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Bounds for Darboux Sums, Monotonicity under Refinement, the Supremum of the Lower Sums and the Infimum of the Upper Sums, and Concatenation of Partitions

Darboux sums lie between m(b-a) and M(b-a), lower sums increase and upper sums decrease under refinement, every lower sum is at most every upper sum, the least upper bound of the lower sums and the greatest lower bound of the upper sums exist and are ordered, and sums over a concatenated partition add 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 partitions of [a,b][a,b] and their refinements be as in Partitions of a Closed Interval, the Set of Partitions, and Refinements, let U(f,P)U(f,P) and L(f,P)L(f,P) be the upper sum and the lower sum of ff with respect to a partition PP; they lie in R\mathbb{R} by Upper and Lower Darboux Sums of a Bounded Function on a Partition (ii) and Upper and Lower Darboux Sums of a Bounded Function on a Partition (iii). Let PP and QQ be partitions of [a,b][a,b].

If ℓ,C∈R\ell,C\in\mathbb{R} satisfy ℓ≤f(t)≤C\ell\le f(t)\le C for every t∈[a,b]t\in[a,b], then

ℓ (b−a)≤L(f,P)≤U(f,P)≤C (b−a).\ell\,(b-a)\le L(f,P)\le U(f,P)\le C\,(b-a).

If QQ is a refinement of PP, then L(f,P)≤L(f,Q)≤U(f,Q)≤U(f,P)L(f,P)\le L(f,Q)\le U(f,Q)\le U(f,P).

L(f,P)≤U(f,Q)L(f,P)\le U(f,Q).

There is exactly one λ∗∈R\lambda_{*}\in\mathbb{R} such that L(f,R)≤λ∗L(f,R)\le\lambda_{*} for every partition RR of [a,b][a,b], and λ∗≤μ\lambda_{*}\le\mu for every μ∈R\mu\in\mathbb{R} with L(f,R)≤μL(f,R)\le\mu for every partition RR of [a,b][a,b]. There is exactly one λ∗∈R\lambda^{*}\in\mathbb{R} such that λ∗≤U(f,R)\lambda^{*}\le U(f,R) for every partition RR of [a,b][a,b], and μ≤λ∗\mu\le\lambda^{*} for every μ∈R\mu\in\mathbb{R} with μ≤U(f,R)\mu\le U(f,R) for every partition RR of [a,b][a,b]. Moreover, λ∗≤λ∗\lambda_{*}\le\lambda^{*}.

Let c∈Rc\in\mathbb{R} with a<c<ba<c<b, let P1P_{1} be a partition of [a,c][a,c] and let P2P_{2} be a partition of [c,b][c,b]. Then P1∪P2P_{1}\cup P_{2} is a partition of [a,b][a,b], the restrictions f∣[a,c]:[a,c]→Rf|_{[a,c]}:[a,c]\to\mathbb{R} and f∣[c,b]:[c,b]→Rf|_{[c,b]}:[c,b]\to\mathbb{R} are bounded, and

U(f,P1∪P2)=U(f∣[a,c],P1)+U(f∣[c,b],P2),L(f,P1∪P2)=L(f∣[a,c],P1)+L(f∣[c,b],P2),U(f,P_{1}\cup P_{2})=U(f|_{[a,c]},P_{1})+U(f|_{[c,b]},P_{2}),\qquad L(f,P_{1}\cup P_{2})=L(f|_{[a,c]},P_{1})+L(f|_{[c,b]},P_{2}),

where U(f∣[a,c],P1)U(f|_{[a,c]},P_{1}) and L(f∣[a,c],P1)L(f|_{[a,c]},P_{1}) are the sums of Upper and Lower Darboux Sums of a Bounded Function on a Partition (ii) and Upper and Lower Darboux Sums of a Bounded Function on a Partition (iii) with [a,c][a,c] in place of [a,b][a,b], and U(f∣[c,b],P2)U(f|_{[c,b]},P_{2}) and L(f∣[c,b],P2)L(f|_{[c,b]},P_{2}) those with [c,b][c,b] in place of [a,b][a,b].

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