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| 1 | +--- |
| 2 | +layout: single |
| 3 | +title: "(A1) Riemann integral" |
| 4 | +categories: mathematics |
| 5 | +tags: [analysis, Riemann integral, Riemann] |
| 6 | +use_math: true |
| 7 | +publish: false |
| 8 | +author_profile: false |
| 9 | +toc: true |
| 10 | +--- |
| 11 | + |
| 12 | +Stein 책에는 리만적분에 대한 내용이 Appendix의 첫 장으로 되어 있다. |
| 13 | +본문의 2장은 리만적분을 가정하고 진행하고 있으므로 이에 대해 정리해보았다. |
| 14 | + |
| 15 | +가장 먼저는, 리만적분에 관한 기본적인 사실들을 인터넷으로 찾아보다가, nontrivial한 사실인 적분가능한 두 함수의 곱이 적분가능하다는 사실을 증명해보려고 하다가, baby rudin의 6장을 다시 읽어보게 되었다. |
| 16 | +baby rudin은 Stieltjies 적분까지 포함한 논의를 하고 있어서 좀 복잡하지만, 그래도 찬찬히 읽어보니 필요한 내용을 다 정리할 수 있겠다 싶었다. |
| 17 | +그런데 Stein의 2장을 계속 읽다보니 해당 책의 Appendix의 1장 (이상 Stein A1)에 해당 내용이 정리되어있다는 걸 보고 거길 읽어보았다. |
| 18 | +Stein A1이 훨씬 간결하게, 꼭 필요한 내용들만 있는데다가, 기본적으로 Rudin 책의 내용과 거의 비슷하기 때문에, Stein A1을 정리하려고 한다. |
| 19 | + |
| 20 | +<!-- <div class="notice--info" markdown="1"> --> |
| 21 | +<!-- <div class="notice--success" markdown="1"> --> |
| 22 | +<!-- <a href="#" class="btn btn--primary">proof</a> --> |
| 23 | +<!-- <a href="#" class="btn btn--primary">QED</a> --> |
| 24 | + |
| 25 | +# Appendix 1. Riemann Integral |
| 26 | + |
| 27 | +<div class="notice--info" markdown="1"> |
| 28 | +<br><br> |
| 29 | +</div> |
| 30 | + |
| 31 | +Let $f:[a,b]\to\mathbb R$ be bounded. |
| 32 | +A *partition* of $[a,b]$ is a sequence $(x_0,x_1,\cdots,x_{N-1},x_N)$ where |
| 33 | + |
| 34 | +$$a=x_0\lt x_1\lt\cdots\lt x_{N-1}\lt x_N=b.$$ |
| 35 | + |
| 36 | +The upper sum $\mathcal U(f,P)$ and lower sum $\mathcal L(f,P)$ of $f$ with respect to $P$ are |
| 37 | + |
| 38 | +$$ |
| 39 | +\begin{aligned} |
| 40 | +\mathcal U(f,P) |
| 41 | +&=\sum_{j=1}^N\sup\{f(x):x_{j-1}\le x\le x_j\}(x_j-x_{j-1})\\ |
| 42 | +\mathcal L(f,P) |
| 43 | +&=\sum_{j=1}^N\inf\{f(x):x_{j-1}\le x\le x_j\}(x_j-x_{j-1})\\ |
| 44 | +\end{aligned} |
| 45 | +$$ |
| 46 | + |
| 47 | +All the supremums and infimums exist since $f$ is bounded. |
| 48 | +It is immediate that $\mathcal U(f,P)\ge\mathcal L(f,P)$. |
| 49 | + |
| 50 | +<div class="notice--success" markdown="1"> |
| 51 | +<b> Definition </b> |
| 52 | + |
| 53 | +$f$ is said to be *(Riemann) integrable* if for every $\epsilon\gt0$, there exists $P$ such that |
| 54 | + |
| 55 | +$$(\mathcal U-\mathcal L)(f,P)\lt\epsilon.$$ |
| 56 | + |
| 57 | +</div> |
| 58 | + |
| 59 | +If another partition $P'$ of $[a,b]$ is a subset of $P$ where we conceive $P$ and $P'$ as sets, then $P'$ is called a *refinement* of $P$. |
| 60 | +It is clear that |
| 61 | + |
| 62 | +<div class="notice--success" markdown="1"> |
| 63 | +<b> Proposition </b> |
| 64 | + |
| 65 | +if $P'$ is a refinement of $P$, then $\mathcal U(f,P')\le\mathcal U(f,P)$ and $\mathcal L(f,P')\ge\mathcal L(f,P)$. |
| 66 | + |
| 67 | +</div> |
| 68 | +To sketch the proof of it, let $P=(a,b)$ and $P'=(a,c,b)$ are two partition of $[a,b]$. |
| 69 | +Then, |
| 70 | + |
| 71 | +$$ |
| 72 | +\begin{aligned} |
| 73 | +\mathcal U(f,P') |
| 74 | +&=\sup\{f(x):a\le x\le c\}(c-a) + \sup\{f(x):c\le x\le b\}(b-c)\\ |
| 75 | +&\le\sup\{f(x):a\le x\le b\}(c-a) + \sup\{f(x):a\le x\le b\}(b-c)\\ |
| 76 | +&=\sup\{f(x):a\le x\le b\}(b-a)\\ |
| 77 | +&=\mathcal U(f,P) |
| 78 | +\end{aligned} |
| 79 | +$$ |
| 80 | + |
| 81 | +Similarly, $\mathcal L(f,P')\ge\mathcal L(f,P)$ holds for the same $P$ and $P'$. |
| 82 | +<a href="#" class="btn btn--primary">QED</a> |
| 83 | + |
| 84 | +Let |
| 85 | + |
| 86 | +$$U=\inf_P\mathcal U(f,P),\quad L=\sup_P\mathcal L(f,P).$$ |
| 87 | + |
| 88 | +Such $U$ and $L$ always exist since $f$ is bounded. |
| 89 | +Moreover, |
| 90 | + |
| 91 | +<div class="notice--success" markdown="1"> |
| 92 | +<b> Proposition </b> |
| 93 | + |
| 94 | +$f$ is integrable if and only if $U=L$. |
| 95 | + |
| 96 | +</div> |
| 97 | + |
| 98 | +Suppose the former. |
| 99 | +It is trivial that $U\ge L$. |
| 100 | +Fix $\epsilon\gt0$. |
| 101 | +Since $f$ is integrable, there exists a partition $P$ such that |
| 102 | + |
| 103 | +$$\mathcal U(f,P)-\mathcal L(f,P)\lt\epsilon$$ |
| 104 | + |
| 105 | +Then |
| 106 | + |
| 107 | +$$ |
| 108 | +\begin{aligned} |
| 109 | +U-L |
| 110 | +&=\inf_P\mathcal U(f,P)-\sup_P\mathcal L(f,P)\\ |
| 111 | +&\le\mathcal U(f,P)-\mathcal L(f,P)\\ |
| 112 | +&\lt\epsilon |
| 113 | +\end{aligned} |
| 114 | +$$ |
| 115 | + |
| 116 | +Since $\epsilon$ was arbitrary, $U-L\le0$. |
| 117 | + |
| 118 | +Suppose the latter and fix $\epsilon\gt0$. |
| 119 | +There exist $P_1$ and $P_2$ such that |
| 120 | + |
| 121 | +$$ |
| 122 | +\begin{aligned} |
| 123 | +\mathcal U(f,P_1) - U\lt\frac\epsilon2\\ |
| 124 | +L - \mathcal L(f,P_2)\lt\frac\epsilon2 |
| 125 | +\end{aligned} |
| 126 | +$$ |
| 127 | + |
| 128 | +Let $P$ be the common refinement of $P_1$ and $P_2$, the enumeration of the intersection of $P_1$ and $P_2$ as sets. |
| 129 | +Then |
| 130 | + |
| 131 | +$$ |
| 132 | +\begin{aligned} |
| 133 | +\mathcal U(f,P) - \mathcal L(f,P) |
| 134 | +&\le\mathcal U(f,P_1) - \mathcal L(f,P_2)\\ |
| 135 | +&\lt U-L+\epsilon\\ |
| 136 | +&=\epsilon. |
| 137 | +\end{aligned} |
| 138 | +$$ |
| 139 | + |
| 140 | +Thus $f$ is integrable as desired. |
| 141 | +<a href="#" class="btn btn--primary">QED</a> |
| 142 | + |
| 143 | +<div class="notice--success" markdown="1"> |
| 144 | +<b> Definition </b> |
| 145 | + |
| 146 | +If $f$ is integrable so that $U=L$, define |
| 147 | + |
| 148 | +$$\int_a^bf(x)\,dx=U=L$$ |
| 149 | + |
| 150 | +</div> |
| 151 | + |
| 152 | +For complex functions, we have the following definitions |
| 153 | + |
| 154 | +<div class="notice--success" markdown="1"> |
| 155 | +<b> Definition </b> |
| 156 | + |
| 157 | +$f:[a,b]\to\mathbb C$ is such that $f=u+iv$, then $f$ is integrable on $[a,b]$ if both of $u$ and $v$ are integrable on $[a,b]$ and |
| 158 | + |
| 159 | +$$\int_a^bf(x)\,dx=\int_a^bu(x)\,dx+i\int_a^bv(x)\,dx$$ |
| 160 | + |
| 161 | +</div> |
| 162 | + |
| 163 | +It is a fundamental fact that |
| 164 | + |
| 165 | +<div class="notice--success" markdown="1"> |
| 166 | +<b> Proposition </b> |
| 167 | + |
| 168 | +if $f$ is continuous on $[a,b]$, then $f$ is integrable. |
| 169 | + |
| 170 | +</div> |
| 171 | + |
| 172 | +Suppose that $f$ is real valued. |
| 173 | +Since $[a,b]$ is compact (closed and bounded), $f$ is uniformly continuous on this interval. |
| 174 | +That is, for each $\epsilon\gt0$, there exists $\delta\gt0$ such that |
| 175 | + |
| 176 | +$$|x-y|\lt\delta\quad\Longrightarrow\quad |f(x)-f(y)|\lt\frac\epsilon{b-a}.$$ |
| 177 | + |
| 178 | +Choose $n$ so that $\frac{b-a}n\lt\delta$ and let |
| 179 | + |
| 180 | +$$P=\left(a, a+\frac{b-a}n, a+2\frac{b-a}n, \cdots, a+(n-1)\frac{b-a}n,b\right).$$ |
| 181 | + |
| 182 | +Then |
| 183 | + |
| 184 | +$$ |
| 185 | +\begin{aligned} |
| 186 | +(\mathcal U - \mathcal L)(f, P) |
| 187 | +&=\sum_{j=1}^N\left( |
| 188 | + \sup\{f(x):x_{j-1}\le x\le x_j\} |
| 189 | + - |
| 190 | + \inf\{f(x):x_{j-1}\le x\le x_j\} |
| 191 | + \right)\frac{b-a}n\\ |
| 192 | +&=\sum_{j=1}^N\epsilon\frac{b-a}n\\ |
| 193 | +&=\frac\epsilon{b-a}\cdot(b-a)=\epsilon. |
| 194 | +\end{aligned} |
| 195 | +$$ |
| 196 | + |
| 197 | +Suppose now that $f$ is complex valued so that $f=u+iv$. |
| 198 | +Since $f$ is continuous, it is trivial that $u$ and $v$ are also continuous. |
| 199 | +It follows that $u$ and $v$ are both integrable and that $f$ is integrable. |
| 200 | +<a href="#" class="btn btn--primary">QED</a> |
| 201 | + |
| 202 | + |
| 203 | +## A1.1 Basic properties |
| 204 | + |
| 205 | +<div class="notice--info" markdown="1"> |
| 206 | +<br><br> |
| 207 | +</div> |
| 208 | + |
| 209 | + |
| 210 | + |
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