If $f’$ is integrable on $[a,b]$, what can we say about $f$

calculusderivativesintegrationreal-analysis

Suppose $f:[a,b]\to\mathbb R$ is a differentiable function with $f'\in L^1 [a,b]$, that is, $f$ has a derivative that is integrable on $[a,b]$. What are some properties $f$ must have?

If any are known, some defining properties would be nice, that is, properties $P$ such that $f$ has $P$ if and only if $f'$ is integrable on $[a,b]$.

One thing we can say is that $f$ must be Lipschitz-continuous. This shouldn't be the best we can do: Lipschitz-continuity follows from the boundedness of $f'$, but we know from Darboux's theorem that $f'$ also has the intermediate value property, a very restrictive property. I'm not sure how we could leverage this to get some insight into the nature of $f$. Any ideas?

Best Answer

If $f:[a,b]\to\mathbb R$ is differentiable everywhere then $f'\in L^1 [a,b]$ if and only if $f$ is absolutely continuous.

This follows from the equivalent definitions of absolute continuity and the following

Theorem Let $f: [a,b] \rightarrow \bf R$ be an everywhere differentiable function whose derivative is Lebesgue integrable. Then $$\int_a^b f'(x) \, dx = f(b) - f(a).$$

which is Theorem 7.21 in Rudin's Real and Complex Analysis, see also Proofs of the second fundamental theorem of calculus on Math Overflow.

If $f$ is absolutely continuous then $f'$ is integrable on $[a, b]$. Conversely, if $f'$ is integrable, then $$ f(x) = f(a) + \int_a^x f'(t) \, dt $$ according to Rudin's theorem, and that implies that $f$ is absolutely continuous.

Related Question