Tuesday, January 17, 2017

Boundedness and Riemann-integrability implies Continuity at some point (Analysis)





Let f be bounded and Riemann-integrable on [a,b]. Prove that f is continuous at some point x[a,b] and is also continuous on a dense subset D of [a,b].




Let ϵ>0. Since f is Riemann-integrable, there exists a partition P such that U(P,f,α)L(P,f,α)<ϵ, where α is an increasing function. Are we able to conclude the first part of the proof that wants us to show that f is continuous at some point x[a,b] by taking the partition P to be [a,b]? If not, how should we proceed/conclude?



Some definitions:



A set E is dense in X if every point of X is a limit point of E, or is a point of E (or both).



Let AR, let f:AR, and let cA. f is continuous at c if for any ϵ>0 there exists δ>0 such that xA implies that if |xc|<δ then |f(x)f(c)|<ϵ.




A function is Riemann-integrable if infU(P,f,α)=supL(P,f,α), where the inf and sup are taken over all partitions.



EDIT:



For any real function f bounded on [a,b] denote



U(P,f,α)=ni=1MiΔαi and




L(P,f,α)=ni=1miΔαi, where



Mi=sup{f(t):xi1txi} and



mi=inf{f(t):xi1txi}.



A function is Riemann-integrable if infU(P,f,α)=supL(P,f,α), where the inf and sup are taken over all partitions. (This is Rudin's definition of Riemann-integrable. α is an increasing function so that Δαi=α(xi)α(xi1). For example, if α=x, we get the definition of Δx.)


Answer



Define the oscillation, ωf(U) for an open set U as ωf(U)=supxUf(x)infxUf(x). Then if x\in \newcommand{\RR}{\mathbb{R}}\RR, define \omega_f(x) = \lim_{\epsilon\to 0} \omega_f(B_\epsilon(x)).




It's easy to see that f is continuous at x if and only if \omega_f(x)=0. Now consider A_n:=\omega_f\newcommand{\inv}{^{-1}}\inv([0,1/n)) for n > 0. I claim that A_n is open and dense for all n, then we'll have that the points of continuity, \bigcap_{n\in \Bbb{N}_+} A_n will be dense by the Baire category theorem.



Thus we just need to show that A_n is open and dense.
Suppose x\in A_n. Then x has a neighborhood V such that \omega_f(V)< 1/n. Hence for all y\in V, \omega_f(y)\le \omega_f(V)<1/n. Thus V is an open nhood of x contained in A_n. Thus A_n is open. As for density, here we need to use integrability of f. Suppose (r,s) is a nonempty interval contained in the complement of A_n. Then for all x\in (r,s), \omega_f(r,s) \ge 1/n. Now take any partition P containing r and s. Then U(P,f,\alpha)- L(P,f,\alpha) \ge 1/n(\alpha(s)-\alpha(r)) for any such P, so the Riemann integral doesn't converge. (Assuming \alpha is strictly increasing. If \alpha weren't strict, bad stuff could happen when it remained constant. Therefore A_n is open and dense, so by the Baire category theorem the points of continuity are dense.


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