MHB Solve Riemann Integral: Show \( \int_a^b f = \lim U_n = \lim L_n \)

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The discussion revolves around proving the integrability of a bounded function \( f \) on the interval \([a,b]\) using sequences of upper and lower Darboux sums, \( (U_n) \) and \( (L_n) \). It is established that if \( \lim (U_n - L_n) = 0 \), then \( f \) is integrable, leading to the conclusion that \( \int_a^b f = \lim U_n = \lim L_n \). Participants express confusion about whether the limits imply that \( \lim U_n \) equals the integral directly and discuss the necessity of partitions associated with each sum. The conversation highlights the importance of understanding the relationship between Darboux sums and their partitions in proving integrability. Overall, the thread emphasizes the connection between the limits of the sums and the definition of the integral.
Fantini
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Greetings everyone. First, it's great that the site is back again and I hope it can be merged soon enough. :D

Here's the question:
Let \( f \) be a bounded function on \( [a,b] \). Suppose there exist sequences \( (U_n) \) and \( (L_n) \) of upper and lower Darboux sums such that \( \lim (U_n - L_n) = 0 \). Show that \( f \) is integrable and that \( \int_a^b f = \lim U_n = \lim L_n \).

Here's my try:

By the hypothesis, exists \( M > 0 \) such that for all \(n > M, \varepsilon > 0 \) we have \( | U_n(f,P) - L_n(f,P) | < \varepsilon \), hence \( U_n(f,P) - L_n(f,P) < \varepsilon \) for some partition \( P \) of \( [a,b] \). It follows then that \( f \) is integrable, and by the limit properties we see that \( \lim(U_n - L_n) = \lim U_n - \lim L_n = 0 \implies \lim U_n = \lim L_n \).

My question is if that wouldn't imply already that \( \lim U_n = \int_a^b f \)? If not, I'm a bit lost. Would I have to show that for all \( n > M \) we have that \( L_n [f] \geq U_n [f] \), where \( L_n [f] \) and \( U_n[f] \) mean the lower and upper Darboux integrals respectively?

Also, that awkward moment when you type ( f ) without spaces and it becomes (f). (Tongueout)
 
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Fantini said:
Here's the question:
Let \( f \) be a bounded function on \( [a,b] \). Suppose there exist sequences \( (U_n) \) and \( (L_n) \) of upper and lower Darboux sums such that \( \lim (U_n - L_n) = 0 \). Show that \( f \) is integrable and that \( \int_a^b f = \lim U_n = \lim L_n \).
This wording seems odd to me. Darbuox sums involve a partition of $[a,b]$.
So when the question says that $U_n~\&~L_n$ are upper and lower sums are we to assume that there is a partition $P_n$ associated with each pair? Moreover, is seems that $P_{n+1}$ should be a refinement of $P_n$
Is that mentioned in the statement of the question?
 
No, I copied the problem as it's written. It's from the book "Elementary Analysis: The Theory of Calculus" by Kenneth Ross. I picked it up at the library as an option to my current analysis course and enjoyed it so far.

I admit that the thought that each \( U_n \& L_n \) would have a partition \( P_n \) associated with the pair occurred to me, but I decided not to follow that path.
 

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