Real Analysis – Darboux Integrability Implies Riemann Integrability

calculusreal-analysisriemann-integration

I have searched the site for posts regarding Darboux integrability $\implies$ Riemann integrability, but haven't found any that specifically adress this question.

My definition of Darboux integrability: Let $f$ be defined and bounded on $[a,b]$, then $f$ is Darboux integrable if for all $\epsilon >0$ there exists a partition $P$ of $[a,b]$ such that $U(f,P)-L(f,P)<\epsilon$ (where $U$ and $L$ are the upper and lower Riemann sums respectively).

My definition of Riemann integrability: Let $f$ be defined and bounded on $[a,b]$, then $f$ is Riemann integrable if $$\lim_{N\to\infty} \sum\limits_{k=1}^{N} f(c_k)(x_{k}-x_{k-1})$$ has the same limit for all sequences of partitions $P_N$ and all choices of $c_k\in[x_{k-1},x_{k}]$.

If my definitions are correct, it seems that Darboux integrability only requires one partition to fulfil the epsilon-inequality, whereas Riemann integrability requires all sequences of partitions to be fulfilled. How can this lead to an implication nevertheless?

Best Answer

Here's a direct solution in case you don't want to end up repeating the second half of Riemann-Lebesgue's proof.

You can use the partition $P$ for which $U(f,P)-L(f,P)<\epsilon$ to argue that for all partitions $Q$ with mesh$(Q) = \|Q\|< \delta_P$, the Riemann sum will be somewhere close to $U(f, P)$ and $L(f, P)$.

Assume that $P$ has $N$ points $\{p_1=a, p_2, \cdots, p_N=b\}$, partition $Q$ has $N'$ points $\{q_1=a, \cdots, q_{N'}=b\}$ and $|f| \leq M$ in $[a, b]$ (this should hold for some $M$ or Darboux integral won't be well-defined).

Now take $\delta_P< \min(\|p\|, \frac{\epsilon}{MN})$. Now for each $i \leq N'$, either $[q_i, q_{i+1}] \subset [p_j, p_{j+1}]$ (for some $j\leq N$), or $p_{j-1} \leq q_i \leq p_j \leq q_{i+1} \leq q_{j+1}$. The latter can happen at most $N$ times, so the area under $f$ for such cases can be at most $N \times M \times \delta_P \leq \epsilon$. For the rest, the sum happens to be nicely sandwiched by $U(f,P)$ and $L(f, P)$, proving the Riemann integrability.

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