[Math] Product of Two Functions is Riemann Integrable (Multivariable Calculus)

multivariable-calculusriemann-integration

If $S$ is a non-empty bounded set in $\mathbb{R}^N$, and $f,g:S\longrightarrow\mathbb{R}$ are Riemann integrable, show $fg$ is Riemann integrable.

I am not too sure with the $N$ dimensional proof of this, and have only worked it out in $1$-dimension.

My work so far is:

Suppose $f$ is bounded and Riemann integrable on $[a,b]$, then clearly $|f(x)|<a$ for some bound $a\geq 0$

So, $$|f^2(x)-f^2(y)|=|f(x)+f(y)||f(x)-f(y)|\leq2a|f(x)-f(y)|$$

By letting $M(f):=\sup\{f:x_{i-1}\leq x\leq x_i\}$ and $m(f):=\inf\{f:x_{i-1}\leq x \leq x_i\}$,

We see, $M(f^2)-m(f^2)\leq 2a(M(f)-m(f))$

By Cauchy Criterion, because $f$ is integrable on $[a,b]$, $\forall \epsilon > 0$, $\exists$ a partition $P$, such that

$$U(P,f)-L(P,f)< \frac{\epsilon}{2a}$$

$$\therefore U(P,f^2)-L(P,f^2)< \epsilon$$

Thus $f^2$ is Riemann integrable.

The claim then follows by noting $fg=\frac 12((f+g)^2-f^2-g^2)$

Is this the right way to proceed for a multivariable proof of the statement in n-dimensions? Or am I not approaching this correctly? How would my proof change for a multivariable version?

Any help would be appreciated. Thanks in advance!

Best Answer

That's just fine. There is indeed nothing different about this proof when you go from one variable to several variables.

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