If $f$ derivable on $[a,b]$ does $int_a^t f'(x)dx=f(t)-f(a)$ true?
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Let $f:[a,b]longrightarrow mathbb R$ a derivable function. Is it true that for all $tin [a,b]$ we have that $$f(t)=f(a)+int_a^t f'(x)dx ?$$
The thing is since $f'$ is not supposed continuous, there is no reason for me for $f'$ to be Riemann integrable. So my questions are the followings one :
Q1) In Riemann sense, is the formula correct (if we don't have other hypothesis on $f'$). If no, do you have a counter example ?
Q2) If we assume $f'$ Riemann integrable, is the formula correct (in Riemann sense). If no, do you have a counter example ?
Q3) In Lebesgue sense, is the formula correct (if we don't have other hypothesis on $f'$). If no, do you have a counter example ?
Q4) If we assume $f'$ Lebesgue integrable, is the formula correct (in Lebesgue sense). If no, do you have a counter example ?
real-analysis integration lebesgue-integral riemann-integration
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up vote
10
down vote
favorite
Let $f:[a,b]longrightarrow mathbb R$ a derivable function. Is it true that for all $tin [a,b]$ we have that $$f(t)=f(a)+int_a^t f'(x)dx ?$$
The thing is since $f'$ is not supposed continuous, there is no reason for me for $f'$ to be Riemann integrable. So my questions are the followings one :
Q1) In Riemann sense, is the formula correct (if we don't have other hypothesis on $f'$). If no, do you have a counter example ?
Q2) If we assume $f'$ Riemann integrable, is the formula correct (in Riemann sense). If no, do you have a counter example ?
Q3) In Lebesgue sense, is the formula correct (if we don't have other hypothesis on $f'$). If no, do you have a counter example ?
Q4) If we assume $f'$ Lebesgue integrable, is the formula correct (in Lebesgue sense). If no, do you have a counter example ?
real-analysis integration lebesgue-integral riemann-integration
See for Q2: math.stackexchange.com/questions/1899567/…
– Zeekless
Jul 17 at 16:50
add a comment |Â
up vote
10
down vote
favorite
up vote
10
down vote
favorite
Let $f:[a,b]longrightarrow mathbb R$ a derivable function. Is it true that for all $tin [a,b]$ we have that $$f(t)=f(a)+int_a^t f'(x)dx ?$$
The thing is since $f'$ is not supposed continuous, there is no reason for me for $f'$ to be Riemann integrable. So my questions are the followings one :
Q1) In Riemann sense, is the formula correct (if we don't have other hypothesis on $f'$). If no, do you have a counter example ?
Q2) If we assume $f'$ Riemann integrable, is the formula correct (in Riemann sense). If no, do you have a counter example ?
Q3) In Lebesgue sense, is the formula correct (if we don't have other hypothesis on $f'$). If no, do you have a counter example ?
Q4) If we assume $f'$ Lebesgue integrable, is the formula correct (in Lebesgue sense). If no, do you have a counter example ?
real-analysis integration lebesgue-integral riemann-integration
Let $f:[a,b]longrightarrow mathbb R$ a derivable function. Is it true that for all $tin [a,b]$ we have that $$f(t)=f(a)+int_a^t f'(x)dx ?$$
The thing is since $f'$ is not supposed continuous, there is no reason for me for $f'$ to be Riemann integrable. So my questions are the followings one :
Q1) In Riemann sense, is the formula correct (if we don't have other hypothesis on $f'$). If no, do you have a counter example ?
Q2) If we assume $f'$ Riemann integrable, is the formula correct (in Riemann sense). If no, do you have a counter example ?
Q3) In Lebesgue sense, is the formula correct (if we don't have other hypothesis on $f'$). If no, do you have a counter example ?
Q4) If we assume $f'$ Lebesgue integrable, is the formula correct (in Lebesgue sense). If no, do you have a counter example ?
real-analysis integration lebesgue-integral riemann-integration
asked Jul 17 at 16:27
Peter
358112
358112
See for Q2: math.stackexchange.com/questions/1899567/…
– Zeekless
Jul 17 at 16:50
add a comment |Â
See for Q2: math.stackexchange.com/questions/1899567/…
– Zeekless
Jul 17 at 16:50
See for Q2: math.stackexchange.com/questions/1899567/…
– Zeekless
Jul 17 at 16:50
See for Q2: math.stackexchange.com/questions/1899567/…
– Zeekless
Jul 17 at 16:50
add a comment |Â
1 Answer
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Q1: No, because $f'$ need not be Riemann integrable. For example $f'$ need not be bounded.
Q2: Yes. This is in fact very simple - the elegance of the proof seems to me to be a good reason for the Riemann integral to be defined exactly the way it is. Say $a=t_0<dots<t_n=b$. Apply the Mean Value Theorem to each subinterval: $$f(b)-f(a)=sum(f(t_j+1)-f(t_j))=sum f'(xi_j)(t_j+1-t_j),$$precisely a Riemann sum for $int_a^b f'(t),dt$.
Q3: No, $f'$ need not be Lebesgue integrable. For example if $a=-1$, $b=1$ and $$f(t)=begincasest^2sin(1/t^100),&(tne0),
\0,&(t=0).endcases$$
Q4: Pretty sure the answer is yes. Almost certain this is a theorem in Rudin - my copy of Real and Complex Analysis is missing. Edit: Thanks to @ChrisJanjigian for confirming that yes, it's Theorem 7.21.
Or see here for a proof based on the Vitali-Caratheodory theorem.
Note this is assuming that $f$ is differentiable, which is to say that $f'$ exists at every point. There are certainly examples where $f$ is differentiable almost everywhere, $f'in L^1$, but $f$ is not absolutely continuous; for example the Cantor function satisfies $f'=0$ almost everywhere.
Thank you for your answer, and for reference. @uniquesolution: thank for Q4 :)
– Peter
Jul 17 at 16:52
1
Q4 is Theorem 7.21 in Rudin.
– Chris Janjigian
Jul 17 at 16:56
Yes, my mistake.
– uniquesolution
Jul 17 at 16:57
@ChrisJanjigian Thanks - I knew it was in there somewhere.
– David C. Ullrich
Jul 17 at 17:02
1
I once tried to simply Rudin's proof of Theorem 7.21. You may check it on my blog posting.
– Sangchul Lee
Jul 17 at 20:36
 |Â
show 6 more comments
1 Answer
1
active
oldest
votes
1 Answer
1
active
oldest
votes
active
oldest
votes
active
oldest
votes
up vote
7
down vote
accepted
Q1: No, because $f'$ need not be Riemann integrable. For example $f'$ need not be bounded.
Q2: Yes. This is in fact very simple - the elegance of the proof seems to me to be a good reason for the Riemann integral to be defined exactly the way it is. Say $a=t_0<dots<t_n=b$. Apply the Mean Value Theorem to each subinterval: $$f(b)-f(a)=sum(f(t_j+1)-f(t_j))=sum f'(xi_j)(t_j+1-t_j),$$precisely a Riemann sum for $int_a^b f'(t),dt$.
Q3: No, $f'$ need not be Lebesgue integrable. For example if $a=-1$, $b=1$ and $$f(t)=begincasest^2sin(1/t^100),&(tne0),
\0,&(t=0).endcases$$
Q4: Pretty sure the answer is yes. Almost certain this is a theorem in Rudin - my copy of Real and Complex Analysis is missing. Edit: Thanks to @ChrisJanjigian for confirming that yes, it's Theorem 7.21.
Or see here for a proof based on the Vitali-Caratheodory theorem.
Note this is assuming that $f$ is differentiable, which is to say that $f'$ exists at every point. There are certainly examples where $f$ is differentiable almost everywhere, $f'in L^1$, but $f$ is not absolutely continuous; for example the Cantor function satisfies $f'=0$ almost everywhere.
Thank you for your answer, and for reference. @uniquesolution: thank for Q4 :)
– Peter
Jul 17 at 16:52
1
Q4 is Theorem 7.21 in Rudin.
– Chris Janjigian
Jul 17 at 16:56
Yes, my mistake.
– uniquesolution
Jul 17 at 16:57
@ChrisJanjigian Thanks - I knew it was in there somewhere.
– David C. Ullrich
Jul 17 at 17:02
1
I once tried to simply Rudin's proof of Theorem 7.21. You may check it on my blog posting.
– Sangchul Lee
Jul 17 at 20:36
 |Â
show 6 more comments
up vote
7
down vote
accepted
Q1: No, because $f'$ need not be Riemann integrable. For example $f'$ need not be bounded.
Q2: Yes. This is in fact very simple - the elegance of the proof seems to me to be a good reason for the Riemann integral to be defined exactly the way it is. Say $a=t_0<dots<t_n=b$. Apply the Mean Value Theorem to each subinterval: $$f(b)-f(a)=sum(f(t_j+1)-f(t_j))=sum f'(xi_j)(t_j+1-t_j),$$precisely a Riemann sum for $int_a^b f'(t),dt$.
Q3: No, $f'$ need not be Lebesgue integrable. For example if $a=-1$, $b=1$ and $$f(t)=begincasest^2sin(1/t^100),&(tne0),
\0,&(t=0).endcases$$
Q4: Pretty sure the answer is yes. Almost certain this is a theorem in Rudin - my copy of Real and Complex Analysis is missing. Edit: Thanks to @ChrisJanjigian for confirming that yes, it's Theorem 7.21.
Or see here for a proof based on the Vitali-Caratheodory theorem.
Note this is assuming that $f$ is differentiable, which is to say that $f'$ exists at every point. There are certainly examples where $f$ is differentiable almost everywhere, $f'in L^1$, but $f$ is not absolutely continuous; for example the Cantor function satisfies $f'=0$ almost everywhere.
Thank you for your answer, and for reference. @uniquesolution: thank for Q4 :)
– Peter
Jul 17 at 16:52
1
Q4 is Theorem 7.21 in Rudin.
– Chris Janjigian
Jul 17 at 16:56
Yes, my mistake.
– uniquesolution
Jul 17 at 16:57
@ChrisJanjigian Thanks - I knew it was in there somewhere.
– David C. Ullrich
Jul 17 at 17:02
1
I once tried to simply Rudin's proof of Theorem 7.21. You may check it on my blog posting.
– Sangchul Lee
Jul 17 at 20:36
 |Â
show 6 more comments
up vote
7
down vote
accepted
up vote
7
down vote
accepted
Q1: No, because $f'$ need not be Riemann integrable. For example $f'$ need not be bounded.
Q2: Yes. This is in fact very simple - the elegance of the proof seems to me to be a good reason for the Riemann integral to be defined exactly the way it is. Say $a=t_0<dots<t_n=b$. Apply the Mean Value Theorem to each subinterval: $$f(b)-f(a)=sum(f(t_j+1)-f(t_j))=sum f'(xi_j)(t_j+1-t_j),$$precisely a Riemann sum for $int_a^b f'(t),dt$.
Q3: No, $f'$ need not be Lebesgue integrable. For example if $a=-1$, $b=1$ and $$f(t)=begincasest^2sin(1/t^100),&(tne0),
\0,&(t=0).endcases$$
Q4: Pretty sure the answer is yes. Almost certain this is a theorem in Rudin - my copy of Real and Complex Analysis is missing. Edit: Thanks to @ChrisJanjigian for confirming that yes, it's Theorem 7.21.
Or see here for a proof based on the Vitali-Caratheodory theorem.
Note this is assuming that $f$ is differentiable, which is to say that $f'$ exists at every point. There are certainly examples where $f$ is differentiable almost everywhere, $f'in L^1$, but $f$ is not absolutely continuous; for example the Cantor function satisfies $f'=0$ almost everywhere.
Q1: No, because $f'$ need not be Riemann integrable. For example $f'$ need not be bounded.
Q2: Yes. This is in fact very simple - the elegance of the proof seems to me to be a good reason for the Riemann integral to be defined exactly the way it is. Say $a=t_0<dots<t_n=b$. Apply the Mean Value Theorem to each subinterval: $$f(b)-f(a)=sum(f(t_j+1)-f(t_j))=sum f'(xi_j)(t_j+1-t_j),$$precisely a Riemann sum for $int_a^b f'(t),dt$.
Q3: No, $f'$ need not be Lebesgue integrable. For example if $a=-1$, $b=1$ and $$f(t)=begincasest^2sin(1/t^100),&(tne0),
\0,&(t=0).endcases$$
Q4: Pretty sure the answer is yes. Almost certain this is a theorem in Rudin - my copy of Real and Complex Analysis is missing. Edit: Thanks to @ChrisJanjigian for confirming that yes, it's Theorem 7.21.
Or see here for a proof based on the Vitali-Caratheodory theorem.
Note this is assuming that $f$ is differentiable, which is to say that $f'$ exists at every point. There are certainly examples where $f$ is differentiable almost everywhere, $f'in L^1$, but $f$ is not absolutely continuous; for example the Cantor function satisfies $f'=0$ almost everywhere.
edited Jul 17 at 22:37
answered Jul 17 at 16:50
David C. Ullrich
54.3k33583
54.3k33583
Thank you for your answer, and for reference. @uniquesolution: thank for Q4 :)
– Peter
Jul 17 at 16:52
1
Q4 is Theorem 7.21 in Rudin.
– Chris Janjigian
Jul 17 at 16:56
Yes, my mistake.
– uniquesolution
Jul 17 at 16:57
@ChrisJanjigian Thanks - I knew it was in there somewhere.
– David C. Ullrich
Jul 17 at 17:02
1
I once tried to simply Rudin's proof of Theorem 7.21. You may check it on my blog posting.
– Sangchul Lee
Jul 17 at 20:36
 |Â
show 6 more comments
Thank you for your answer, and for reference. @uniquesolution: thank for Q4 :)
– Peter
Jul 17 at 16:52
1
Q4 is Theorem 7.21 in Rudin.
– Chris Janjigian
Jul 17 at 16:56
Yes, my mistake.
– uniquesolution
Jul 17 at 16:57
@ChrisJanjigian Thanks - I knew it was in there somewhere.
– David C. Ullrich
Jul 17 at 17:02
1
I once tried to simply Rudin's proof of Theorem 7.21. You may check it on my blog posting.
– Sangchul Lee
Jul 17 at 20:36
Thank you for your answer, and for reference. @uniquesolution: thank for Q4 :)
– Peter
Jul 17 at 16:52
Thank you for your answer, and for reference. @uniquesolution: thank for Q4 :)
– Peter
Jul 17 at 16:52
1
1
Q4 is Theorem 7.21 in Rudin.
– Chris Janjigian
Jul 17 at 16:56
Q4 is Theorem 7.21 in Rudin.
– Chris Janjigian
Jul 17 at 16:56
Yes, my mistake.
– uniquesolution
Jul 17 at 16:57
Yes, my mistake.
– uniquesolution
Jul 17 at 16:57
@ChrisJanjigian Thanks - I knew it was in there somewhere.
– David C. Ullrich
Jul 17 at 17:02
@ChrisJanjigian Thanks - I knew it was in there somewhere.
– David C. Ullrich
Jul 17 at 17:02
1
1
I once tried to simply Rudin's proof of Theorem 7.21. You may check it on my blog posting.
– Sangchul Lee
Jul 17 at 20:36
I once tried to simply Rudin's proof of Theorem 7.21. You may check it on my blog posting.
– Sangchul Lee
Jul 17 at 20:36
 |Â
show 6 more comments
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See for Q2: math.stackexchange.com/questions/1899567/…
– Zeekless
Jul 17 at 16:50