Intuition
The integral adds, scales, splits at an interior point and respects order. None of these is obvious from the definition, because the definition is a pair of suprema over all partitions and those do not combine simply. Each is proved by choosing partitions for the pieces, refining to a common one, and applying the criterion.
Measuring two adjacent fields separately and adding gives the same answer as measuring the pair together — provided the fence between them is included in both measurements and contributes nothing. That last clause is the only subtle part, and it is why a single point never matters.
Four properties
Let be integrable on and a constant. Then and are integrable with and . If then is integrable on both halves and . If throughout then , and consequently .
The traps
- Additivity in the integrand is a statement about sums only. There is no product rule: is unrelated to .
- Order passes to the integral: throughout gives . The strict form is not needed anywhere in this course and is not proved.
The integral splits at an interior point
Work with partitions containing the splitting point, which costs nothing because adding it is a refinement. Such a partition breaks into a partition of each half, and its upper sum is the sum of the two upper sums — the pieces are simply grouped. Taking infima on both sides turns the identity for sums into one for integrals, and the criterion applied to the two halves shows the function is integrable on each.
Proof steps
Adding the point is a refinement, so nothing is lost by insisting on it.
Such a partition is exactly a partition of each half joined at the point.
The pieces of one are the pieces of the other two, grouped.
Both halves inherit a small gap, since both differences are non-negative.
Taking infima over such partitions on both sides gives the identity.
Applications
Practice
Sums Yes, Products No
The integral is additive in the integrand and there is no rule for a product.
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and . What is ?
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and . What is ?
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If at every point of then .
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Which inequality always holds for an integrable ?
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on . What is the largest possible value of ?
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Changing an integrable function at one point can change its integral.
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Why does the additivity proof consider only partitions containing the splitting point?
What You Learned
- The integral is additive in the integrand and in the interval, and scales by a constant.
- Order passes to the integral, and hence the absolute value bound.
- There is no product rule.
- Changing finitely many values changes nothing.
Final checkpoint
Try it
. What is ?
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If is integrable on then it is integrable on every closed subinterval.
Completion
Lesson complete
Great work! You now know how to:
- Apply additivity in the integrand and in the interval
- Use the order property and the absolute value bound
- Estimate an integral from a bound on the function
- Say why finitely many values never matter