section 7.4
Problem 7.4-3. Let f and g be bounded functions on I := [a, b]. If f (x) ≤ g(x) for all x ∈ I, show that L(f ) ≤ L(g) and
(U (f ) ≤ U (g).

Solution: Since f and g are bounded on [a, b], there is a supremum and infimum of the image of any subinterval of [a, b]
under f and g. Suppose P is an arbitrary partition of [a, b] with n ∈ N subintervals. Let mf k = inf{f (x) : x ∈ [xk−1 , xk ]}
and Mf k = sup{f (x) : x ∈ [xk−1 , xk ]}, with similar definitions for mgx and Mgx . Because f (x) ≤ g(x) for all x ∈ [a, b]
by hypothesis, mf k ≤ mgk and Mf k ≤ Mgk for all 1 ≤ k ≤ n.

Page 8
As a result, the lower and upper sums of f and g on P are:
n
X n
X
L(f ; P ) = mf k (xk − xk−1 ) ≤ mgk (xk − xk−1 ) = L(g; P ),
k=1 k=1

and
n
X n
X
U (f ; P ) = Mf k (xk − xk−1 ≤ Mgk (xk − xk−1 ) = U (g; P ).
k=1 k=1

Assume L(f ) > L(g). If  = L(f ) − L(g), then there is a P ∈ P(I) such that L(f ; P ) > L(f ) −  = L(g), so L(f ; P )
is an upper bound to {L(g; P 0 ) : P 0 ∈ P(I)}. But this contradicts that L(f : P ) ≤ L(g; P ). Therefore, L(f ) ≤ L(g). By
the same argument, U (f ) ≤ U (g).

Problem 7.4-5. Let f , g, h be bounded functions on I := [a, b] such that f (x) ≤ g(x) ≤ h(x) for all x ∈ I. Show that if f
Rb Rb Rb Rb
and h are Darboux integrable and if a f = a h, then g is also Darboux integrable with a g = a f .

Solution: Because f , g, and h are bounded, there are supremum and infimum of the image of any subinterval of I
under any f , g, and h. Let P be a partition of I with n ∈ N subintervals. Clearly, mf k ≤ mgk and Mgk ≤ Mhk for
all subintervals of P . Therefore, L(f ; P ) ≤ L(g; P ) and U (g; P ) ≤ U (h; P ). Since this is true for every partition of
Rb Rb
I, it follows that L(f ) ≤ L(g) and U (g) ≤ U (h). If a f = a h, then L(f ) = U (f ) = L(h) = U (h). Therefore,
L(f ) ≤ L(g) ≤ U (g) ≤ U (h), from which it follows that L(g) = U (g) = L(f ). Therefore, g is Darboux integrable with
Rb Rb Rb
a
g = a f = a h.

Problem 7.4-8. Let f be continuous on I := [a, b] and assume f (x) ≥ 0 for all x ∈ I. Prove if L(f ) = 0, then f (x) = 0 for
all x ∈ I.

Solution: Because f is continuous on [a, b], it is bounded on [a, b]. For any partition P of I, it must be that mk ≥ 0
because f is always non-negative on I. Therefore, L(f ; P ) ≥ 0. If L(f ) = 0, then 0 ≤ L(f ; p) ≤ L(f ) = 0, from which it
follows that L(f ; P ) = 0.
Now assume that f (c) > 0 for some c ∈ I. Because f is continuous on I, it follows that limx→c f (x) > 0. By Theorem
4.2.9, there is a δ > 0 such that if x ∈ [c − δ, c + δ] ∩ I, then f (x) > 0. Let P 0 be a partition of I where for some
subinterval k, we have [xk−1 , xk ] ⊆ [c − δ, c + δ]. Therefore, mk > 0. Because mi ≥ 0 for all other subintervals i of P 0 ,
we have L(f ; P 0 ) > 0, which contradicts that L(f ; P 0 ) = 0 for all partitions of I. Therefore, f (x) = 0 for all x ∈ I.

Problem 7.4-9. Let f1 and f2 be bounded functions on [a, b]. Show that L(f1 ) + L(f2 ) ≤ L(f1 + f2 ).

Solution: For any partition P of [a, b] with n ∈ N subintervals, it follows that L(f1 ; P ) ≤ L(f1 ) and L(f2 ; P ) ≤ L(f2 ).
Let g = f1 + f2 . Now let m1k , m2k , and mgk be the infima of f1 , f2 , and g on subinterval k of P , respectively, with
similar definitions for M1k , M2k , and Mgk for the applicable suprema on subinterval k. Clearly, mgk = m1k + m2k and
Mgk = M1k + M2k .
As a result:
n
X n
X
L(g; P ) = mgk (xk − xk−1 ) = (m1k + m2k )(xk − xk−1 ) = L(f1 ; P ) + L(f2 ; P ) ≤ L(g),
k=1 k=1

since L(g) is the supremum of the lower sums of all P on [a, b].
Let S = {L(f1 ; P ) + L(f2 ; P ) : P ∈ P[a, b]}. By definition, L(g) = L(f + g) = sup S. By Exercise 2.4.8, L(f + g) ≥
sup{L(f1 ; P ) : P ∈ P[a, b]} + sup{L(f2 ; P ) : P ∈ P[a, b]} = L(f1 ) + L(f2 ).

Problem 7.2-11. If f is a bounded function on [a, b] such that f (x) = 0 except for x is {c1 , c2 , . . . , cn }, show that U (f ) =
L(f ) = 0.

Page 9
Solution: Let  > 0 be given and C = {c1 , c2 , . . . , cn }. Let mck = mk and Mck = Mk where subinterval k of a
given partition contains ck . Suppose β = inf{f (x) : x ∈ [a, b, ]}, suppose γ = sup{f (x) : x ∈ [a, b, ]}, and suppose
τ = sup{|β|, |γ|}. Clearly τ > 0 (because f is non-zero at some point on [a, b]) and for any partition, if a subinterval k
includes some c ∈ C, then −τ ≤ mk ≤ Mk ≤ τ . We will solve this problem two ways: One using the definition of the
Darboux integral, and the other using the Integrability Criterion.
Let P be a partition of [a, b] where P = {a, c1 − /(4nτ ), c1 + /(4nτ ), . . . , cn − /(4nτ ), cn − /(4nτ ), b}. The lower
sum is :
n
X       
L(f ; P ) = mk (xk − xk−1 ) = mc1 + . . . + mcn ≥ −τ + ... + =− .
2nτ 2nτ 2nτ 2nτ 2
k=1

The upper sum is:


n
X       
U (f ; P ) = Mk (xk − xk−1 ) = Mc1 + . . . + Mcn ≤τ + ... + = .
2nτ 2nτ 2nτ 2nτ 2
k=1

From Theorem 7.4.5, − < L(f ; P ) ≤ L(f ) ≤ U (f ) ≤ U (f ; P ) < . It then follows that L(f ) = U (f ) = 0. This is
easily seen because for any a ∈ R and  > 0, if − < a < , then 0 ≤ |a| < , from which it follows from Theorem 2.1.9
Rb
that |a| = 0, implying that a = 0. Therefore, f is Darboux integrable and a f = 0.
We will now prove the statement using the Integrability Criterion. Let P be a partition of [a, b] where the sum of the
length of the subintervals containing some c ∈ C is less than /(2τ ). Let K = {i ∈ N : ci ∈ [xk−1 , xk ], ci ∈ C}. For
1 ≤ j ≤ n, if j ∈
/ K, then mj = Mj = 0, and if j ∈ K, then −τ ≤ mj ≤ 0 and 0 ≤ Mj ≤ τ . Therefore, the lower sum is
bounded by:
X 
0 ≥ L(f ; P ) ≥ −τ (xk − xk−1 ) < − ,
2
k∈K

and the upper sum is bounded by: X 


0 ≤ U (f ; P ) ≤ τ (xk − xk−1 ) < ,
2
k∈K

It follows that L(f ) ≥ 0 and U (f ) ≤ 0. By Theorem 7.4.5, 0 ≤ L(f ) ≤ U (f ) ≤ 0. Therefore, L(f ) = U (f ) = 0 and
Rb
f is Darboux integrable with a f = 0.

Problem 7.4-12. Let f (x) = x2 for 0 ≤ x ≤ 1. For the partition Pn = (0, 1/n, 2/n, . . . , (n − 1)/n, 1), calculate L(f, Pn ) and
U (f, Pn ), and show that L(f ) = U (f ) = 1/3.

Solution: Observe that f is strictly increasing on [0, 1]. For any subinterval in Pn , we have mk = x2k−1 = [(k − 1)/n]2
and Mk = x2k = (k/n)2 . Therefore, the lower sum is:
n  2   n
X k−1 k k−1 1 X 1
L(f ; Pn ) = − = 3
(k − 1)2 = 3 (n − 1)(n)(2n − 1)
n n n n 6n
k=1 k=1
2
2n − 3n + 1 1 1 1
= 2
= − + 2.
6n 3 2n 6n
Since lim L(f ; Pn ) = 1/3, it follows that L(f ) ≥ 1/3 (see Theorem 1 below for the general proof of this statement).
Similarly, the upper sum is:
n  2   n
X k k k−1 1 X 2 1
S(f ; Pn ) = − = k = 3 n(n + 1)(2n + 1)
n n n n3 6n
k=1 k=1

2n2 + 3n + 1 1 1 1
= = + + .
6n2 3 2n 6n2
Since lim U (f ; Pn ) = 1/6, it must be that U (f ) ≤ 1/3.
R1
Applying Theorem 7.4.5, we infer that 1/3 ≤ L(f ) ≤ U (f ) ≤ 1/3. Consequently, L(f ) = U (f ) = 1/3 and 0 f = 1/3.
Below is the theorem on which we rely to establish bounds on L(f ) and U (f ).

Page 10
Theorem 1. Suppose S ⊆ R where S is non-empty. If (an ) is a sequence where an ∈ S for all n ∈ N and lim an = L,
then sup S ≥ L and inf S ≤ L.
Proof. Because S is non-empty by hypothesis, it is guaranteed to have an infimum and supremum. We will start by
establishing the proposition for the supremum. Let M = sup S. Assume M < L. If  = L − M , there is a K() > 0 such
that for n ≥ K(), we have |an − L| < . Accordingly, L −  = L − L + M = M < an . But an ∈ S, which contradicts
that M is the supremum of S. Therefore, sup S ≥ L.
Now let m = inf S and assume m > L. Then if 0 = m − L, there is a K 0 (0 ) > 0 such that if n ≥ K 0 (0 ), then
|an − L| < 0 . It follows that an < L + 0 = L + m − L = m. But an ∈ S, which contradicts that m is the infimum of S.
Therefore, inf S ≤ L.

Problem 7.4-13. Let P be the partition whose existence is asserted in the Integrability Criterion 7.4.8. Show that if P is any
refinement of P , then U (f ; P ) − L(f ; P ) < .

Solution: By hypothesis, there is a P for  > 0 such that U (f ; P ) − L(f ; P ) < . If P is a refinement of P , then
Theorem 7.4.2 requires that L(f ; P ) ≥ L(f ; P ) and U (f ; P ) ≤ L(f ; P ). By Lemma 7.4.3, U (f ; P ) ≥ L(f ; P ). Therefore,
0 ≤ U (f ; P ) − L(f ; P ) ≤ U (f ; P ) − L(f ; P ) < .

Page 11

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