I have two problems:
Prove that if $f$ is bounded on $[a, b]$ and has exactly one discontinuity in $[a, b]$ then $f$ is Riemann-integrable on $[a, b]$.
Prove that if $f$ is bounded on $[a, b]$ and $f$ has only finitely many discontinuities in $[a, b]$ then $f$ is Riemann-integrable on $[a, b]$.
I have a possible proof for the first one which I would like checked:
Theorem 6.1 states that $f$ is Riemann-integrable on $[a, b]$ iff given any $\varepsilon > 0$ there exists a partition $P$ of $[a, b]$ with $U(P, f) – L(P, f) < \varepsilon$.
Theorem 6.2 states that if $f$ is continuous on $[a, b]$ then it is Riemann-integrable on $[a, b]$.
Suppose $f$ is bounded on $[a, b]$. Then by definition there exists $M > 0$ such that $\vert f(x) \vert \leq M$ for all $x \in [a, b]$. Suppose $f$ has exactly one discontinuity in $[a, b]$ call it $c$. Without loss of generality suppose $c \in (a, b)$. Let $\varepsilon > 0$. Choose $\delta > 0$ such that $\displaystyle \delta = \frac{\varepsilon}{12M}$. Observe that $f$ is continuous on $[a, c – \delta]$ and $[c + \delta, b]$. By Theorem 6.2 $f$ is Riemann-integrable on $[a, c – \delta]$ and $[c + \delta, b]$. By Theorem 6.1 there exists a partition $P_1$ of $[a, c – \delta]$ with $U(P_1, f) – L(P_1, f) < \varepsilon/3$. Again, by Theorem 6.1 there exists a partition $P_2$ of $[c + \delta, b]$ with $U(P_2, f) – L(P_2, f) < \varepsilon/3$. Define $P = P_1 \cup P_2$. Now observe that
\begin{align*}
U(P, f) &= U(P_1, f) + 2\delta \cdot \sup_{x \in [c – \delta, c+ \delta]} f(x) + U(P_2, f) \\
&\leq U(P_1, f) + 2\delta \cdot M + U(P_2, f)
\end{align*}
and
\begin{align*}
L(P, f) &= L(P_1, f) + 2\delta \cdot \inf_{x \in [c – \delta, c+ \delta]} f(x) + L(P_2, f)\\
& \geq L(P_1, f) + 2\delta \cdot (-M) + L(P_2, f)
\end{align*}
which is implies $$-L(P, f) \leq – L(P_1, f) + 2\delta \cdot M – L(P_2, f) $$ Hence we have
\begin{align*}
U(P, f) – L(P, f) &\leq U(P_1, f) + 2\delta \cdot M + U(P_2, f) – L(P_1, f) + 2\delta \cdot M – L(P_2, f)\\
&= \big[U(P_1, f) – L(P_1, f) \big] + 4 \delta \cdot M + \big[U(P_2, f) – L(P_2, f)\big]\\
&< \frac\varepsilon3 + 4M\frac{\varepsilon}{12M} + \frac\varepsilon3\\
&= \frac\varepsilon3 +\frac\varepsilon3 +\frac\varepsilon3 \\
&= \varepsilon
\end{align*}
Thus by Theorem 6.1 we can conclude that $f$ is Riemann-integrable on $[a, b]$.
My question namely is: is it sufficient to check that $c \in (a, b)$ or should I explicitly show that it holds when the discontinuity is on the endpoints?
For the second problem, I am thinking of using induction on the first problem, but I haven't seen an induction problem done like that so I don't know how to get started. Any push in the right direction would be greatly appreciated!
Best Answer
From comments to my question I have formulated my own proofs. If anyone can confirm their correctness (especially on the second one!) I would greatly appreciate it!
Prove that if $f$ is bounded on $[a, b]$ and has exactly one discontinuity in $[a, b]$ then $f$ is Riemann-integrable on $[a, b]$.
Prove that if $f$ is bounded on $[a, b]$ and $f$ has only finitely many discontinuities in $[a, b]$ then $f$ is Riemann-integrable on $[a, b]$.