本书对多元积分的处理是先推广一元黎曼积分,本节仅对黎曼积分的一些大家熟知的概念作了推广,包括partition以及黎曼和等。比较重要的是Theorem 10.3(Riemann condition),下积分和上积分相等的充要条件,与一元黎曼积分几乎完全类似。Theorem 10.4是黎曼条件的一个小应用,证明常数函数是可积的。
Exercises
Exercise 1. Let
be bounded functions such that
for
. Show that
and
.
Solution: As
, for any
, we can find a partition
such that

and it follows that
.
Exercise 2. Suppose
is continuous. Show
is integrable over
.
Solution: We suppose
, then
is bounded, and
is in fact uniformly continuous on
, thus for any
, there is a
such that

Choose a partition
with
for
, then within each subrectangle contained in
,
would have diversion at most
, thus

Exercise 3. Let
. Let
be defined by setting
if
, and
if
. Show that
is integrable over
.
Solution: For any
, let
, and
, let
, we see that
and
only diverges in rectangles
, in which
ranges from
to
and
, thus

Exercise 4. We say
is increasing if
whenever
. If
are increasing and non-negative, show that the function
is integrable over
.
Solution: Both
and
are integrable over
, which means
and
exist.
For any
, let
be an integer and
, let
, we see that
![\displaystyle{U(f,P)-L(f,P)=\frac{1}{n^2}\left[(f(1)-f(0))\left(g\left(\frac{1}{n}\right)+\cdots+g(1)\right)+(g(1)-g(0))\left(f\left(\frac{1}{n}\right)+\cdots+f(1)\right)\right]}](https://s0.wp.com/latex.php?latex=%5Cdisplaystyle%7BU%28f%2CP%29-L%28f%2CP%29%3D%5Cfrac%7B1%7D%7Bn%5E2%7D%5Cleft%5B%28f%281%29-f%280%29%29%5Cleft%28g%5Cleft%28%5Cfrac%7B1%7D%7Bn%7D%5Cright%29%2B%5Ccdots%2Bg%281%29%5Cright%29%2B%28g%281%29-g%280%29%29%5Cleft%28f%5Cleft%28%5Cfrac%7B1%7D%7Bn%7D%5Cright%29%2B%5Ccdots%2Bf%281%29%5Cright%29%5Cright%5D%7D&bg=ffffff&fg=333A42&s=0&c=20201002)
Notice that we can choose
such that when
,
![\displaystyle{\left|\frac{g(1/n)+\cdots+g(1)}{n}-\int_{[0,1]}g\right|<1,\left|\frac{f(1/n)+\cdots+f(1)}{n}-\int_{[0,1]}f\right|<1}](https://s0.wp.com/latex.php?latex=%5Cdisplaystyle%7B%5Cleft%7C%5Cfrac%7Bg%281%2Fn%29%2B%5Ccdots%2Bg%281%29%7D%7Bn%7D-%5Cint_%7B%5B0%2C1%5D%7Dg%5Cright%7C%3C1%2C%5Cleft%7C%5Cfrac%7Bf%281%2Fn%29%2B%5Ccdots%2Bf%281%29%7D%7Bn%7D-%5Cint_%7B%5B0%2C1%5D%7Df%5Cright%7C%3C1%7D&bg=ffffff&fg=333A42&s=0&c=20201002)
thus the expression
![\displaystyle{\frac{1}{n}\left[(f(1)-f(0))\left(g\left(\frac{1}{n}\right)+\cdots+g(1)\right)+(g(1)-g(0))\left(f\left(\frac{1}{n}\right)+\cdots+f(1)\right)\right]}](https://s0.wp.com/latex.php?latex=%5Cdisplaystyle%7B%5Cfrac%7B1%7D%7Bn%7D%5Cleft%5B%28f%281%29-f%280%29%29%5Cleft%28g%5Cleft%28%5Cfrac%7B1%7D%7Bn%7D%5Cright%29%2B%5Ccdots%2Bg%281%29%5Cright%29%2B%28g%281%29-g%280%29%29%5Cleft%28f%5Cleft%28%5Cfrac%7B1%7D%7Bn%7D%5Cright%29%2B%5Ccdots%2Bf%281%29%5Cright%29%5Cright%5D%7D&bg=ffffff&fg=333A42&s=0&c=20201002)
is in fact bounded, we can choose
large enough to guarantee
, and the conclusion follows.
Exercise 5. Let
be defined by setting
if
, where
and
are positive integers with no common factor, and
otherwise, show
is integrable over
.
Solution: Since
only take nonzero values on
, we see that
for any partition
of
. For any
, let
and
be a partition of
, notice that there will be only
rectangles in the sum of
, and the value
would be the supremum of
for some rectangle only if all the value
have been the supremum of
for some rectangle in
, and each value
would occur
times for
, thus each rectangle which take the supremum value
would amount at most
, and the total contribution in the sum
would be
, thus
.
Exercise 6. Prove the following:
Theorem. Let
be bounded. Then
is integrable over
if and only if given
, there is a
such that
for every partition
of mesh less than
.
Proof. ( a ) Verify the “if” part of the theorem.
( b ) Suppose
for
. Let
be a partition of
. Show that if
is obtained by adjoining a single point to the partition of one of the component intervals of
, then

Derive a similar result for upper sums.
( c ) Prove the “only if” part of the theorem: Suppose
is integrable over
. Given
, choose a partition
such that
. Let
be the number of partition points in
; then let
. Show that if
has mesh less than
, then
.
Solution:
( a ) The “if” part is easy from the definition.
( b ) If
is obtained by adjoining a single point to the partition of one of the component intervals
of
, if
, without loss of generality we suppose this single point is added in the interval
, then
and
only differs in subrectangles with the form

The point divides
into
and
, let
denote the length of an interval
, we have
. For an specific subrectangle
which is being divided, we see that

If
reaches local minimum at
and
, then
reaches local minimum at
in
, vice versa, in the first case we suppose in
the local minimum of
occurs at
, then the contribution in
takes the form

while the contribution in
takes the form

Compare the difference we have
![\displaystyle{\begin{aligned}V_2-V_1&=f(a)[L(I')-L(I)]v( I_2\times\cdots\times I_n)+f(a')L(I'')v( I_2\times\cdots\times I_n)\\&=[f(a')-f(a)]L(I'')v( I_2\times\cdots\times I_n)\\&\leq2M(\text{mesh }P)v( I_2\times\cdots\times I_n)\end{aligned}}](https://s0.wp.com/latex.php?latex=%5Cdisplaystyle%7B%5Cbegin%7Baligned%7DV_2-V_1%26%3Df%28a%29%5BL%28I%27%29-L%28I%29%5Dv%28+I_2%5Ctimes%5Ccdots%5Ctimes+I_n%29%2Bf%28a%27%29L%28I%27%27%29v%28+I_2%5Ctimes%5Ccdots%5Ctimes+I_n%29%5C%5C%26%3D%5Bf%28a%27%29-f%28a%29%5DL%28I%27%27%29v%28+I_2%5Ctimes%5Ccdots%5Ctimes+I_n%29%5C%5C%26%5Cleq2M%28%5Ctext%7Bmesh+%7DP%29v%28+I_2%5Ctimes%5Ccdots%5Ctimes+I_n%29%5Cend%7Baligned%7D%7D&bg=ffffff&fg=333A42&s=0&c=20201002)
As
goes through
, we have

A similar result can be derived for upper sums, i.e. if
is obtained by adjoining a single point to the partition of one of the component intervals of
, then

( c ) If
has mesh less than
, then we add the
points of
to get a refinement of
and
, namely
, we have

Similarly we have
, thus using the fact that
is a refinement of
‘, we have

Exercise 7. Use Exercise 6 to prove the following:
Theorem. Let
be bounded. Then the statement that
is integrable over
, with
, is equivalent to the statement that given
, there is a
such that if
is any partition of mesh less than
, and if for each subrectangle
determined by
,
is a point of
, then

Solution: If
is integrable over
, then by Exercise 6, given
there is a
such that if
is any partition of mesh less than
, we have
, notice that
and for each subrectangle
determined by
we have

the “if” part of the theorem is proved. Conversely, given
, we first find a
such that for each subrectangle
determined by
which has mesh less than
:

then
and
, which means
, so
is integrable by Exercise 6. Assume
, then let
we can easily deduce a contradiction.