TheoremBase

Upper and Lower Darboux Sums of a Bounded Function on a Partition

For a bounded f on [a,b] and a partition a=x_1<...<x_{n+1}=b, the upper and lower bound maps take the supremum and the infimum of f on each [xix_i,xi+1x_{i+1}], and the upper and lower sums weight them by the lengths of these intervals and add them up.

Statement

In the setting of The Real Line: Standing Notation and Background for Calculus on Intervals, let a,b∈Ra,b\in\mathbb{R} with a<ba<b, and let f:[a,b]→Rf:[a,b]\to\mathbb{R} be bounded: there is B∈RB\in\mathbb{R} with ∣f(t)∣≤B|f(t)|\le B for every t∈[a,b]t\in[a,b]. Let PP be a partition of [a,b][a,b], and let n∈Nn\in\mathbb{N} and the increasing listing a=x1<x2<⋯<xn+1=ba=x_{1}<x_{2}<\dots<x_{n+1}=b of PP be as in The Increasing Listing of a Partition: Endpoints, Lengths, Covering, Unions, Inserting a Point, Concatenation and Uniform Partitions (i), which states that they are unique; [n]={1,…,n}[n]=\{1,\dots,n\} is as in Intervals of Natural Numbers (ii). For i∈[n]i\in[n], xix_{i} and xi+1x_{i+1} are defined by The Increasing Listing of a Partition: Endpoints, Lengths, Covering, Unions, Inserting a Point, Concatenation and Uniform Partitions (ii), they lie in P⊆[a,b]P\subseteq[a,b], and xi<xi+1x_{i}<x_{i+1} by The Increasing Listing of a Partition: Endpoints, Lengths, Covering, Unions, Inserting a Point, Concatenation and Uniform Partitions (iii); so [xi,xi+1]⊆[a,b][x_{i},x_{i+1}]\subseteq[a,b] by Basic Facts about Intervals of the Real Line (v) and Basic Facts about Intervals of the Real Line (ii). The sums ∑i=1n\sum_{i=1}^{n} below are finite sums of maps from [n][n] to R\mathbb{R} as in Iterated Operations: Finite Sums and Finite Products (i) and Iterated Operations: Finite Sums and Finite Products (iii), equal to the sums over the finite set [n][n] by Natural Numbers as Indices: ℕ ⊆ ℕ₀, 1 ∈ ℕ₀, and the Two Readings of an Operation from 1 to n (v).

For i∈[n]i\in[n], let

Si={f(t):t∈[xi,xi+1]}S_{i}=\{f(t):t\in[x_{i},x_{i+1}]\}

be the image f([xi,xi+1])f([x_{i},x_{i+1}]) of [xi,xi+1][x_{i},x_{i+1}] under ff, a set by Sets and Maps: Ordinary Notation (vii); by The Image and the Preimage of a Class under a Class (i), its elements are the values f(t)f(t) with t∈[xi,xi+1]t\in[x_{i},x_{i+1}], so it is a subset of R\mathbb{R}, it is nonempty, as f(xi)∈Sif(x_{i})\in S_{i}, and −B≤s≤B-B\le s\le B for every s∈Sis\in S_{i}. Hence it has a supremum and an infimum by The Real Line: Standing Notation and Background for Calculus on Intervals (iii), each unique by Bounds, Least and Greatest Elements, Suprema and Infima for a Partial Order (iv). The upper bound map M:[n]→RM:[n]\to\mathbb{R} and the lower bound map m:[n]→Rm:[n]\to\mathbb{R} of ff on PP are the maps with

M(i)=sup⁡Si,m(i)=inf⁡Si(i∈[n]),M(i)=\sup S_{i},\qquad m(i)=\inf S_{i}\qquad(i\in[n]),

which exist and are unique by Predicative Formulas for Suprema and Infima, and Maps Defined by Suprema and Infima (iii), applied with p=Rp=\mathbb{R} and a=[n]a=[n], the set SiS_{i} being given by a typed term in ii by Images of Typed Terms: the Set of Values {t:u∈D}\{t:u\in D\} Is a Set, Finite when DD Is Finite, and a Typed Term (v). For every i∈[n]i\in[n] and every set ss: s∈Sis\in S_{i} if and only if s=f(t)s=f(t) for some t∈[xi,xi+1]t\in[x_{i},x_{i+1}]; M(i)M(i) is the supremum and m(i)m(i) the infimum of SiS_{i} in R\mathbb{R}; and M(i) (xi+1−xi)M(i)\,(x_{i+1}-x_{i}) and m(i) (xi+1−xi)m(i)\,(x_{i+1}-x_{i}) lie in R\mathbb{R}.

The upper sum of ff with respect to PP is the real number

U(f,P)=∑i=1nM(i) (xi+1−xi),U(f,P)=\sum_{i=1}^{n}M(i)\,(x_{i+1}-x_{i}),

the finite sum of the map i↦M(i) (xi+1−xi)i\mapsto M(i)\,(x_{i+1}-x_{i}) from [n][n] to R\mathbb{R}, the pointwise product of MM and the map i↦xi+1−xii\mapsto x_{i+1}-x_{i} of The Increasing Listing of a Partition: Endpoints, Lengths, Covering, Unions, Inserting a Point, Concatenation and Uniform Partitions (iii); it lies in R\mathbb{R} by Iterated Operations and Operations over Finite Sets Take Values in the Underlying Set.

The lower sum of ff with respect to PP is the real number

L(f,P)=∑i=1nm(i) (xi+1−xi),L(f,P)=\sum_{i=1}^{n}m(i)\,(x_{i+1}-x_{i}),

the finite sum of the map i↦m(i) (xi+1−xi)i\mapsto m(i)\,(x_{i+1}-x_{i}) from [n][n] to R\mathbb{R}, the pointwise product of mm and the map i↦xi+1−xii\mapsto x_{i+1}-x_{i} of The Increasing Listing of a Partition: Endpoints, Lengths, Covering, Unions, Inserting a Point, Concatenation and Uniform Partitions (iii); it lies in R\mathbb{R} by Iterated Operations and Operations over Finite Sets Take Values in the Underlying Set.

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