Math Problem Statement

if f is a riemann integrable on [a,b], then |f| is a riemann integrable on [a,b]. proof real analysis

Solution

Theorem:

If ff is Riemann integrable on the interval [a,b][a, b], then f|f| is also Riemann integrable on [a,b][a, b].

Proof:

1. Riemann Integrability Criterion
A function ff is Riemann integrable on [a,b][a, b] if for any given ϵ>0\epsilon > 0, there exists a partition PP of [a,b][a, b] such that the difference between the upper sum U(f,P)U(f, P) and the lower sum L(f,P)L(f, P) is less than ϵ\epsilon. Formally,
For every ϵ>0, there exists a partition P of [a,b] such that U(f,P)L(f,P)<ϵ.\text{For every } \epsilon > 0, \text{ there exists a partition } P \text{ of } [a, b] \text{ such that } U(f, P) - L(f, P) < \epsilon.

2. Properties of Absolute Value
Let ff be Riemann integrable on [a,b][a, b]. The function f|f| is defined as

\begin{cases} f(x) & \text{if } f(x) \geq 0, \\ -f(x) & \text{if } f(x) < 0. \end{cases}$$ Since the absolute value function is continuous, and composition of a Riemann integrable function $$f$$ with a continuous function (in this case, $$|\cdot|$$) preserves Riemann integrability, it is intuitive that $$|f|$$ should also be Riemann integrable. However, we'll give a more detailed argument below. **3. Upper and Lower Sums for $$|f|$$** Let $$P$$ be a partition of $$[a, b]$$, and let $$M_i$$ and $$m_i$$ denote the supremum and infimum of $$f(x)$$ over the $$i$$-th subinterval $$[x_{i-1}, x_i]$$. Then the upper sum and lower sum for $$f$$ are given by: $$U(f, P) = \sum_{i=1}^{n} M_i (x_i - x_{i-1}), \quad L(f, P) = \sum_{i=1}^{n} m_i (x_i - x_{i-1}).$$ For the function $$|f|$$, let $$M_i^*$$ and $$m_i^*$$ denote the supremum and infimum of $$|f(x)|$$ over $$[x_{i-1}, x_i]$$. Since $$|f(x)| \leq |M_i|$$ and $$|f(x)| \geq |m_i|$$, the upper and lower sums for $$|f|$$ can be written as: $$U(|f|, P) = \sum_{i=1}^{n} M_i^* (x_i - x_{i-1}), \quad L(|f|, P) = \sum_{i=1}^{n} m_i^* (x_i - x_{i-1}).$$ **4. Estimating the Difference in Upper and Lower Sums** We now show that the difference $$U(|f|, P) - L(|f|, P)$$ can be made arbitrarily small by choosing a fine enough partition $$P$$. Note that for any partition $$P$$, $$|f(x)| \leq |M_i| \quad \text{and} \quad |f(x)| \geq |m_i|$$ imply that $$U(|f|, P) \leq U(f, P)$$ and $$L(|f|, P) \geq L(f, P)$$. Thus, $$U(|f|, P) - L(|f|, P) \leq U(f, P) - L(f, P).$$ Since $$f$$ is Riemann integrable, for any $$\epsilon > 0$$, there exists a partition $$P$$ such that $$U(f, P) - L(f, P) < \epsilon.$$ Therefore, for this same partition $$P$$, we have: $$U(|f|, P) - L(|f|, P) \leq U(f, P) - L(f, P) < \epsilon.$$ **5. Conclusion** Since for any $$\epsilon > 0$$, we can find a partition $$P$$ such that $$U(|f|, P) - L(|f|, P) < \epsilon$$, this implies that $$|f|$$ is Riemann integrable on $$[a, b]$$. Thus, the theorem is proven. --- Would you like more details on any step or further clarifications? ### Related Questions: 1. What are the conditions for a function to be Riemann integrable? 2. How does the composition of functions affect Riemann integrability? 3. Why does the absolute value function preserve integrability? 4. Can a non-integrable function have its absolute value be integrable? 5. What is the relationship between the upper and lower sums in Riemann integration? ### Tip: A bounded function on a closed interval is Riemann integrable if the set of its discontinuities has measure zero.

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Math Problem Analysis

Mathematical Concepts

Riemann Integration
Real Analysis
Absolute Value Function
Partition of Intervals

Formulas

U(f, P) = Σ M_i (x_i - x_{i-1})
L(f, P) = Σ m_i (x_i - x_{i-1})
U(|f|, P) = Σ M_i^* (x_i - x_{i-1})
L(|f|, P) = Σ m_i^* (x_i - x_{i-1})

Theorems

Riemann Integrability Criterion
Absolute Value Function Preservation of Integrability

Suitable Grade Level

University-Level (Advanced Calculus / Real Analysis)