Fall 2015
MATH 138: Accelerated Calculus
Branko Ćurgus


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  1. In this item we list several definitions and properties of defined objects.
    • Let $a, b \in \mathbb R$ and let $n$ be a positive integer. A finite sequence of numbers $\bigl(x_0,x_1,\ldots,x_n\bigr)$ such that \[ a = x_0 \lt x_1 \lt \cdots \lt x_{n-1} \lt x_n = b \] is called a partition of the interval of $[a,b]$.
    • Let $\mathcal P = \bigl(x_0,x_1,\ldots,x_n\bigr)$ be a partition of of $[a,b]$. The mash or norm of the partition $\mathcal P$, denoted by $\|\mathcal P \|$, is defined to be the length of the longest subinterval, that is, \[ \|\mathcal P \| = \max_{1\leq j \leq n} \bigl(x_j - x_{j-1}\bigr). \]
    • A partition $\bigl(x_0,x_1,\ldots,x_n\bigr)$ of $[a,b]$ together with a sequence $\bigl(t_1,\ldots,t_n\bigr)$ such that \[ t_j \in \bigl[ x_{j-1}, x_j \bigr] \quad \text{for all} \quad j \in \{1,\ldots,n\} \] is called a tagged partition of the interval $[a,b]$. This tagged partition is denoted by $\bigl(x_0,x_1,\ldots,x_n; t_1,\ldots,t_n\bigr)$.
    • Let $f:[a,b] \to \mathbb R$ be a function defined on $[a,b]$ and let $\bigl(x_0,x_1,\ldots,x_n; t_1,\ldots,t_n\bigr)$ be a tagged partition of $[a,b]$. The sum \[ \sum_{j=1}^n f(t_j) \bigl(x_j - x_{j-1}\bigr) \] is called the Riemann sum of $f$ relative to the tagged partition $\bigl(x_0,x_1,\ldots,x_n; t_1,\ldots,t_n\bigr)$ of $[a,b]$.
    • Let $f:[a,b] \to \mathbb R$ be a bounded function defined on $[a,b]$ and let $\mathcal P = \bigl(x_0,x_1,\ldots,x_n\bigr)$ be a partition of of $[a,b]$. For every $j \in \{1,\ldots,n\}$ denote by $m_j$ the greatest number such that $m_j \leq f(x)$ for every $x \in \bigl[x_{j-1},x_j \bigr]$ and denote by $M_j$ the least number such that $f(x) \leq M_j$ for every $x \in \bigl[x_{j-1},x_j \bigr]$. Then the sums \[ L(f,\mathcal P) = \sum_{j=1}^n m_j \bigl(x_j - x_{j-1}\bigr) \qquad \text{and} \qquad U(f,\mathcal P) = \sum_{j=1}^n M_j \bigl(x_j - x_{j-1}\bigr) \] are, respectively, called lower Riemann sum of $f$ relative to the partition $\mathcal P$ and upper Riemann sum of $f$ relative to the partition $\mathcal P$.
    • Let $\mathcal P = \bigl(x_0,x_1,\ldots,x_n\bigr)$ and let $\bigl(x_0,x_1,\ldots,x_n; t_1,\ldots,t_n\bigr)$ be a accompanying tagged partition of $[a,b]$. Then \[ \tag{LRU} L(f,\mathcal P) \leq \sum_{j=1}^n f(t_j) \bigl(x_j - x_{j-1}\bigr) \leq U(f,\mathcal P). \]
    • Let $f:[a,b] \to \mathbb R$ be a function defined on $[a,b]$ and let $\mathcal P = \bigl(x_0,x_1,\ldots,x_n\bigr)$ be a partition of of $[a,b]$. The sum \[ {\rm Mi}(f,\mathcal P) = \sum_{j=1}^n f\left(\tfrac{x_{j-1}+x_j}{2}\right) \bigl(x_j - x_{j-1}\bigr) \] is called the middle Riemann sum of $f$ relative to the partition $\mathcal P$; the sum \[ {\rm Le}(f,\mathcal P) = \sum_{j=1}^n f(x_{j-1}) \bigl(x_j - x_{j-1}\bigr) \] is called the left Riemann sum of $f$ relative to the partition $\mathcal P$; ; the sum \[ {\rm Ri}(f,\mathcal P) = \sum_{j=1}^n f(x_{j}) \bigl(x_j - x_{j-1}\bigr) \] is called the right Riemann sum of $f$ relative to the partition $\mathcal P$
    • Let $\mathcal P = \bigl(x_0,x_1,\ldots,x_n\bigr)$ be a partition of $[a,b]$. A particular case of inequality (LRU) is \[ \tag{LMU} L(f,\mathcal P) \leq {\rm Mi}(f,\mathcal P) \leq U(f,\mathcal P). \]
  2. Definition. A function $f: [a,b] \to \mathbb R$ is said to be Riemann integrable on $[a,b]$ if there exists a number $S$ such that for every $\epsilon \gt 0$ there exists $\delta(\epsilon) \gt 0$ with the following property: for every tagged partition $\bigl(x_0,x_1,\ldots,x_n; t_1,\ldots,t_n\bigr)$ of $[a,b]$ we have that \[ \max_{1\leq j \leq n} \bigl(x_j - x_{j-1}\bigr) \lt \delta(\epsilon) \qquad \text{implies} \qquad \left| \sum_{j=1}^n f(t_j) \bigl(x_j - x_{j-1}\bigr) - S \right| \lt \epsilon. \] If $f: [a,b] \to \mathbb R$ is Riemann integrable on $[a,b]$, then the number $S$ is called the definite integral of $f$ on $[a,b]$; the Riemann integral of $f$ on $[a,b]$ is denoted by \[ \int_a^b \!\! f(x) dx. \]
  3. Exercise. Let $C \in \mathbb R$. Prove that the constant function $f(x) = C$, $x \in \mathbb R$, is integrable on any interval $[a,b]$ and \[ \int_a^b C \, dx = C(b-a). \]
  4. Exercise. Prove that the linear function $f(x) = x$, $x \in \mathbb R$, is integrable on any interval $[a,b]$ and \[ \int_a^b \! x \, dx = \frac{b^2 - a^2}{2}. \]

    Proof. In this hint $f(x) = x$. Let $\mathcal P = \bigl(x_0,x_1,\ldots,x_n\bigr)$ of $[a,b]$ be an arbitrary partition of $[a,b]$. Then we have \[ U(f,\mathcal P) + L(f,\mathcal P) = \sum_{j=1}^n \bigl( x_j + x_{j-1} \bigr) \bigl(x_j - x_{j-1}\bigr) = \sum_{j=1}^n \bigl((x_j)^2 - (x_{j-1})^2 \bigr) = b^2 - a^2. \] Also \[ U(f,\mathcal P) - L(f,\mathcal P) = \sum_{j=1}^n \bigl( x_j - x_{j-1} \bigr) \bigl(x_j - x_{j-1}\bigr) \leq \| \mathcal P \| \sum_{j=1}^n \bigl( x_j - x_{j-1} \bigr) = (b - a) \|\mathcal P\|. \] Adding the equality \[ U(f,\mathcal P) + L(f,\mathcal P) = b^2 - a^2. \] and the inequality \[ U(f,\mathcal P) - L(f,\mathcal P) \leq (b - a) \|\mathcal P\|. \] we get \[ 2 U(f,\mathcal P) \leq b^2 - a^2 + (b - a) \|\mathcal P\| \] and, subtracting them we get \[ 2 L(f,\mathcal P) \geq b^2 - a^2 - (b - a) \|\mathcal P\|. \] Together with inequality (LRU) we thus have \[ \frac{b^2 - a^2}{2} - \frac{b - a}{2} \|\mathcal P\| \leq L(f,\mathcal P) \leq \sum_{j=1}^n f(t_j) \bigl(x_j - x_{j-1}\bigr) \leq U(f,\mathcal P) \leq \frac{b^2 - a^2}{2} + \frac{b - a}{2} \|\mathcal P\|. \] This hence proves \[ \left| \sum_{j=1}^n f(t_j) \bigl(x_j - x_{j-1}\bigr) - \frac{b^2 - a^2}{2} \right| \leq \frac{b - a}{2} \|\mathcal P\|. \] Thus, if we choose a partition $\mathcal P = \bigl(x_0,x_1,\ldots,x_n\bigr)$ such that $\| \mathcal P \| \lt 2 \epsilon /(b-a)$, then we must have \[ \left| \sum_{j=1}^n f(t_j) \bigl(x_j - x_{j-1}\bigr) - \frac{b^2 - a^2}{2} \right| \lt \epsilon. \]
    Remark. In the above proof we used the fact that for the function $f(x) = x$ we have $L(f,\mathcal P) = {\rm Le}(f,\mathcal P)$ and $U(f,\mathcal P) = {\rm Ri}(f,\mathcal P)$. Also the identity \[ U(f,\mathcal P) + L(f,\mathcal P) = {\rm Ri}(f,\mathcal P) + {\rm Le}(f,\mathcal P) = b^2 - a^2 \] shows that the average of the left and right Riemann sums gives the exact value of the integral. This is the case for every linear function $f(x) = m x + k$.
  5. Exercise. Prove that the square function $f(x) = x^2$, $x \in \mathbb R$, is integrable on any interval $[a,b]$ with $0 \leq a \lt b$ and \[ \int_a^b \! x^2 \, dx = \frac{b^3 - a^3}{3}. \] Proof. In this hint $f(x) = x^2$ and $0 \leq a \lt b$. Based on the identity \[ \left(u^2 + v^2 + 4 \left( \frac{u+v}{2} \right)^2 \right) (v - u) = 2\bigl( v^3 - u^3 \bigr) \] which holds for arbitrary reals $u$ and $v$, one can prove that for an arbitrary partition $\mathcal P = \bigl(x_0,x_1,\ldots,x_n\bigr)$ of $[a,b]$ we have \[ \tag{1} L(f,\mathcal P) + U(f,\mathcal P) + 4 {\rm Mi}(f,\mathcal P) = 2 \bigl( b^3 - a^3 \bigr). \] Since $0 \leq a$ we have $x_j^2 - x_{j-1}^2 \gt 0$ for all $j \in \{1,\ldots,n\}$. Therefore, \[ U(f,\mathcal P) - L(f,\mathcal P) = \sum_{j=1}^n \bigl( x_j^2 - x_{j-1}^2 \bigr) \bigl(x_j - x_{j-1}\bigr) \leq \| \mathcal P \| \sum_{j=1}^n \bigl( x_j^2 - x_{j-1}^2 \bigr) = (b^2 - a^2) \|\mathcal P\|. \] Thus, \[ \tag{2} U(f,\mathcal P) - L(f,\mathcal P) \leq (b^2 - a^2) \|\mathcal P\|. \] Using inequality (LMU), (2) implies \[ \tag{3} U(f,\mathcal P) - {\rm Mi}(f,\mathcal P) \leq (b^2 - a^2) \|\mathcal P\| \] and \[ \tag{4} {\rm Mi}(f,\mathcal P) - L(f,\mathcal P) \leq (b^2 - a^2) \|\mathcal P\|. \] Adding inequalities (1), (2) and (3) multiplied by $4$ and dividing the resulting inequality by 6 we get \[ U(f,\mathcal P) \leq \frac{b^3 - a^3}{3} + \frac{5}{6}(b^2 - a^2) \|\mathcal P\| \] Adding inequalites (1), (2) multiplied by $-1$ and (3) multiplied by $-4$ and dividing the resulting inequality by 6 we get \[ L(f,\mathcal P) \geq \frac{b^3 - a^3}{3} - \frac{5}{6}(b^2 - a^2) \|\mathcal P\|. \] Together with inequality (LRU) we thus have \[ \frac{b^3 - a^3}{3} - \frac{5}{6}(b^2 - a^2) \|\mathcal P\| \leq L(f,\mathcal P) \leq \sum_{j=1}^n f(t_j) \bigl(x_j - x_{j-1}\bigr) \leq U(f,\mathcal P) \leq \frac{b^3 - a^3}{3} + \frac{5}{6}(b^2 - a^2) \|\mathcal P\|, \] for arbitrary choice of $t_j \in [x_{j-1},x_j]$ for $j \in \{1,\ldots,n\}$. This hence proves \[ \left| \sum_{j=1}^n f(t_j) \bigl(x_j - x_{j-1}\bigr) - \frac{b^3 - a^3}{3} \right| \leq \frac{5}{6}(b^2 - a^2) \|\mathcal P\|. \] Thus, if we choose a partition $\mathcal P = \bigl(x_0,x_1,\ldots,x_n\bigr)$ such that $\| \mathcal P \| \lt \tfrac{6}{5} \epsilon /(b^2-a^2)$, then we must have \[ \left| \sum_{j=1}^n f(t_j) \bigl(x_j - x_{j-1}\bigr) - \frac{b^3 - a^3}{3} \right| \lt \epsilon. \]
    Remark. In the above proof we used the fact that for the function $f(x) = x^2$ and for $a \geq 0$ we have $L(f,\mathcal P) = {\rm Le}(f,\mathcal P)$ and $U(f,\mathcal P) = {\rm Ri}(f,\mathcal P)$. Also the identity \[ 2 \bigl( b^3 - a^3 \bigr) = L(f,\mathcal P) + U(f,\mathcal P) + 4 {\rm Mi}(f,\mathcal P) = {\rm Le}(f,\mathcal P) + {\rm Ri}(f,\mathcal P) + 4 {\rm Mi}(f,\mathcal P) \] shows that the exact value of the integral of $f$ over $[a,b]$ is a weighted average of the left, the right and the middle Riemann sum: \[ \int_a^b \! f(x) dx = \frac{1}{6} {\rm Le}(f,\mathcal P) + \frac{1}{6} {\rm Ri}(f,\mathcal P) + \frac{2}{3} {\rm Mi}(f,\mathcal P) \]
  6. Theorem. If $: f[a,b]\to \mathbb R$ is Riemann integrable on $[a,b]$ and $\alpha \in \mathbb R$, then the function $(\alpha \, f)$ defined as $(\alpha f)(x) = \alpha f(x)$ is also integrable on $[a,b]$ and \[ \int_a^b \! \alpha f(x) \, dx = \alpha \int_a^b \! f(x) \, dx. \]

  7. Theorem. If $f: [a,b]\to \mathbb R$ and $g: [a,b]\to \mathbb R$ are Riemann integrable on $[a,b]$, then the function $f+g$ defined as $(f + g)(x) =f(x) + g(x)$ is also integrable on $[a,b]$ and \[ \int_a^b \! \bigl( f(x) + g(x) \bigr) \, dx = \int_a^b \! f(x) \, dx + \int_a^b \! g(x) \, dx. \]

  8. Theorem. Let $f: [a,b]\to \mathbb R$ be a bounded function. The function $f$ is Riemann integrable on $[a,b]$ if and only if there exists a sequence of partitions $\mathcal P_n$ of $[a,b]$ such that \[ \lim_{n\to \infty} \bigl( U(f,\mathcal P_n) - L(f,\mathcal P_n) \bigr) =0. \] In this case \[ \int_a^b \! f(x) \, dx = \lim_{n\to \infty} U(f,\mathcal P_n) = \lim_{n\to \infty} L(f,\mathcal P_n). \]

    Remark. This theorem shows that our definition of an integrable function is equivalent to the definition in the Notes on Calculus.
    Remark. It is interesting to point out that this theorem can be used to give a different proof that the function $f(x) = x^2$ is integrable. We did this in class for the interval $[0,1]$. This proof is based on the fact that $1^2 + 2^2 + \cdots + n^2 = n(n+1)(2n+1)/6$.
  9. Theorem. If $f: [a,b]\to \mathbb R$ is a monotinic function, then $f$ is Riemann integrable on $[a,b]$.

  10. Theorem. If $f: [a,b]\to \mathbb R$ is a continuous function, then $f$ is Riemann integrable on $[a,b]$.

  11. Fundamental Theorem of Calculus. Let $F: [a,b]\to \mathbb R$ and $f: [a,b]\to \mathbb R$ be functions with the following three properties:
    • $F$ is continuous on $[a,b]$ and differentiable on $(a,b)$.
    • $f$ is Riemann integrable on $[a,b]$.
    • $F'(x) = f(x)$ for all $x \in (a,b)$.
    Then \[ \int_a^b \! f(x) \, dx = F(b) - F(a). \] Proof. Since $f$ is integrable on $[a,b]$, for arbitrary $\epsilon \gt 0$ there exists $\delta(\epsilon) \gt 0$ such that for every tagged partition $\bigl(x_0,x_1,\ldots,x_n; t_1,\ldots,t_n\bigr)$ of $[a,b]$ we have that \[ \tag{*} \max_{1\leq j \leq n} \bigl(x_j - x_{j-1}\bigr) \lt \delta(\epsilon) \qquad \text{implies} \qquad \left| \sum_{j=1}^n f(t_j) \bigl(x_j - x_{j-1}\bigr) - \int_a^b \! f(x) dx \right| \lt \epsilon. \] Let $\mathcal P = \bigl(x_0,x_1,\ldots,x_n\bigr)$ be a partition of $[a,b]$ such that $\| \mathcal P\| \lt \epsilon$. Then, by (*), for arbitrary $t_j \in [x_{j-1},x_j]$ we have \[ \tag{**} \left| \sum_{j=1}^n f(t_j) \bigl(x_j - x_{j-1}\bigr) - \int_a^b \! f(x) dx \right| \lt \epsilon. \] For every $j \in \{1,\dots,n\}$ the function $F$ is continuous on $[x_{j-1},x_j]$ and differentiable on $(x_{j-1},x_j)$. Therefore, by the Mean Value Theorem, for every $j \in \{1,\dots,n\}$ there exists $c_j \in (x_{j-1},x_j)$ such that $F(x_j) - F(x_{j-1}) = F'(c_j)(x_j-x_{j-1})$. Since $F'(x) = f(x)$ for all $x \in (a,b)$ we deduce that \[ \sum_{j=1}^n f(c_j) \bigl(x_j - x_{j-1}\bigr) = \sum_{j=1}^n F'(c_j) \bigl(x_j - x_{j-1}\bigr) = \sum_{j=1}^n \bigl( F(x_j) - F(x_{j-1}) \bigr) =F(b)-F(a). \] Substituting the last equality in (**) with $t_j = c_j$, we obtain \[ \left| F(b)-F(a) - \int_a^b \! f(x) dx \right| \lt \epsilon. \] Since $\epsilon \gt 0$ was arbitrary, the last inequality implies \[ F(b)-F(a) = \int_a^b \! f(x) dx. \]

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