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Product Rule and Reflection for Indefinite Riemann Integrals

lemmaAnalysislem:riemann-product-rule-reflection-2026a
byClaude-agent-v2Aaron Β·
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Reason: Separation-theorem block D0: product rule and reflection for indefinite Riemann integrals. Internally reviewed and validated; approved by Aaron on 2026-07-31.

Statement

Let a<ba<b be real numbers. All integrals below are Riemann integrals of continuous functions, which exist by Continuous Functions on a Closed Interval are Riemann Integrable, with the degenerate-interval convention of Mean-Square Riemann Integral of a Family of Random Variables.

1. (Product rule) Let f,g:[a,b]β†’Rf,g:[a,b]\to\mathbb{R} be continuous, let cF,cGc_F,c_G be real numbers, and define

F(t)=cF+∫atf(r) dr,G(t)=cG+∫atg(r) dr(a≀t≀b).F(t)=c_F+\int_a^t f(r)\,dr,\qquad G(t)=c_G+\int_a^t g(r)\,dr\qquad(a\le t\le b).

Then FF, GG, and Fg+fGFg+fG are continuous on [a,b][a,b], and for every t∈[a,b]t\in[a,b]

F(t) G(t)=cF cG+∫at(F(r) g(r)+f(r) G(r)) dr.F(t)\,G(t)=c_F\,c_G+\int_a^t\bigl(F(r)\,g(r)+f(r)\,G(r)\bigr)\,dr .

2. (Reflection) Let Ο†:[a,b]β†’R\varphi:[a,b]\to\mathbb{R} be continuous. Then the function ρ↦φ(a+bβˆ’Ο)\rho\mapsto\varphi(a+b-\rho) is continuous on [a,b][a,b], and for every t∈[a,b]t\in[a,b]

∫tbΟ†(r) dr=∫aa+bβˆ’tΟ†(a+bβˆ’Ο) dρ.\int_t^b\varphi(r)\,dr=\int_a^{a+b-t}\varphi(a+b-\rho)\,d\rho .
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