Solve Riemann Integral: Show \( \int_a^b f = \lim U_n = \lim L_n \)

In summary: It seems like it could get messy.In summary, the question asks if a function is integrable if there exist sequences of upper and lower Darboux sums such that the integrals are equal. It is integrable and the integrals are equal.
  • #1
Fantini
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Greetings everyone. First, it's great that the site is back again and I hope it can be merged soon enough. :D

Here's the question:
Let \( f \) be a bounded function on \( [a,b] \). Suppose there exist sequences \( (U_n) \) and \( (L_n) \) of upper and lower Darboux sums such that \( \lim (U_n - L_n) = 0 \). Show that \( f \) is integrable and that \( \int_a^b f = \lim U_n = \lim L_n \).

Here's my try:

By the hypothesis, exists \( M > 0 \) such that for all \(n > M, \varepsilon > 0 \) we have \( | U_n(f,P) - L_n(f,P) | < \varepsilon \), hence \( U_n(f,P) - L_n(f,P) < \varepsilon \) for some partition \( P \) of \( [a,b] \). It follows then that \( f \) is integrable, and by the limit properties we see that \( \lim(U_n - L_n) = \lim U_n - \lim L_n = 0 \implies \lim U_n = \lim L_n \).

My question is if that wouldn't imply already that \( \lim U_n = \int_a^b f \)? If not, I'm a bit lost. Would I have to show that for all \( n > M \) we have that \( L_n [f] \geq U_n [f] \), where \( L_n [f] \) and \( U_n[f] \) mean the lower and upper Darboux integrals respectively?

Also, that awkward moment when you type ( f ) without spaces and it becomes (f). (Tongueout)
 
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  • #2
Fantini said:
Here's the question:
Let \( f \) be a bounded function on \( [a,b] \). Suppose there exist sequences \( (U_n) \) and \( (L_n) \) of upper and lower Darboux sums such that \( \lim (U_n - L_n) = 0 \). Show that \( f \) is integrable and that \( \int_a^b f = \lim U_n = \lim L_n \).
This wording seems odd to me. Darbuox sums involve a partition of $[a,b]$.
So when the question says that $U_n~\&~L_n$ are upper and lower sums are we to assume that there is a partition $P_n$ associated with each pair? Moreover, is seems that $P_{n+1}$ should be a refinement of $P_n$
Is that mentioned in the statement of the question?
 
  • #3
No, I copied the problem as it's written. It's from the book "Elementary Analysis: The Theory of Calculus" by Kenneth Ross. I picked it up at the library as an option to my current analysis course and enjoyed it so far.

I admit that the thought that each \( U_n \& L_n \) would have a partition \( P_n \) associated with the pair occurred to me, but I decided not to follow that path.
 

Related to Solve Riemann Integral: Show \( \int_a^b f = \lim U_n = \lim L_n \)

1. What is a Riemann integral?

A Riemann integral is a type of definite integral that is used to calculate the area under a curve on a given interval. It is named after the mathematician Bernhard Riemann and is an important concept in calculus.

2. How do you solve a Riemann integral?

To solve a Riemann integral, you first need to divide the given interval into smaller subintervals. Then, you calculate the upper and lower sums for each subinterval by using the maximum and minimum values of the function on that subinterval. Finally, you take the limit of these sums as the number of subintervals approaches infinity to find the Riemann integral.

3. What is the significance of \( \int_a^b f = \lim U_n = \lim L_n \)?

This equation represents the definition of the Riemann integral. It states that the integral of a function \(f\) on the interval \([a,b]\) is equal to the limit of the upper and lower sums as the number of subintervals approaches infinity. In other words, it is the area under the curve \(f\) on the interval \([a,b]\).

4. What is the difference between upper and lower sums in a Riemann integral?

The upper sum of a Riemann integral is calculated by taking the maximum value of the function on each subinterval and multiplying it by the width of that subinterval. The lower sum is calculated by taking the minimum value of the function on each subinterval and multiplying it by the width of that subinterval. The difference between the upper and lower sums represents the error in the approximation of the Riemann integral.

5. When is a Riemann integral not applicable?

A Riemann integral is not applicable when the function being integrated is not continuous on the given interval or has an infinite number of discontinuities. It is also not applicable when the function has an unbounded oscillation on the interval, meaning it constantly alternates between positive and negative values. In these cases, other methods such as the Lebesgue integral may be used to calculate the integral.

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