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Math Help - Integrating Monotonically Increasing Functions

  1. #1
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    Integrating Monotonically Increasing Functions

    Hey, I tried reading over this in one of my classes today since I fell way behind in all my work. Any ideas?

    Let f: [a,b] --> R be increasing on the set [a,b] (i.e., f(x) <= f(y) whenever x<y). Show that f is integrable on [a,b].

    I missed these lectures and the textbook is so cryptic.
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  2. #2
    is up to his old tricks again! Jhevon's Avatar
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    Quote Originally Posted by ajj86 View Post
    Hey, I tried reading over this in one of my classes today since I fell way behind in all my work. Any ideas?

    Let f: [a,b] --> R be increasing on the set [a,b] (i.e., f(x) <= f(y) whenever x<y). Show that f is integrable on [a,b].

    I missed these lectures and the textbook is so cryptic.
    what does this have to with f having discontinuities? start by finding formulas for the uper and lower sums. the idea is you want to show that their difference in absolute values can be made less than any \epsilon > 0
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  3. #3
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    For any partition P=\left\{ {{x}_{0}},{{x}_{1}}\ldots ,{{x}_{n}} \right\} of [a,b], it's m_i=f\big(x_{i-1}\big) and M_i=f\big(x_i\big). (Where m_i and M_i denote the infimum and supremum of f in the interval [x_{i-1},x_i].)

    Take a P partition which has its n equal subintervals, then S(P)-s(P)=\sum\limits_{i=1}^{n}{f\left( {{x}_{i}} \right)\frac{b-a}{n}}-\sum\limits_{i=1}^{n}{f\left( {{x}_{i-1}} \right)\frac{b-a}{n}}=\big(f(b)-f(a)\big)\frac{b-a}{n}, where S(P) and s(P) are the upper and lower sum of f in the given partition. Finally, given \epsilon>0, just take n>\frac{(b-a)\big(f(b)-f(a)\big)}\epsilon and we get S(P)-s(P)<\epsilon, which means that f is integrable on [a,b].

    -----

    There's another theorem which talks about discontinuities:

    "Let f:[a,b]\to\mathbb R be a bounded function which only has a finite number of discontinuities on [a,b], then f is integrable on [a,b]."
    Last edited by Krizalid; February 13th 2009 at 04:48 AM.
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