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 A⊂R, let f:A→R, and let c∈A. f is continuous at c if for any ϵ>0 there exists δ>0 such that x∈A implies that if |x−c|<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)=n∑i=1MiΔαi and
L(P,f,α)=n∑i=1miΔαi, where
Mi=sup{f(t):xi−1≤t≤xi} and
mi=inf{f(t):xi−1≤t≤xi}.
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(xi−1). 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)=supx∈Uf(x)−infx∈Uf(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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