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UPSC 2021 Maths Optional Paper 2 Q1c — Step-by-Step Solution

10 marks · Section A

Riemann integral · Real Analysis · asked 10× in 13 yrs · Read the full method →

Question

If ff is monotonic in [a,b][a,b], prove ff is Riemann integrable in [a,b][a,b].

Technique

Use equal partition; ULU-L telescopes to h[f(b)f(a)]h\cdot[f(b)-f(a)], which 0\to 0.

Solution

Setup. WLOG ff monotonically increasing (similar argument for decreasing). ff is bounded: f(a)f(x)f(b)f(a)\le f(x)\le f(b).

Criterion (Riemann). ff is Riemann integrable on [a,b][a,b] iff for every ϵ>0\epsilon>0, there exists a partition PP with U(P,f)L(P,f)<ϵU(P,f)-L(P,f)<\epsilon.

Step 1 — Equal partition

Let PnP_n be partition a=x0<x1<<xn=ba=x_0<x_1<\cdots<x_n=b with xixi1=(ba)/n=hx_i-x_{i-1}=(b-a)/n=h.

Since ff is increasing, on [xi1,xi][x_{i-1},x_i]:

Step 2 — Compute ULU-L

U(Pn,f)L(Pn,f)=i=1n[f(xi)f(xi1)]h=hi=1n[f(xi)f(xi1)]U(P_n,f)-L(P_n,f)=\sum_{i=1}^n[f(x_i)-f(x_{i-1})]\cdot h=h\sum_{i=1}^n[f(x_i)-f(x_{i-1})].

The sum telescopes: i[f(xi)f(xi1)]=f(xn)f(x0)=f(b)f(a)\sum_i[f(x_i)-f(x_{i-1})]=f(x_n)-f(x_0)=f(b)-f(a).

So U(Pn,f)L(Pn,f)=h[f(b)f(a)]=(ba)[f(b)f(a)]nU(P_n,f)-L(P_n,f)=h\cdot[f(b)-f(a)]=\dfrac{(b-a)[f(b)-f(a)]}{n}.

Step 3 — Make <ϵ<\epsilon

For given ϵ>0\epsilon>0, choose n>(ba)[f(b)f(a)]ϵn>\dfrac{(b-a)[f(b)-f(a)]}{\epsilon}. Then UL<ϵU-L<\epsilon.

So ff satisfies the Riemann integrability criterion. \blacksquare

Answer

  Monotonic f on [a,b] is Riemann integrable.  \boxed{\;\text{Monotonic }f\text{ on }[a,b]\text{ is Riemann integrable.}\;}
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