[Math] A function that has a derivative but is not integrable

analysismultivariable-calculusreal-analysis

How is it possible that the function $F(x)$ defined by :

$$
F(x)=\left\{\begin{array}{ll} x\sqrt{x}\sin\frac{1}{x}, & x> 0 \\
0, & x=0\end{array}\right.
$$

$$
F'(x)=\left\{\begin{array}{ll} \frac{3}{2}\sqrt{x}\sin\frac{1}{x}-\frac{1}{\sqrt{x}}\cos\frac{1}{x}, & x> 0 \\
0, & x=0\end{array}\right.
$$

has a derivative, which is not Riemann- integrable on any interval $[0,|b|]$, the function is continuous and every continuous function should have a R-Integral?

Best Answer

Lebesgue's criterion for Riemann integrability states that a function $f: [a, b] \longrightarrow \Bbb R$ is Riemann integrable if and only if it is bounded and continuous almost everywhere on $[a,b]$.

In the present case, $|F(x)| \leq |b| \sqrt{|b|}$ on $[0, |b|]$ and $F$ is also continuous on $[0, |b|]$, so by Lebesgue's criterion $F$ is Riemann integrable.

On the other hand, $F'$ is not bounded in any neighborhood of $x = 0$, so by Lebesgue's criterion it is not Riemann integrable.

The point of this example is that you can't always integrate a function just because that function is a derivative of some other function.