Question #264644

If a function f:[ a,b] to R has finitely many points of discontinuity in [ a,b] , then f is integrable on [ a,b].


True or false with full explanation

1
Expert's answer
2021-11-17T03:47:34-0500

Solution:

True.

Proof:

Suppose c(a,b)c \in(a, b) . Let ε>0\varepsilon>0 . Since f is bounded, there exists M>0 such that f(x)M|f(x)| \leq M for all x[a,b]x \in[a, b] . Let δ=ε/12M\delta=\varepsilon / 12 M . Since f is continuous on[a,cδ][a, c-\delta] and [c+δ,b][c+\delta, b] , f is Riemann-integrable on [a,cδ][a, c-\delta] and [c+δ,b][c+\delta, b] , so there exists partitions P1={a=x0<<xn=cδ}of[a,cδ]P_{1}=\left\{a=x_{0}<\cdots<x_{n}=c-\delta\right\} of [a, c-\delta] and P2={c+δ=y0<<ym=cδ}P_{2}=\left\{c+\delta=y_{0}<\cdots<y_{m}=c-\delta\right\} of [c+δ,b][c+\delta, b] such that

U(P1,f)L(P1,f)<ε3 and U(P2,f)L(P2,f)<ε3U\left(P_{1}, f\right)-L\left(P_{1}, f\right)<\frac{\varepsilon}{3} \quad \text { and } \quad U\left(P_{2}, f\right)-L\left(P_{2}, f\right)<\frac{\varepsilon}{3}

Consider the partition of [a, b] given by P=P1P2P=P_{1} \cup P_{2} . Then

U(P,f)=i=1nMiΔxi+2δsupx[cδ,c+δ]f(x)+j=1mMjΔyjU(P1,f)+2Mδ+U(P2,f)L(P,f)=i=1nmiΔxi+2δinfx[cδ,c+δ]f(x)+j=1mmjΔyjL(P1,f)2Mδ+L(P2,f)\begin{aligned} U(P, f) &=\sum_{i=1}^{n} M_{i} \Delta x_{i}+2 \delta \sup _{x \in[c-\delta, c+\delta]} f(x)+\sum_{j=1}^{m} M_{j} \Delta y_{j} \leq U\left(P_{1}, f\right)+2 M \delta+U\left(P_{2}, f\right) \\ L(P, f) &=\sum_{i=1}^{n} m_{i} \Delta x_{i}+2 \delta \inf _{x \in[c-\delta, c+\delta]} f(x)+\sum_{j=1}^{m} m_{j} \Delta y_{j} \geq L\left(P_{1}, f\right)-2 M \delta+L\left(P_{2}, f\right) \end{aligned}

and so

U(P,f)L(P,f)[U(P1,f)L(P1,f)]+4Mδ+[U(P2,f)L(P2,f)]<ε3+4M×ε12M+ε3=ε\begin{aligned} U(P, f)-L(P, f) & \leq\left[U\left(P_{1}, f\right)-L\left(P_{1}, f\right)\right]+4 M \delta+\left[U\left(P_{2}, f\right)-L\left(P_{2}, f\right)\right] \\ &<\frac{\varepsilon}{3}+4 M \times \frac{\varepsilon}{12 M}+\frac{\varepsilon}{3}=\varepsilon \end{aligned}

Hence f is Riemann integrable.


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