Math 2.0

statement theorem

Triangle inequality for integrals

Statement

Let f ⁣:[a,b]→Rf \colon [a, b] \to \mathbb{R} be Riemann integrable. Then ∣f∣|f| is Riemann integrable on [a,b][a, b], and ∣∫abf(x) dx∣≤∫ab∣f(x)∣ dx.\Big| \int_a^b f(x) \, dx \Big| \le \int_a^b |f(x)| \, dx.

Remarks

The inequality follows from −∣f∣≤f≤∣f∣-|f| \le f \le |f| and the monotonicity of the integral. The converse of the first claim fails. On [0,1][0, 1], let f=1f = 1 on the rationals and f=−1f = -1 elsewhere. Then ∣f∣=1|f| = 1 is integrable, but ff is not. Mathlib states the inequality as intervalIntegral.norm_integral_le_integral_norm.

Explanations

L1 human

Cancellation can only make an integral smaller in size. The size of the integral is at most the integral of the size of the function.

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  1. Partition of an interval definition
  2. Sequence definition
  3. Mesh of a partition definition
  4. Riemann sum definition
  5. Real sequence definition
  6. Riemann integrable function definition
  7. Limit of a sequence definition
  8. Series definition
  9. Riemann integral definition
  10. Convergent sequence definition
  11. Partial sum definition
  12. Definite integral definition
  13. Convergent series definition
  14. Monotonicity of the integral statement
  15. Absolute convergence definition
  16. Triangle inequality for integrals statement

Sources

  1. Web https://en.wikipedia.org/wiki/Integral, Inequalities