In plain words
Chop the domain into thin strips and add up rectangles. It works exactly when the points where the function jumps are negligible in total length, which allows a great many of them.
Three equivalent criteria (f bounded on [a,b])
- Riemann's: for every there is a partition with .
- Darboux: upper integral = lower integral.
- Lebesgue's: the set of discontinuities of f has measure zero.
Criterion 3 is the one to use in the exam. Measure-zero sets include every countable set and the Cantor set.
The zoo
| f on [0,1] | Discontinuities | Riemann integrable? |
|---|---|---|
| Dirichlet | everywhere | ✗ (bounded but discontinuous on a set of measure 1) |
| Thomae (1/q at p/q, 0 at irrationals) | , countable | ✓, integral 0 |
| monotone f | countable | ✓ |
| f with finitely many discontinuities | finite | ✓ |
| Cantor set, measure 0 | ✓, integral 0 | |
| (positive measure) | the fat Cantor set | ✗ |
| sin(1/x), f(0)=0 | {0} | ✓ (bounded) |
| 1/x, f(0)=0 | unbounded | ✗ as a proper integral |
Operations
- Sums, products, |f|, max/min of integrable functions are integrable.
- Composition: g ∘ f with g continuous and f integrable ⇒ integrable. But f ∘ g with f integrable, g continuous can fail: Thomae ∘ (a suitable continuous g) gives the Dirichlet-like non-integrable function. Also ∘ Thomae : not integrable.
- |f| integrable does not imply f integrable: f = 1 on on irrationals. with f ≥ 0 continuous ⇒ f ≡ 0; with f merely integrable ⇒ f = 0 a.e.
Fundamental theorem
ˣ f: F is continuous; F′(x) = f(x) at every continuity point of f.
- If f = g′ with g differentiable and f integrable, then ᵇ f = g(b) − g(a). (Derivatives need not be integrable: has unbounded g′.)
Improper integrals — the reference values
dx/xᵖ converges iff dx/xᵖ converges iff dx converges but not absolutely; !.
Key takeaways
- Bounded + discontinuities of measure zero ⇔ Riemann integrable.
- Thomae vs Dirichlet is the canonical contrast.
- Composition with a continuous outer function is safe; inner is not.