diff --git a/Bookshelf/Apostol.tex b/Bookshelf/Apostol.tex index 1abdff1..9d78db4 100644 --- a/Bookshelf/Apostol.tex +++ b/Bookshelf/Apostol.tex @@ -9,6 +9,9 @@ \newcommand{\lean}[2]{\leanref{../#1.html\##2}{#2}} \newcommand{\leanPretty}[3]{\leanref{../#1.html\##2}{#3}} +\newcommand{\ubar}[1]{\text{\b{$#1$}}} +\newcommand{\aliasref}[2]{\hyperref[#1]{#2}} + \begin{document} \header @@ -51,6 +54,35 @@ Such a number $B$ is also known as the \textbf{greatest lower bound}. \end{definition} +\section{\partial{Integral of a Bounded Function}}% +\label{sec:def-integral-bounded-function} + +Let $f$ be a function defined and bounded on $[a, b]$. +Let $s$ and $t$ denote arbitrary step functions defined on $[a, b]$ such that + \begin{equation} + \label{sec:def-integral-bounded-function-eq1} + s(x) \leq f(x) \leq t(x) + \end{equation} + for every $x$ in $[a, b]$. +If there is one and only one number $I$ such that + $$\int_a^b s(x) \mathop{dx} \leq I \leq \int_a^b t(x) \mathop{dx}$$ + for every pair of step functions $s$ and $t$ satisfying + \eqref{sec:def-integral-bounded-function-eq1}, then this number $I$ is called + the \textbf{integral of $f$ from $a$ to $b$}, and is denoted by the symbol + $\int_a^b f(x) \mathop{dx}$ or by $\int_a^b f$. +When such an $I$ exists, the function $f$ is said to be + \textbf{integrable on $[a, b]$}. + +If $a < b$, we define $\int_b^a f(x) \mathop{dx} = -\int_a^b f(x) \mathop{dx}$, + provided $f$ is integrable on $[a, b]$. +We also define $\int_a^a f(x) \mathop{dx} = 0$. +If $f$ is integrable on $[a, b]$, we say that the integral + $\int_a^b f(x) \mathop{dx}$ \textbf{exists}. + +The function $f$ is called the \textbf{integrand}, the numbers $a$ and $b$ are + called the \textbf{limits of integration}, and the interval $[a, b]$ the + \textbf{interval of integration}. + \section{\partial{Integral of a Step Function}}% \label{sec:def-integral-step-function} @@ -64,10 +96,18 @@ Denote by $s_k$ the constant value that $s$ takes in the $k$th open subinterval The \textbf{integral of $s$ from $a$ to $b$}, denoted by the symbol $\int_a^b s(x)\mathop{dx}$, is defined by the following formula: $$\int_a^b s(x) \mathop{dx} = \sum_{k=1}^n s_k \cdot (x_k - x_{k-1}).$$ -If $a < b$, then we define - $$\int_b^a s(x) \mathop{dx} = -\int_a^b s(x) \mathop{dx}.$$ -If $a = b$, then we define - $$\int_a^b s(x) \mathop{dx} = 0.$$ +If $a < b$, we define $\int_b^a s(x) \mathop{dx} = -\int_a^b s(x) \mathop{dx}$. +We also define $\int_a^a s(x) \mathop{dx} = 0$. + +\section{\partial{Lower Integral of \texorpdfstring{$f$}{f}}}% +\label{sec:def-lower-integral-f} + +Let $f$ be a function bounded on $[a, b]$ and $S$ denote the set of numbers + $\int_a^b s(x) \mathop{dx}$ obtained as $s$ runs through all + \nameref{sec:def-step-function}s below $f$. +That is, let $$S = \left\{ \int_a^b s(x) \mathop{dx} : s \leq f \right\}.$$ +The number $\sup{S}$ is called the \textbf{lower integral of $f$}. +It is denoted as $\ubar{I}(f)$. \section{\defined{Partition}}% \label{sec:def-partition} @@ -140,6 +180,16 @@ Such a number $B$ is also known as the \textbf{least upper bound}. \end{definition} +\section{\partial{Upper Integral of \texorpdfstring{$f$}{f}}}% +\label{sec:def-upper-integral-f} + +Let $f$ be a function bounded on $[a, b]$ and $T$ denote the set of numbers + $\int_a^b t(x) \mathop{dx}$ obtained as $t$ runs through all + \nameref{sec:def-step-function}s above $f$. +That is, let $$T = \left\{ \int_a^b t(x) \mathop{dx} : f \leq t \right\}.$$ +The number $\inf{T}$ is called the \textbf{upper integral of $f$}. +It is denoted as $\bar{I}(f)$. + \chapter{A Set of Axioms for the Real-Number System}% \label{chap:set-axioms-real-number-system} @@ -2453,4 +2503,68 @@ If $s(x) < t(x)$ for each $x$ in $[a, b]$, then $\int_a^b s < \int_a^b t$. \end{proof} +\chapter{Upper and Lower Integrals}% +\label{chap:upper-lower-integrals} + +\section{\unverified{Theorem 1.9}}% +\label{sec:theorem-1.9} + +Every function $f$ which is bounded on $[a, b]$ has a lower integral + $\ubar{I}(f)$ and an upper integral $\overline{I}(f)$ satisfying the + inequalities + \begin{equation} + \label{sec:theorem-1.9-eq1} + \int_a^b s(x) \mathop{dx} \leq \ubar{I}(f) \leq + \bar{I}(f) \leq \int_a^b t(x) \mathop{dx} + \end{equation} + for all \nameref{sec:def-step-function}s $s$ and $t$ with $s \leq f \leq t$. +The function $f$ is integrable on $[a, b]$ if and only if its upper and lower + integrals are equal, in which case we have + $$\int_a^b f(x) \mathop{dx} = \ubar{I}(f) = \bar{I}(f).$$ + +\begin{proof} + + Let $f$ be a function bounded on $[a, b]$. + We prove that (i) $f$ has a lower and upper integral satisfying + \eqref{sec:theorem-1.9-eq1} and (ii) that $f$ is integrable on $[a, b]$ if + and only if its lower and upper integrals are equal. + + \paragraph{(i)}% + + Because $f$ is bounded, there exists some $M > 0$ such that + $\abs{f(x)} \leq M$ for all $x \in [a, b]$. + + Let $S$ denote the set of numbers $\int_a^b s(x) \mathop{dx}$ obtained as + $s$ runs through all step functions below $f$. + That is, let $$S = \left\{ \int_a^b s(x) \mathop{dx} : s \leq f \right\}.$$ + Note $S$ is nonempty since, e.g. constant function $c(x) = -M$ is a member. + + Likewise, let $T$ denote the set of numbers $\int_a^b t(x) \mathop{dx}$ + obtained as $t$ runs through all step functions above $f$. + That is, let $$T = \left\{ \int_a^b t(x) \mathop{dx} : f \leq t \right\}.$$ + Note $T$ is nonempty since e.g. constant function $c(x) = M$ is a member. + + By construction, $s \leq t$ for every $s$ in $S$ and $t$ in $T$. + Therefore \nameref{sec:theorem-i.34} tells us $S$ has a + \nameref{sec:def-supremum}, $T$ has an \nameref{sec:def-infimum}, and + $\sup{S} \leq \inf{T}$. + By definition of the \nameref{sec:def-lower-integral-f}, + $\ubar{I}(f) = \sup{S}$. + By definition of the \nameref{sec:def-upper-integral-f}, + $\bar{I}(f) = \inf{S}$. + Thus \eqref{sec:theorem-1.9-eq1} holds. + + \paragraph{(ii)}% + + By definition of integrability, $f$ is integrable on $[a, b]$ if and only if + there exists one and only one number $I$ such that + $$\int_a^b s(x) \mathop{dx} \leq I \leq \int_a^b t(x) \mathop{dx}$$ + for every pair of step functions $s$ and $t$ satisfying + \eqref{sec:def-integral-bounded-function-eq1}. + By \eqref{sec:theorem-1.9-eq1} and the definition of the supremum/infimum, + this holds if and only if $\ubar{I}(f) = \bar{I}(f)$, concluding the + proof. + +\end{proof} + \end{document}