Classes of Riemann-Integrable Functions

Basis
Last updated: Tags: Calculus, Integration

The definition of the Riemann integral requires U(f,P)L(f,P)<εU(f,P) - L(f,P) < \varepsilon for some partition PP. Continuous functions pass this test by uniform continuity. But continuity is far from necessary — many functions with jumps or infinitely many oscillations are still integrable. This checkpoint identifies the two most important classes beyond continuous functions, and pinpoints one simple function that is not integrable.

Recap: the Darboux criterion

f:[a,b]Rf: [a,b] \to \mathbb{R} bounded is Riemann integrable iff for every ε>0\varepsilon > 0 there exists a partition PP with

U(f,P)L(f,P)<ε.U(f, P) - L(f, P) < \varepsilon.

The key quantity is the oscillation on each subinterval: ωiMimi0\omega_i \coloneqq M_i - m_i \ge 0, so UL=ωiΔxiU - L = \sum \omega_i \Delta x_i. To make ULU - L small you need to make either the oscillations or the subinterval widths small.

Monotonic functions are integrable

Theorem. If f:[a,b]Rf: [a,b] \to \mathbb{R} is monotone (increasing or decreasing), then ff is Riemann integrable.

Proof (for ff increasing). On any subinterval [xi1,xi][x_{i-1}, x_i], the supremum and infimum are just the endpoint values:

Mi=f(xi),mi=f(xi1),ωi=f(xi)f(xi1).M_i = f(x_i), \qquad m_i = f(x_{i-1}), \qquad \omega_i = f(x_i) - f(x_{i-1}).

For the uniform partition PnP_n with Δxi=(ba)/n\Delta x_i = (b-a)/n:

U(f,Pn)L(f,Pn)=bani=1n(f(xi)f(xi1))=(ba)(f(b)f(a))n.U(f, P_n) - L(f, P_n) = \frac{b-a}{n} \sum_{i=1}^n \bigl(f(x_i) - f(x_{i-1})\bigr) = \frac{(b-a)(f(b) - f(a))}{n}.

This telescopes to a single factor, and choosing n>(ba)(f(b)f(a))/εn > (b-a)(f(b)-f(a))/\varepsilon makes it less than ε\varepsilon. \square

The bound does not depend on how ff is monotone — it could have infinitely many jump discontinuities — only on its total variation f(b)f(a)f(b) - f(a).

Piecewise-continuous functions are integrable

A function ff is piecewise continuous on [a,b][a,b] if there are finitely many points a=c0<c1<<ck=ba = c_0 < c_1 < \cdots < c_k = b such that ff is continuous on each open interval (cj1,cj)(c_{j-1}, c_j) and has finite one-sided limits at each cjc_j.

Theorem. Every piecewise-continuous bounded function on [a,b][a,b] is Riemann integrable.

Proof sketch. Include each discontinuity point cjc_j in the partition. On subintervals not containing a cjc_j, ff is continuous, so the oscillation can be made arbitrarily small by refining. Near each cjc_j, enclose it in a tiny interval of width δ\delta; the contribution to ULU - L from those intervals is at most 2fkδ2\|f\|_\infty \cdot k\delta, which goes to zero as δ0\delta \to 0. Combining gives the Darboux criterion. \square

The Dirichlet function is not integrable

Define the Dirichlet function:

D(x){1xQ,0xQ.D(x) \coloneqq \begin{cases} 1 & x \in \mathbb{Q}, \\ 0 & x \notin \mathbb{Q}. \end{cases}

DD is bounded on [0,1][0,1], but it is not Riemann integrable. On every subinterval [xi1,xi][x_{i-1}, x_i], both rationals and irrationals are dense, so Mi=1M_i = 1 and mi=0m_i = 0 for every ii and every partition PP. Therefore

U(D,P)=i1Δxi=1,L(D,P)=i0Δxi=0,U(D, P) = \sum_i 1 \cdot \Delta x_i = 1, \qquad L(D, P) = \sum_i 0 \cdot \Delta x_i = 0,

for every partition. The upper and lower integrals are 11 and 00 respectively — they never agree. So DD is not Riemann integrable.

Lebesgue’s criterion

The precise characterisation of Riemann-integrable functions uses the concept of a set of measure zero: a set E[a,b]E \subseteq [a,b] has measure zero if for every ε>0\varepsilon > 0 it can be covered by countably many intervals whose total length is less than ε\varepsilon.

Lebesgue’s theorem. A bounded function f:[a,b]Rf: [a,b] \to \mathbb{R} is Riemann integrable if and only if the set of its discontinuities has measure zero.

The proof is beyond the current prerequisites, but the statement unifies the examples above:

  • Continuous functions: no discontinuities, measure zero trivially.
  • Monotonic functions: at most countably many jump discontinuities, hence measure zero.
  • Piecewise-continuous functions: finitely many discontinuities, measure zero.
  • Dirichlet function: discontinuous everywhere, so the discontinuity set [0,1][0,1] has measure 101 \neq 0.

Summary

  • Darboux criterion: ff is integrable iff oscillations ωi=Mimi\omega_i = M_i - m_i can be made uniformly small.
  • Monotonic functions are integrable: the telescoping bound (ba)(f(b)f(a))/n0(b-a)(f(b)-f(a))/n \to 0 regardless of how many jumps ff has.
  • Piecewise-continuous functions are integrable: isolate discontinuities in tiny intervals; continuity handles the rest.
  • The Dirichlet function D=1QD = \mathbf{1}_\mathbb{Q} is not integrable: upper sum is always 11, lower sum always 00.
  • Lebesgue’s criterion: a bounded function is Riemann integrable iff its set of discontinuities has measure zero.