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Section 3.3 Integration Review

In Analysis 1 you have shown that the Riemann integral
\begin{equation*} \int_a^b f(t)\, dt \end{equation*}
is defined for all \(f \in C^0([a,b])\text{,}\) and indeed for somewhat more general functions. Here we recall some basic properties of this integral that we will need in the next section.

Proof.

The first inequality (3.3) follows from Theorem 3.7 and the fact that \(-\abs{f(t)} \le f(t) \le \abs{f(t)}\) for all \(t \in [a,b]\text{.}\) The second inequality (3.4) similarly follows from the inequalities
\begin{equation*} \inf_{t \in [a,b]} f(t) \le f(t) \le \sup_{t \in [a,b]} f(t) \end{equation*}
for all \(t \in [a,b]\) combined with the fact that \(\int_a^b 1\,dt = b-a\text{.}\)

Proof.

Suppose for the sake of contradiction that there exists some \(c \in (a,b)\) such that \(f(c) \gt 0\text{.}\) Since \(f\) is continuous, we can find \(\delta \gt 0\) such that for any \(t \in [a,b]\) with \(\abs{t-c} \lt \delta\) we have
\begin{equation*} \abs{f(t) - f(c)} \lt \frac 12 f(c) \end{equation*}
and hence
\begin{equation*} f(t) \gt \frac 12 f(c). \end{equation*}
Using Theorem 3.7, we now decompose the integral as
\begin{equation*} \int_a^b f(t)\, dt = \int_a^{c-\delta} f(t)\, dt + \int_{c-\delta}^{c+\delta} f(t)\, dt + \int_{c+\delta}^b f(t)\, dt, \end{equation*}
where we have assumed that \(\delta \gt 0\) is chosen small enough that \(c \pm \delta \in (a,b)\text{.}\) Since by assumption \(f(t) \ge 0\) for all \(t \in [a,b]\text{,}\) while \(f(t) \ge \frac 12 f(c)\) for \(t\) in the smaller interval \([c-\delta,c+\delta]\text{,}\) we can then estimate
\begin{gather*} \int_a^b f(t)\, dt \ge \int_{c-\delta}^{c+\delta} f(t)\, dt \ge 2\delta \frac{f(c)}2 \gt 0, \end{gather*}
contradicting the choice of \(c\text{.}\) The cases when \(c\) is one of the endpoints \(a,b\) are extremely similar, and so we omit them.
Finally, we remark that not all functions \(f \maps [a,b] \to \R\) have well-defined definite integrals, indeed, not even all bounded functions. This is discussed in great detail in the Measure theory & integration unit.

Exercises Exercises

1. (PS6) Integrals involving piecewise-linear functions.

For any \(c \in (0,1]\text{,}\) let \(g_c \in C^0([-1,1])\) be the function defined by
\begin{equation*} g_c(t) = \begin{cases} 0 \amp \text{if } {-1} \le t \le 0, \\ t/c \amp \text{if } 0 \lt t \le c, \\ 1 \amp \text{if } c \lt t \le 1 \end{cases}\text{.} \end{equation*}
(a)
Draw a graph of \(g_c\) and calculate \(\int_{-1}^1 g_c(t)\, dt\text{.}\)
Solution.
Figure 3.1. The function \(g_c\) in Exercise 3.3.1.
We calculate
\begin{align*} \int_{-1}^1 g_c(t)\, dt \amp = \int_{-1}^0 g_c(t)\, dt + \int_0^c g_c(t)\, dt + \int_c^1 g_c(t)\, dt\\ \amp = \int_{-1}^0 0\, dt + \int_0^c \frac tc\, dt + \int_c^1 1\, dt\\ \amp = \frac c2 + (1-c)\\ \amp = 1 - \frac c2\text{.} \end{align*}
(b)
For \(d \in [c,1]\text{,}\) consider the function \(f \in C^0([-1,1])\) defined by
\begin{equation*} f(t) = g_c(t)-g_d(t). \end{equation*}
Argue that \(0 \le f(t) \le 1\) for all \(t \in [-1,1]\) and that \(f(t)=0\) for \(t \notin [0,d]\text{.}\)
Hint.
I strongly recommend sketching the graph of \(f\text{.}\)
Solution.
Like \(g_c\) and \(g_d\text{,}\) the function \(f\) is also piecewise linear, just with more pieces. Going through the various cases we find
\begin{equation*} f(t) = \begin{cases} 0 \amp \text{ if } t \in [-1,0] \\ t/c - t/d \amp \text{ if } t \in [0,c] \\ 1 - t/d \amp \text{ if } t \in [c,d] \\ 0 \amp \text{ if } t \in [d,1]. \end{cases} \end{equation*}
In particular, \(f(t)=0\) for \(t \notin [0,d]\text{.}\) Since \(0 \lt c \le d\text{,}\) \(f\) is increasing on \([0,c]\) and decreasing on \([0,d]\text{,}\) as shown in the following graph.
described in detail following the image
Graph of the function f
From the monotonicity, or just from looking at the graph, we see that
\begin{equation*} 0 \le f(t) \le 1 - \frac cd \le 1 \end{equation*}
for all \(t \in [-1,1]\text{,}\) as desired. Alternatively, for the upper bound we could have estimated
\begin{equation*} \sup_{t \in [-1,1]} f(t) \le \sup_{t \in [-1,1]} g_c(t) - \inf_{t \in [-1,1]} g_d(t) = 1 - 0 = 1\text{.} \end{equation*}
(c)
Conclude that the function \(f\) defined in Part b satisfies the inequalities
\begin{align*} 0 \amp \le \int_{-1}^1 f(t)\, dt \le d,\\ 0 \amp \le \int_{-1}^1 (f(t))^2\, dt \le d\text{.} \end{align*}
Do not just calculate the integrals explicitly. In addition to being tedious and slow, this will not help you learn the relevant analysis skills.
Hint 1.
Seriously, do not explicitly calculate the integrals. Instead, take advantage of the inequalities you have already shown in the previous part.
Hint 2.
Use Theorem 3.7 to split up the integrals into several pieces, and then estimate the different pieces using Corollary 3.8 and Part b.
Solution.
We have shown in Part b that \(f(t) \ge 0\) for all \(t \in [-1,1]\text{,}\) and so the inequalities on the left hand side follow from Theorem 3.7. To prove the inequalities on the right hand side, we split up the integral and use the upper bound in Part b,
\begin{align*} \int_{-1}^1 f(t)\, dt \amp = \int_{-1}^0 f(t)\, dt + \int_0^d f(t)\, dt + \int_d^1 f(t)\, dt \\ \amp = 0 + \int_0^d f(t)\, dt + 0\\ \amp \le d \sup_{t \in [0,d]} f(t)\\ \amp \le d\text{.} \end{align*}
Similarly we estimate
\begin{align*} \int_{-1}^1 (f(t))^2\, dt \amp = \int_0^d (f(t))^2\, dt \\ \amp \le d \sup_{t \in [0,d]} (f(t))^2\\ \amp \le d\text{.} \end{align*}
Comment 1.
While the question (and hint) both ask you to estimate these integrals rather than calculate them exactly, at least a few students still calculated them explicitly. I strongly recommend getting used to doing estimates as in the official solution. This can be much faster, works in many situations where the integral cannot be calculated exactly, and is less prone to calculation errors.
For what it’s worth, the explicit values of the integrals here are
\begin{align*} \int_{-1}^1 f(t)\, dt \amp= \frac{d-c}2,\\ \int_{-1}^1 (f(t))^2\, dt \amp= \frac{(d-c)^2}{3d}\text{.} \end{align*}
Comment 2.
For all \(t \in [-1,1]\text{,}\) \(0 \le f(t) \le 1\) implies \((f(t))^2 \le f(t)\text{.}\) Thus Theorem 3.7 gives the estimate
\begin{equation*} \int_{-1}^1 (f(t))^2\, dt \le \int_{-1}^1 f(t)\, dt\text{.} \end{equation*}
This provides an alternative way of estimating the integral on the left hand side.