Math 2.0

Real functions Proof

Proof that continuous functions are Riemann integrable

Builds on Boundedness theoremContinuous functions on a closed bounded interval are uniformly continuousUniform continuity on a setThe reals are ArchimedeanExtreme value theoremUpper and lower Darboux sumsRiemann's criterion for integrability

Proof

We use uniform continuity and Riemann's criterion.

  1. Let a<ba < b and let f ⁣:[a,b]→ℝf \colon [a, b] \to \mathbb{R} be continuous. By the boundedness theorem, ff is bounded. So its Darboux sums are defined.
  2. Let ε>0\varepsilon > 0. By the uniform continuity theorem, ff is uniformly continuous on [a,b][a, b]. So there is δ>0\delta > 0 with ∣f(x)−f(y)∣<ε2(b−a)|f(x) - f(y)| < \frac{\varepsilon}{2(b - a)} for all x,y∈[a,b]x, y \in [a, b] with ∣x−y∣<δ|x - y| < \delta.
  3. By the Archimedean property, take nn with nδ>b−an \delta > b - a. Let PP have the points xi=a+i(b−a)/nx_i = a + i (b - a)/n for i=0,…,ni = 0, \dots, n. Each subinterval has length (b−a)/n<δ(b - a)/n < \delta.
  4. Fix ii. The restriction of ff to [xi−1,xi][x_{i-1}, x_i] is continuous. By the extreme value theorem, there are ci,di∈[xi−1,xi]c_i, d_i \in [x_{i-1}, x_i] with f(ci)≤f(x)≤f(di)f(c_i) \le f(x) \le f(d_i) for all xx there.
  5. So Mi=f(di)M_i = f(d_i) and mi=f(ci)m_i = f(c_i). Since ∣di−ci∣≤(b−a)/n<δ|d_i - c_i| \le (b - a)/n < \delta, step 2 gives Mi−mi<ε2(b−a)M_i - m_i < \frac{\varepsilon}{2(b - a)}.
  6. Hence U(f,P)−L(f,P)=∑i=1n(Mi−mi)(xi−xi−1)<ε2(b−a)∑i=1n(xi−xi−1)=ε2<ε.U(f, P) - L(f, P) = \sum_{i=1}^{n} (M_i - m_i)(x_i - x_{i-1}) < \frac{\varepsilon}{2(b - a)} \sum_{i=1}^{n} (x_i - x_{i-1}) = \frac{\varepsilon}{2} < \varepsilon.
  7. Such a partition exists for each ε>0\varepsilon > 0. By Riemann's criterion, ff is Riemann integrable on [a,b][a, b].

Idea

Uniform continuity gives one δ\delta that works on the whole interval. On every subinterval shorter than δ\delta, the largest and smallest values of ff differ by a tiny amount. So the upper and lower sums differ by that amount times b−ab - a.

Reading path

To understand this page from the ground up, read these 130 pages in order. The foundations come first. The path takes the proofs Proof that Darboux and Riemann integrals agree, Proof of the limit of a sum of sequences, Proof of the approximation property of the supremum, Proof that every sequence has a monotone subsequence, by peaks, Proof of the commutativity of addition by induction, Proof of the epsilon-delta form of continuity, Proof that there is a natural number n with 1/n below any positive epsilon, Proof that continuous functions on a closed bounded interval are uniformly continuous, Proof that the reals form an ordered field, with the Cauchy sequence construction, Proof of the double negation law by a truth table, Proof of the extreme value theorem by the Bolzano–Weierstrass theorem, Proof of the uniqueness of limits, Proof of strong induction from ordinary induction, Proof of the squeeze theorem for sequences, Proof of Riemann's criterion for integrability, Proof of the triangle inequality for real numbers, Proof of the epsilon-N definition of the limit of a sequence, Proof that limits preserve non-strict inequalities, Proof of the well-ordering principle from strong induction, Proof of the Bolzano–Weierstrass theorem by a monotone subsequence, Proof of the Archimedean property in an Archimedean ordered field, Proof that a decreasing sequence bounded below converges, Proof that the reals are Archimedean from the completeness axiom, Proof that convergent sequences are bounded, Proof of the monotone convergence theorem for sequences, Proof that continuity is equivalent to sequential continuity, Proof of the boundedness theorem by Bolzano–Weierstrass.

  1. Construction of the reals from Cauchy sequences concept
  2. Definition by recursion concept
  3. Element definition
  4. Integers object
  5. Limit point of a set definition
  6. Mathematical induction concept
  7. Natural numbers object
  8. Ordered field definition
  9. Partition of an interval definition
  10. Peano axioms concept
  11. Proposition concept
  12. Rational numbers object
  13. Real numbers object
  14. Sequence definition
  15. Set bounded above definition
  16. Set definition
  17. Ring of integers statement
  18. Limit of a function definition
  19. Archimedean ordered field definition
  20. Successor function definition
  21. Mesh of a partition definition
  22. Refinement of a partition definition
  23. Riemann sum definition
  24. Conjunction definition
  25. Disjunction definition
  26. Implication definition
  27. Negation definition
  28. Predicate definition
  29. The reals form a field statement
  30. Real sequence definition
  31. Subsequence definition
  32. Infimum definition
  33. Supremum definition
  34. Ordered pair definition
  35. Continuity at a point definition
  36. Addition of natural numbers definition
  37. Proof of the Archimedean property in an Archimedean ordered field proof
  38. Riemann integrable function definition
  39. The rationals form a field statement
  40. The successor function is injective statement
  41. Zero is not a successor statement
  42. Biconditional definition
  43. Truth table concept
  44. Modus ponens concept
  45. Universal quantifier definition
  46. Bounded sequence definition
  47. Limit of a sequence definition
  48. Monotone sequence definition
  49. Completeness axiom statement
  50. Cartesian product definition
  51. Continuous function definition
  52. Archimedean property statement
  53. Proof of the commutativity of addition by induction proof
  54. Order on the natural numbers definition
  55. Riemann integral definition
  56. Subset definition
  57. The rationals form an ordered field statement
  58. Propositional logic concept
  59. Mathematical proof concept
  60. Upper and lower Darboux sums definition
  61. Convergent sequence definition
  62. Sequential continuity definition
  63. Binary relation definition
  64. Commutativity of addition statement
  65. Order on the reals definition
  66. Proof of strong induction from ordinary induction proof
  67. Tautology definition
  68. Upper and lower Darboux integrals definition
  69. Antisymmetric relation definition
  70. Reflexive relation definition
  71. Transitive relation definition
  72. Interval definition
  73. Strong induction statement
  74. Logical equivalence definition
  75. Preorder definition
  76. Proof of the epsilon-delta form of continuity proof
  77. Proof of the well-ordering principle from strong induction proof
  78. Proof of the double negation law by a truth table proof
  79. Partial order definition
  80. Epsilon-delta definition of continuity statement
  81. Well-ordering principle statement
  82. Double negation law statement
  83. Total order definition
  84. Uniform continuity definition
  85. Proof by contradiction concept
  86. Proof that every sequence has a monotone subsequence, by peaks proof
  87. Uniform continuity on a set definition
  88. Proof that the reals form an ordered field, with the Cauchy sequence construction proof
  89. Every sequence has a monotone subsequence statement
  90. The reals form an ordered field statement
  91. Absolute value definition
  92. Proof of the approximation property of the supremum proof
  93. Proof of the triangle inequality for real numbers proof
  94. Proof of the epsilon-N definition of the limit of a sequence proof
  95. Approximation property of the supremum statement
  96. Triangle inequality statement
  97. Epsilon-N definition of the limit of a sequence statement
  98. Proof that the reals are Archimedean from the completeness axiom proof
  99. Proof of the limit of a sum of sequences proof
  100. Proof of the squeeze theorem for sequences proof
  101. Proof of the uniqueness of limits proof
  102. Proof that limits preserve non-strict inequalities proof
  103. The reals are Archimedean statement
  104. Proof that convergent sequences are bounded proof
  105. Proof of the monotone convergence theorem for sequences proof
  106. Proof that there is a natural number n with 1/n below any positive epsilon proof
  107. Limit of a sum of sequences statement
  108. Uniqueness of limits statement
  109. Limits preserve non-strict inequalities statement
  110. Squeeze theorem statement
  111. Convergent sequences are bounded statement
  112. Proof that Darboux and Riemann integrals agree proof
  113. Monotone convergence theorem for sequences statement
  114. There is a natural number n with 1/n below any positive epsilon statement
  115. Darboux and Riemann integrals agree statement
  116. Proof that a decreasing sequence bounded below converges proof
  117. Decreasing sequence bounded below converges statement
  118. Proof that continuity is equivalent to sequential continuity proof
  119. Proof of Riemann's criterion for integrability proof
  120. Continuity is equivalent to sequential continuity statement
  121. Riemann's criterion for integrability statement
  122. Proof of the Bolzano–Weierstrass theorem by a monotone subsequence proof
  123. Bolzano–Weierstrass theorem statement
  124. Proof that continuous functions on a closed bounded interval are uniformly continuous proof
  125. Proof of the boundedness theorem by Bolzano–Weierstrass proof
  126. Continuous functions on a closed bounded interval are uniformly continuous statement
  127. Boundedness theorem statement
  128. Proof of the extreme value theorem by the Bolzano–Weierstrass theorem proof
  129. Extreme value theorem statement
  130. Proof that continuous functions are Riemann integrable proof

Where this leads

695 pages build on this one.

Further reading

  1. Web https://www.math.ucdavis.edu/~hunter/m125b/ch1.pdf, Theorem 1.19
About this page
TagZJZ2Q4Z3C1
URIm2://ZJZ2Q4Z3C1
Kindproof
WritingW0 stub
MSC26A42
ProvesContinuous functions are Riemann integrable
UsesBoundedness theorem, Continuous functions on a closed bounded interval are uniformly continuous, Uniform continuity on a set, The reals are Archimedean, Extreme value theorem, Upper and lower Darboux sums, Riemann's criterion for integrability
Changed4 November 2026

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