Apostol 1.20, 21.
parent
1448a93015
commit
ca3dc196c7
|
@ -8,9 +8,7 @@
|
|||
|
||||
\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}
|
||||
|
||||
|
@ -107,8 +105,8 @@ The \textbf{integral of $s$ from $a$ to $b$}, denoted by the symbol
|
|||
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}
|
||||
\section{\partial{Lower Integral}}%
|
||||
\label{sec:def-lower-integral}
|
||||
|
||||
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
|
||||
|
@ -117,6 +115,20 @@ 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{\partial{Monotonic}}%
|
||||
\label{sec:def-monotonic}
|
||||
|
||||
A function $f$ is called \textbf{monotonic} on set $S$ if it is increasing on
|
||||
$S$ or if it is decreasing on $S$.
|
||||
$f$ is said to be \textbf{strictly monotonic} if it is strictly increasing on
|
||||
$S$ or strictly decreasing on $S$.
|
||||
|
||||
A function $f$ is said to be \textbf{piecewise monotonic} on an interval if its
|
||||
graph consists of a finite number of monotonic pieces.
|
||||
In other words, $f$ is piecewise monotonic on $[a, b]$ if there is a
|
||||
\nameref{sec:def-partition} of $[a, b]$ such that $f$ is monotonic on each of
|
||||
the open subintervals of $P$.
|
||||
|
||||
\section{\defined{Partition}}%
|
||||
\label{sec:def-partition}
|
||||
|
||||
|
@ -188,8 +200,8 @@ 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}
|
||||
\section{\partial{Upper Integral}}%
|
||||
\label{sec:def-upper-integral}
|
||||
|
||||
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
|
||||
|
@ -216,8 +228,12 @@ Every nonempty set $S$ of real numbers which is bounded above has a supremum;
|
|||
\section{\verified{Lemma 1}}%
|
||||
\label{sec:lemma-1}
|
||||
|
||||
\begin{lemma}{1}
|
||||
|
||||
Nonempty set $S$ has supremum $L$ if and only if set $-S$ has infimum $-L$.
|
||||
|
||||
\end{lemma}
|
||||
|
||||
\begin{proof}
|
||||
|
||||
\lean{Bookshelf/Apostol/Chapter\_I\_03}
|
||||
|
@ -237,9 +253,13 @@ Nonempty set $S$ has supremum $L$ if and only if set $-S$ has infimum $-L$.
|
|||
\section{\verified{Theorem I.27}}%
|
||||
\label{sec:theorem-i.27}
|
||||
|
||||
\begin{theorem}{I.27}
|
||||
|
||||
Every nonempty set $S$ that is bounded below has a greatest lower bound; that
|
||||
is, there is a real number $L$ such that $L = \inf{S}$.
|
||||
|
||||
\end{theorem}
|
||||
|
||||
\begin{proof}
|
||||
|
||||
\lean{Bookshelf/Apostol/Chapter\_I\_03}
|
||||
|
@ -259,8 +279,12 @@ Every nonempty set $S$ that is bounded below has a greatest lower bound; that
|
|||
\section{\verified{Theorem I.29}}%
|
||||
\label{sec:theorem-i.29}
|
||||
|
||||
\begin{theorem}{I.29}
|
||||
|
||||
For every real $x$ there exists a positive integer $n$ such that $n > x$.
|
||||
|
||||
\end{theorem}
|
||||
|
||||
\begin{proof}
|
||||
|
||||
\lean{Bookshelf/Apostol/Chapter\_I\_03}
|
||||
|
@ -279,11 +303,14 @@ For every real $x$ there exists a positive integer $n$ such that $n > x$.
|
|||
|
||||
\section{\verified{Archimedean Property of the Reals}}%
|
||||
\label{sec:archimedean-property-reals}
|
||||
\label{sec:theorem-i.30}
|
||||
|
||||
\begin{theorem}{I.30}
|
||||
|
||||
If $x > 0$ and if $y$ is an arbitrary real number, there exists a positive
|
||||
integer $n$ such that $nx > y$.
|
||||
|
||||
\note{This is known as the "Archimedean Property of the Reals."}
|
||||
\end{theorem}
|
||||
|
||||
\begin{proof}
|
||||
|
||||
|
@ -302,8 +329,13 @@ If $x > 0$ and if $y$ is an arbitrary real number, there exists a positive
|
|||
\section{\verified{Theorem I.31}}%
|
||||
\label{sec:theorem-i.31}
|
||||
|
||||
\begin{theorem}{I.31}
|
||||
|
||||
If three real numbers $a$, $x$, and $y$ satisfy the inequalities
|
||||
$$a \leq x \leq a + \frac{y}{n}$$ for every integer $n \geq 1$, then $x = a$.
|
||||
$$a \leq x \leq a + \frac{y}{n}$$ for every integer $n \geq 1$, then
|
||||
$x = a$.
|
||||
|
||||
\end{theorem}
|
||||
|
||||
\begin{proof}
|
||||
|
||||
|
@ -346,9 +378,13 @@ If three real numbers $a$, $x$, and $y$ satisfy the inequalities
|
|||
\section{\verified{Lemma 2}}%
|
||||
\label{sec:lemma-2}
|
||||
|
||||
\begin{lemma}{2}
|
||||
|
||||
If three real numbers $a$, $x$, and $y$ satisfy the inequalities
|
||||
$$a - y / n \leq x \leq a$$ for every integer $n \geq 1$, then $x = a$.
|
||||
|
||||
\end{lemma}
|
||||
|
||||
\begin{proof}
|
||||
|
||||
\lean{Bookshelf/Apostol/Chapter\_I\_03}
|
||||
|
@ -395,8 +431,12 @@ Let $h$ be a given positive number and let $S$ be a set of real numbers.
|
|||
\subsection{\verified{Theorem I.32a}}%
|
||||
\label{sub:theorem-i.32a}
|
||||
|
||||
\begin{theorem}{I.32a}
|
||||
|
||||
If $S$ has a supremum, then for some $x$ in $S$ we have $x > \sup{S} - h$.
|
||||
|
||||
\end{theorem}
|
||||
|
||||
\begin{proof}
|
||||
|
||||
\lean{Bookshelf/Apostol/Chapter\_I\_03}
|
||||
|
@ -419,8 +459,12 @@ If $S$ has a supremum, then for some $x$ in $S$ we have $x > \sup{S} - h$.
|
|||
\subsection{\verified{Theorem I.32b}}%
|
||||
\label{sub:theorem-i.32b}
|
||||
|
||||
\begin{theorem}{I.32b}
|
||||
|
||||
If $S$ has an infimum, then for some $x$ in $S$ we have $x < \inf{S} + h$.
|
||||
|
||||
\end{theorem}
|
||||
|
||||
\begin{proof}
|
||||
|
||||
\lean{Bookshelf/Apostol/Chapter\_I\_03}
|
||||
|
@ -451,9 +495,13 @@ Given nonempty subsets $A$ and $B$ of $\mathbb{R}$, let $C$ denote the set
|
|||
\subsection{\verified{Theorem I.33a}}%
|
||||
\label{sub:theorem-i.33a}
|
||||
|
||||
\begin{theorem}{I.33a}
|
||||
|
||||
If each of $A$ and $B$ has a supremum, then $C$ has a supremum, and
|
||||
$$\sup{C} = \sup{A} + \sup{B}.$$
|
||||
|
||||
\end{theorem}
|
||||
|
||||
\begin{proof}
|
||||
|
||||
\lean{Bookshelf/Apostol/Chapter\_I\_03}
|
||||
|
@ -520,9 +568,13 @@ If each of $A$ and $B$ has a supremum, then $C$ has a supremum, and
|
|||
\subsection{\verified{Theorem I.33b}}%
|
||||
\label{sub:theorem-i.33b}
|
||||
|
||||
\begin{theorem}{I.33b}
|
||||
|
||||
If each of $A$ and $B$ has an infimum, then $C$ has an infimum, and
|
||||
$$\inf{C} = \inf{A} + \inf{B}.$$
|
||||
|
||||
\end{theorem}
|
||||
|
||||
\begin{proof}
|
||||
|
||||
\lean{Bookshelf/Apostol/Chapter\_I\_03}
|
||||
|
@ -589,10 +641,14 @@ If each of $A$ and $B$ has an infimum, then $C$ has an infimum, and
|
|||
\section{\verified{Theorem I.34}}%
|
||||
\label{sec:theorem-i.34}
|
||||
|
||||
\begin{theorem}{I.34}
|
||||
|
||||
Given two nonempty subsets $S$ and $T$ of $\mathbb{R}$ such that $$s \leq t$$
|
||||
for every $s$ in $S$ and every $t$ in $T$. Then $S$ has a supremum, and $T$
|
||||
has an infimum, and they satisfy the inequality $$\sup{S} \leq \inf{T}.$$
|
||||
|
||||
\end{theorem}
|
||||
|
||||
\begin{proof}
|
||||
|
||||
\lean{Bookshelf/Apostol/Chapter\_I\_03}
|
||||
|
@ -1749,12 +1805,18 @@ This property is described by saying that every step function is a linear
|
|||
|
||||
\section{\partial{Additive Property}}%
|
||||
\label{sec:step-additive-property}
|
||||
\label{sec:theorem-1.2}
|
||||
|
||||
Let $s$ and $t$ be \nameref{sec:def-step-function}s on closed interval $[a, b]$.
|
||||
\begin{theorem}{1.2}
|
||||
|
||||
Let $s$ and $t$ be \nameref{sec:def-step-function}s on closed interval
|
||||
$[a, b]$.
|
||||
Then
|
||||
$$\int_a^b \left[ s(x) + t(x) \right] \mathop{dx} =
|
||||
\int_a^b s(x) \mathop{dx} + \int_a^b t(x) \mathop{dx}.$$
|
||||
|
||||
\end{theorem}
|
||||
|
||||
\begin{proof}
|
||||
|
||||
Let $s$ and $t$ be step functions on closed interval $[a, b]$.
|
||||
|
@ -1786,11 +1848,16 @@ Then
|
|||
|
||||
\section{\partial{Homogeneous Property}}%
|
||||
\label{sec:step-homogeneous-property}
|
||||
\label{sec:theorem-1.3}
|
||||
|
||||
\begin{theorem}{1.3}
|
||||
|
||||
Let $s$ be a \nameref{sec:def-step-function} on closed interval $[a, b]$.
|
||||
For every real number $c$, we have
|
||||
$$\int_a^b c \cdot s(x) \mathop{dx} = c\int_a^b s(x) \mathop{dx}.$$
|
||||
|
||||
\end{theorem}
|
||||
|
||||
\begin{proof}
|
||||
|
||||
Let $s$ be a step function on closed interval $[a, b]$.
|
||||
|
@ -1812,12 +1879,18 @@ For every real number $c$, we have
|
|||
|
||||
\section{\partial{Linearity Property}}%
|
||||
\label{sec:step-linearity-property}
|
||||
\label{sec:theorem-1.4}
|
||||
|
||||
Let $s$ and $t$ be \nameref{sec:def-step-function}s on closed interval $[a, b]$.
|
||||
\begin{theorem}{1.4}
|
||||
|
||||
Let $s$ and $t$ be \nameref{sec:def-step-function}s on closed interval
|
||||
$[a, b]$.
|
||||
For every real $c_1$ and $c_2$, we have
|
||||
$$\int_a^b \left[ c_1s(x) + c_2t(x) \right] \mathop{dx} =
|
||||
c_1\int_a^b s(x) \mathop{dx} + c_2\int_a^b t(x) \mathop{dx}.$$
|
||||
|
||||
\end{theorem}
|
||||
|
||||
\begin{proof}
|
||||
|
||||
Let $s$ and $t$ be step functions on closed interval $[a, b]$.
|
||||
|
@ -1836,11 +1909,17 @@ For every real $c_1$ and $c_2$, we have
|
|||
|
||||
\section{\partial{Comparison Theorem}}%
|
||||
\label{sec:step-comparison-theorem}
|
||||
\label{sec:theorem-1.5}
|
||||
|
||||
Let $s$ and $t$ be \nameref{sec:def-step-function}s on closed interval $[a, b]$.
|
||||
\begin{theorem}{1.5}
|
||||
|
||||
Let $s$ and $t$ be \nameref{sec:def-step-function}s on closed interval
|
||||
$[a, b]$.
|
||||
If $s(x) < t(x)$ for every $x$ in $[a, b]$, then
|
||||
$$\int_a^b s(x) \mathop{dx} < \int_a^b t(x) \mathop{dx}.$$
|
||||
|
||||
\end{theorem}
|
||||
|
||||
\begin{proof}
|
||||
|
||||
Let $s$ and $t$ be step functions on closed interval $[a, b]$.
|
||||
|
@ -1869,6 +1948,9 @@ If $s(x) < t(x)$ for every $x$ in $[a, b]$, then
|
|||
|
||||
\section{\partial{Additivity With Respect to the Interval of Integration}}%
|
||||
\label{sec:step-additivity-with-respect-interval-integration}
|
||||
\label{sec:theorem-1.6}
|
||||
|
||||
\begin{theorem}{1.6}
|
||||
|
||||
Let $a, b, c \in \mathbb{R}$ and $s$ a \nameref{sec:def-step-function} on the
|
||||
smallest closed interval containing them.
|
||||
|
@ -1876,6 +1958,8 @@ Then
|
|||
$$\int_a^c s(x) \mathop{dx} + \int_c^b s(x) \mathop{dx} +
|
||||
\int_b^a s(x) \mathop{dx} = 0.$$
|
||||
|
||||
\end{theorem}
|
||||
|
||||
\begin{proof}
|
||||
|
||||
WLOG, suppose $a < c < b$ and $s$ be a step function on closed interval
|
||||
|
@ -1910,12 +1994,17 @@ Then
|
|||
|
||||
\section{\partial{Invariance Under Translation}}%
|
||||
\label{sec:step-invariance-under-translation}
|
||||
\label{sec:theorem-1.7}
|
||||
|
||||
\begin{theorem}{1.7}
|
||||
|
||||
Let $s$ be a step function on closed interval $[a, b]$.
|
||||
Then
|
||||
$$\int_a^b s(x) \mathop{dx} =
|
||||
\int_{a+c}^{b+x} s(x - c) \mathop{dx} \quad\text{for every real } c.$$
|
||||
|
||||
\end{theorem}
|
||||
|
||||
\begin{proof}
|
||||
|
||||
Let $s$ be a step function on closed interval $[a, b]$.
|
||||
|
@ -1946,12 +2035,17 @@ Then
|
|||
|
||||
\section{\partial{Expansion or Contraction of the Interval of Integration}}%
|
||||
\label{sec:step-expansion-contraction-interval-integration}
|
||||
\label{sec:theorem-1.8}
|
||||
|
||||
\begin{theorem}{1.8}
|
||||
|
||||
Let $s$ be a step function on closed interval $[a, b]$.
|
||||
Then
|
||||
$$\int_{ka}^{kb} s \left( \frac{x}{k} \right) \mathop{dx} =
|
||||
k \int_a^b s(x) \mathop{dx} \quad\text{for every } k \neq 0.$$
|
||||
|
||||
\end{theorem}
|
||||
|
||||
\begin{proof}
|
||||
|
||||
Let $s$ be a step function on closed interval $[a, b]$.
|
||||
|
@ -2511,12 +2605,14 @@ 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}
|
||||
\chapter{Theorey of Integrability}%
|
||||
\label{chap:theory-integrability}
|
||||
|
||||
\section{\partial{Theorem 1.9}}%
|
||||
\label{sec:theorem-1.9}
|
||||
|
||||
\begin{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
|
||||
|
@ -2530,6 +2626,8 @@ The function $f$ is \nameref{sec:def-integrable} on $[a, b]$ if and only if
|
|||
its upper and lower integrals are equal, in which case we have
|
||||
$$\int_a^b f(x) \mathop{dx} = \ubar{I}(f) = \bar{I}(f).$$
|
||||
|
||||
\end{theorem}
|
||||
|
||||
\begin{proof}
|
||||
|
||||
Let $f$ be a function bounded on $[a, b]$.
|
||||
|
@ -2556,9 +2654,9 @@ The function $f$ is \nameref{sec:def-integrable} on $[a, b]$ if and only if
|
|||
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},
|
||||
By definition of the \nameref{sec:def-lower-integral},
|
||||
$\ubar{I}(f) = \sup{S}$.
|
||||
By definition of the \nameref{sec:def-upper-integral-f},
|
||||
By definition of the \nameref{sec:def-upper-integral},
|
||||
$\bar{I}(f) = \inf{S}$.
|
||||
Thus \eqref{sec:theorem-1.9-eq1} holds.
|
||||
|
||||
|
@ -2575,17 +2673,19 @@ The function $f$ is \nameref{sec:def-integrable} on $[a, b]$ if and only if
|
|||
|
||||
\end{proof}
|
||||
|
||||
\chapter{The Area of an Ordinate Set Expressed as an Interval}%
|
||||
\label{chap:area-ordinate-set-expressed-interval}
|
||||
|
||||
\section{\partial{Theorem 1.10}}%
|
||||
\section{\partial{Measurability of Ordinate Sets}}%
|
||||
\label{sec:measurability-ordinate-sets}
|
||||
\label{sec:theorem-1.10}
|
||||
|
||||
\begin{theorem}{1.10}
|
||||
|
||||
Let $f$ be a nonnegative function, \nameref{sec:def-integrable} on an interval
|
||||
$[a, b]$, and let $Q$ denote the ordinate set of $f$ over $[a, b]$.
|
||||
Then $Q$ is measurable and its area is equal to the integral
|
||||
$\int_a^b f(x) \mathop{dx}$.
|
||||
|
||||
\end{theorem}
|
||||
|
||||
\begin{proof}
|
||||
|
||||
Let $f$ be a nonnegative function, \nameref{sec:def-integrable} on $[a, b]$.
|
||||
|
@ -2601,17 +2701,22 @@ Then $Q$ is measurable and its area is equal to the integral
|
|||
|
||||
\end{proof}
|
||||
|
||||
\section{\partial{Theorem 1.11}}%
|
||||
\section{\partial{Measurability of the Graph of a Nonnegative Function}}%
|
||||
\label{sec:measurability-graph-nonnegative-function}
|
||||
\label{sec:theorem-1.11}
|
||||
|
||||
\begin{theorem}{1.11}
|
||||
|
||||
Let $f$ be a nonnegative function, integrable on an interval $[a, b]$.
|
||||
Then the graph of $f$, that is, the set
|
||||
\begin{equation}
|
||||
\label{sec:theorem-1.11-eq1}
|
||||
\{(x, y) | a \leq x \leq b, y = f(x)\},
|
||||
\label{sec:measurability-graph-nonnegative-function-eq1}
|
||||
\{(x, y) \mid a \leq x \leq b, y = f(x)\},
|
||||
\end{equation}
|
||||
is measurable and has area equal to $0$.
|
||||
|
||||
\end{theorem}
|
||||
|
||||
\begin{proof}
|
||||
|
||||
Let $f$ be a nonnegative function, integrable on an interval $[a, b]$.
|
||||
|
@ -2621,7 +2726,7 @@ Then the graph of $f$, that is, the set
|
|||
equal to $0$.
|
||||
|
||||
\paragraph{(i)}%
|
||||
\label{par:theorem-1.11-i}
|
||||
\label{par:measurability-graph-nonnegative-function-i}
|
||||
|
||||
By definition of integrability, there exists one and only one number $I$
|
||||
such that
|
||||
|
@ -2637,11 +2742,12 @@ Then the graph of $f$, that is, the set
|
|||
\paragraph{(ii)}%
|
||||
|
||||
Let $Q$ denote the ordinate set of $f$.
|
||||
By \nameref{sec:theorem-1.11}, $Q$ is measurable with area equal to the
|
||||
integral $I = \int_a^b f(x) \mathop{dx}$.
|
||||
By \nameref{par:theorem-1.11-i}, $Q'$ is measurable with area also equal to
|
||||
$I$.
|
||||
We note the graph of $f$, \eqref{sec:theorem-1.11-eq1}, is equal to set
|
||||
By \nameref{sec:measurability-ordinate-sets}, $Q$ is measurable with area
|
||||
equal to the integral $I = \int_a^b f(x) \mathop{dx}$.
|
||||
By \nameref{par:measurability-graph-nonnegative-function-i}, $Q'$ is
|
||||
measurable with area also equal to $I$.
|
||||
We note the graph of $f$,
|
||||
\eqref{sec:measurability-graph-nonnegative-function-eq1}, is equal to set
|
||||
$Q - Q'$.
|
||||
By the \nameref{sec:area-difference-property}, $Q - Q'$ is measurable and
|
||||
$$a(Q - Q') = a(Q) - a(Q') = I - I = 0.$$
|
||||
|
@ -2649,4 +2755,134 @@ Then the graph of $f$, that is, the set
|
|||
|
||||
\end{proof}
|
||||
|
||||
\section
|
||||
[\partial{Integrability of Bounded Monotonic Functions}]
|
||||
{\partial{Integrability of Bounded Monotonic \texorpdfstring{\\}{}Functions}}
|
||||
\label{sec:integrability-bounded-monotonic-functions}
|
||||
\label{sec:theorem-1.12}
|
||||
|
||||
\begin{theorem}{1.12}
|
||||
|
||||
If $f$ is \nameref{sec:def-monotonic} on a closed interval $[a, b]$, then $f$
|
||||
is \nameref{sec:def-integrable} on $[a, b]$.
|
||||
|
||||
\end{theorem}
|
||||
|
||||
\begin{proof}
|
||||
|
||||
Let $f$ be a monotonic function on closed interval $[a, b]$.
|
||||
That is to say, either $f$ is increasing on $[a, b]$ or $f$ is decreasing on
|
||||
$[a, b]$.
|
||||
Because $f$ is on a closed interval, it is bounded.
|
||||
By \nameref{sec:theorem-1.9}, $f$ has a \nameref{sec:def-lower-integral}
|
||||
$\ubar{I}(f)$, $f$ has an \nameref{sec:def-upper-integral} $\bar{I}(f)$,
|
||||
and $f$ is integrable if and only if $\ubar{I}(f) = \bar{I}(f)$.
|
||||
|
||||
Consider a partition $P = \{x_0, x_1, \ldots, x_n\}$ of $[a, b]$ in which
|
||||
$x_k - x_{k-1} = (b - a) / n$ for each $k = 1, \ldots, n$.
|
||||
There are two cases to consider:
|
||||
|
||||
\paragraph{Case 1}%
|
||||
|
||||
Suppose $f$ is increasing.
|
||||
Let $s$ be the step function below $f$ with constant value $f(x_{k-1})$
|
||||
on every $k$th open subinterval of $P$.
|
||||
Let $t$ be the step function above $f$ with constant value $f(x_k)$
|
||||
on every $k$th open subinterval of $P$.
|
||||
Then, by \eqref{sec:theorem-1.9-eq1}, it follows
|
||||
\begin{equation}
|
||||
\label{sec:integrability-bounded-monotonic-functions-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}
|
||||
By definition of the \nameref{sec:def-integral-step-function},
|
||||
\begin{align*}
|
||||
\int_a^b s(x) \mathop{dx}
|
||||
& = \sum_{k=1}^n f(x_{k-1})\left[\frac{b - a}{n}\right] \\
|
||||
\int_a^b t(x) \mathop{dx}
|
||||
& = \sum_{k=1}^n f(x_k)\left[\frac{b - a}{n}\right].
|
||||
\end{align*}
|
||||
Thus
|
||||
\begin{align*}
|
||||
\int_a^b t(x) \mathop{dx} - \int_a^b s(x) \mathop{dx}
|
||||
& = \sum_{k=1}^n f(x_k)\left[\frac{b - a}{n}\right] -
|
||||
\sum_{k=1}^n f(x_{k-1})\left[\frac{b - a}{n}\right] \\
|
||||
& = \left[\frac{b - a}{n}\right] \sum_{k=1}^n f(x_k) - f(x_{k-1}) \\
|
||||
& = \frac{(b - a)(f(b) - f(a))}{n}.
|
||||
\end{align*}
|
||||
By \eqref{sec:integrability-bounded-monotonic-functions-eq1},
|
||||
\begin{align*}
|
||||
\ubar{I}(f)
|
||||
& \leq \bar{I}(f) \\
|
||||
& \leq \int_a^b t(x) \mathop{dx} \\
|
||||
& = \int_a^b s(x) \mathop{dx} + \frac{(b - a)(f(b) - f(a))}{n} \\
|
||||
& \leq \ubar{I}(f) + \frac{(b - a)(f(b) - f(a))}{n}.
|
||||
\end{align*}
|
||||
Since the above holds for all positive integers $n$,
|
||||
\nameref{sec:theorem-i.31} indicates $\ubar{I}(f) = \bar{I}(f)$.
|
||||
|
||||
\paragraph{Case 2}%
|
||||
|
||||
Suppose $f$ is decreasing.
|
||||
Let $s$ be the step function below $f$ with constant value $f(x_k)$
|
||||
on every $k$th open subinterval of $P$.
|
||||
Let $t$ be the step function above $f$ with constant value $f(x_{k-1})$
|
||||
on every $k$th open subinterval of $P$.
|
||||
Then, by \eqref{sec:theorem-1.9-eq1}, it follows
|
||||
\begin{equation}
|
||||
\label{sec:integrability-bounded-monotonic-functions-eq2}
|
||||
\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}
|
||||
By definition of the \nameref{sec:def-integral-step-function},
|
||||
\begin{align*}
|
||||
\int_a^b s(x) \mathop{dx}
|
||||
& = \sum_{k=1}^n f(x_k)\left[\frac{b - a}{n}\right] \\
|
||||
\int_a^b t(x) \mathop{dx}
|
||||
& = \sum_{k=1}^n f(x_{k-1})\left[\frac{b - a}{n}\right].
|
||||
\end{align*}
|
||||
Thus
|
||||
\begin{align*}
|
||||
\int_a^b t(x) \mathop{dx} - \int_a^b s(x) \mathop{dx}
|
||||
& = \sum_{k=1}^n f(x_{k-1})\left[\frac{b - a}{n}\right] -
|
||||
\sum_{k=1}^n f(x_k)\left[\frac{b - a}{n}\right] \\
|
||||
& = \left[\frac{b - a}{n}\right] \sum_{k=1}^n f(x_{k-1}) - f(x_k) \\
|
||||
& = \frac{(b - a)(f(a) - f(b))}{n}.
|
||||
\end{align*}
|
||||
By \eqref{sec:integrability-bounded-monotonic-functions-eq2},
|
||||
\begin{align*}
|
||||
\ubar{I}(f)
|
||||
& \leq \bar{I}(f) \\
|
||||
& \leq \int_a^b t(x) \mathop{dx} \\
|
||||
& = \int_a^b s(x) \mathop{dx} + \frac{(b - a)(f(a) - f(b))}{n} \\
|
||||
& \leq \ubar{I}(f) + \frac{(b - a)(f(a) - f(b))}{n}.
|
||||
\end{align*}
|
||||
Since the above holds for all positive integers $n$,
|
||||
\nameref{sec:theorem-i.31} indicates $\ubar{I}(f) = \bar{I}(f)$.
|
||||
|
||||
\end{proof}
|
||||
|
||||
\section{\unverified{%
|
||||
Calculation of the Integral of a Bounded Monotonic Function}}%
|
||||
\label{sec:calculation-integral-bounded-monotonic-function}
|
||||
\label{sec:theorem-1.13}
|
||||
|
||||
\begin{theorem}{1.13}
|
||||
|
||||
Assume $f$ is increasing on a closed interval $[a, b]$.
|
||||
Let $x_k = a + k(b - a) / n$ for $k = 0, 1, \ldots, n$.
|
||||
If $I$ is any number which satisfies the inequalities
|
||||
$$\frac{b - a}{n} \sum_{k=0}^{n-1} f(x_k)
|
||||
\leq I \leq
|
||||
\frac{b - a}{n} \sum_{k=1}^n f(x_k)$$
|
||||
for every integer $n \geq 1$, then $I = \int_a^b f(x) \mathop{dx}$.
|
||||
|
||||
\end{theorem}
|
||||
|
||||
\begin{proof}
|
||||
|
||||
TODO
|
||||
|
||||
\end{proof}
|
||||
|
||||
\end{document}
|
||||
|
|
27
preamble.tex
27
preamble.tex
|
@ -26,13 +26,7 @@
|
|||
\newcommand{\divider}{\vspace{10pt}\hrule\vspace{10pt}}
|
||||
\newcommand{\header}[2]{\title{#1}\author{#2}\date{}\maketitle}
|
||||
|
||||
\newenvironment{axiom}{%
|
||||
\paragraph{\normalfont\normalsize\textit{Axiom.}}}
|
||||
{\hfill$\square$}
|
||||
\newenvironment{definition}{%
|
||||
\paragraph{\normalfont\normalsize\textit{Definition.}}}
|
||||
{\hfill$\square$}
|
||||
|
||||
% Admonitions.
|
||||
\newcommand{\admonition}[2]{%
|
||||
\begin{center}
|
||||
\doublebox{
|
||||
|
@ -45,6 +39,25 @@
|
|||
\newcommand{\note}[1]{\admonition{Note:}{#1}}
|
||||
\newcommand{\todo}[1]{\admonition{TODO:}{#1}}
|
||||
|
||||
% Statements.
|
||||
\newenvironment{axiom}{%
|
||||
\paragraph{\normalfont\normalsize\textit{Axiom.}}}
|
||||
{\hfill$\square$}
|
||||
\newenvironment{definition}{%
|
||||
\paragraph{\normalfont\normalsize\textit{Definition.}}}
|
||||
{\hfill$\square$}
|
||||
|
||||
\newtheorem{lemmainner}{Lemma}
|
||||
\newenvironment{lemma}[1]{%
|
||||
\renewcommand\thelemmainner{#1}%
|
||||
\lemmainner
|
||||
}{\endlemmainner}
|
||||
\newtheorem{theoreminner}{Theorem}
|
||||
\newenvironment{theorem}[1]{%
|
||||
\renewcommand\thetheoreminner{#1}%
|
||||
\theoreminner
|
||||
}{\endtheoreminner}
|
||||
|
||||
% ========================================
|
||||
% Status
|
||||
% ========================================
|
||||
|
|
Loading…
Reference in New Issue