Integrability of the derivative of an increasing function- MIT primes 2020 A2

calculusintegrationreal-analysisriemann-integration

Problem A2 from the MIT PRIMES Problem Set 2020 goes as following (discussion is already open):

Let $f: [0,1]\to \mathbb{R}$ be a strictly increasing function which is differentiable in $(0,1)$. Suppose that $f(0)=0$ and for every $x\in(0,1)$ we have $$\frac{f'(x)}{x}\ge f(x)^2+1.$$

How small can $f(1)$ be?

I thought the solution idea was pretty straightforward; it follows pretty quickly from integrating the rearranged inequality $\frac{f'(x)}{f(x)^2+1}\ge x$. However, it is somewhat difficult to prove the left side is integrable. We can show that $\arctan(f(x))$ is increasing, and the derivative of an increasing function satisfies using the Lebesgue integral $\int_a^bf'(x)dx\le f(b)-f(a)$.

I was wondering if it is necessarily true that the left hand side is Riemann integrable, and if not, what is a counterexample? If it were Riemann integrable, we could have $\int_a^bf'(x)dx= f(b)-f(a)$, which is slightly stronger.

Best Answer

If a function is differentiable then its derivative is Henstock–Kurzweil integrable.

Since the function is also increasing, then its derivative is non-negative. Therefore $|f'|=f'$ is Henstock–Kurzweil integrable. If $|g|$ is Henstock–Kurzweil integrable, then $g$ is Lebesgue integrable. It follows that $f'$ is Lebesgue integrable.

Both integrals satisfy the fundamental theorem of calculus in this case.

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