> f is Riemann integrable iff it is bounded and continuous almost everywhere.
FWIW, I think this is the same as saying "iff it is bounded and has finite discontinuities". I like that characterization b/c it seems more precise than "almost everywhere", but I've heard both.
I mention that because when I read the first footnote, I thought this was a mistake:
> boundedness alone ensures the subinterval infima and suprema are finite.
But it wasn't. It does, in fact, insure that infima and suprema are finite. It just does NOT ensure that it is Riemann integrable (which, of course the last paragraph in the first section mentions).
Thanks for posting. This was a fun diversion down memory lane whilst having my morning coffee.
If anyone wants a rabbit hole to go down:
Think about why the Dirichlet function [1], which is bounded -- and therefore has upper and lower sums -- is not Riemann integrable (hint: its upper and lower sums don't converge. why?)
Then, if you want to keep going down the rabbit hole, learn how you _can_ integrate it (ie: how you _can_ assign a number to the area it bounds) [2]
I've studied the proofs before but there's still something mystical and unintuitive for me about the area under an entire curve being related to the derivative at only two points, especially for wobbly non monotonic functions.
I feel similar about the trace of a matrix being equal to the sum of eigenvalues.
Probably this means I should sit with it more until it is obvious, but I also kind of like this feeling.
Good job, David. Have a lollipop. Now learn & write up the proof that the Henstock-Kurzweil integral integrates _every_ derivative. This is what we had in my calculus class on top of the outdated Riemann integral.
Sweet! I'm keen to learn about the basic fundamentals of calculus!
> For each subinterval ...(bunch of cool maths rendering I can't copy and paste because it's all comes out newline delimited on my clipboard) ... and let m<sub>k</sub> and M<sub>k</sub> denote the infimum and supremum of f on that subinterval...
Okay, guess it wasn't the kind of introduction I had assumed/hoped.
Very cool maths rendering though.
As someone who never passed high school or got a degree thanks to untreated ADHD, if anyone knows of an introduction to the basic fundamentals of calculus that a motivated but under educated maths gronk can grok, I would gratefully appreciate a link or ten.
> Let f ... be Riemann integrable and F ... differentiable.
What many people don't notice the first time they read this in the fundamental theorem of Calculus is that this is a double criteria. That f needs to be integrable seems like an extraneous point when F is differentiable. This holds also for the Lebesgue integral. The understanding is usually that if F is differentiable then its derivative is integrable, that is, people understand the integral as an anti-derivative but the Riemann/Lebesgue integral version of the fundamental theorem of calculus only proves that if the function you want the anti-derivative of is integrable, so you have this separate requirement to prove that f is integrable having already proven F to be differentiable (to f).
However, this theoretical (because if you aren't a mathematician you won't be bothered by this sticking point, you'll just insist that the integral is the anti-derivative when an anti-derivative exists) defect is ameliorated by the Henstock–Kurzweil integral which is (I feel) a lot easier to define and understand than the Lebesgue integral. It is practically the Riemann integral with just a minor tweak: the delta in the delta-epsilon proof is allowed to vary by location (essentially, as you approach non-integrable singularities, you tend the delta towards zero).
For the Henstock-Kurzweil integral, if F is differentiable then f is (Henstock-Kurzweil) integrable. This happens because not every derivative is Riemann or Lebesgue integrable, you need a stronger integral.
9 comments
[ 3.0 ms ] story [ 39.0 ms ] threadFWIW, I think this is the same as saying "iff it is bounded and has finite discontinuities". I like that characterization b/c it seems more precise than "almost everywhere", but I've heard both.
I mention that because when I read the first footnote, I thought this was a mistake:
> boundedness alone ensures the subinterval infima and suprema are finite.
But it wasn't. It does, in fact, insure that infima and suprema are finite. It just does NOT ensure that it is Riemann integrable (which, of course the last paragraph in the first section mentions).
Thanks for posting. This was a fun diversion down memory lane whilst having my morning coffee.
If anyone wants a rabbit hole to go down:
Think about why the Dirichlet function [1], which is bounded -- and therefore has upper and lower sums -- is not Riemann integrable (hint: its upper and lower sums don't converge. why?)
Then, if you want to keep going down the rabbit hole, learn how you _can_ integrate it (ie: how you _can_ assign a number to the area it bounds) [2]
[1] One of my favorite functions. It seems its purpose in life is to serve as a counter example. https://en.wikipedia.org/wiki/Dirichlet_function
[2] https://en.wikipedia.org/wiki/Lebesgue_integral
I feel similar about the trace of a matrix being equal to the sum of eigenvalues.
Probably this means I should sit with it more until it is obvious, but I also kind of like this feeling.
Sweet! I'm keen to learn about the basic fundamentals of calculus!
> For each subinterval ...(bunch of cool maths rendering I can't copy and paste because it's all comes out newline delimited on my clipboard) ... and let m<sub>k</sub> and M<sub>k</sub> denote the infimum and supremum of f on that subinterval...
Okay, guess it wasn't the kind of introduction I had assumed/hoped.
Very cool maths rendering though.
As someone who never passed high school or got a degree thanks to untreated ADHD, if anyone knows of an introduction to the basic fundamentals of calculus that a motivated but under educated maths gronk can grok, I would gratefully appreciate a link or ten.
If you want to get into calculus, I strongly recommend you ensure you're adept at algebra.
What many people don't notice the first time they read this in the fundamental theorem of Calculus is that this is a double criteria. That f needs to be integrable seems like an extraneous point when F is differentiable. This holds also for the Lebesgue integral. The understanding is usually that if F is differentiable then its derivative is integrable, that is, people understand the integral as an anti-derivative but the Riemann/Lebesgue integral version of the fundamental theorem of calculus only proves that if the function you want the anti-derivative of is integrable, so you have this separate requirement to prove that f is integrable having already proven F to be differentiable (to f).
However, this theoretical (because if you aren't a mathematician you won't be bothered by this sticking point, you'll just insist that the integral is the anti-derivative when an anti-derivative exists) defect is ameliorated by the Henstock–Kurzweil integral which is (I feel) a lot easier to define and understand than the Lebesgue integral. It is practically the Riemann integral with just a minor tweak: the delta in the delta-epsilon proof is allowed to vary by location (essentially, as you approach non-integrable singularities, you tend the delta towards zero).
For the Henstock-Kurzweil integral, if F is differentiable then f is (Henstock-Kurzweil) integrable. This happens because not every derivative is Riemann or Lebesgue integrable, you need a stronger integral.