An Analysis of the Henstock-Kurzweil Integral
A Thesis Submitted to the Graduate School in Partial Fulfillment for the degree of Masters of Science
by
Joshua L. Turner
Advisor: Dr. Ahmed Mohammed Ball State University July 2015
1 ACKNOWLEDGEMENTS
Thank you to my thesis advisor, Dr. Ahmed Mohammed, my thesis committee, Dr. Ralph Bremigan
and Dr. Rich Stankewitz, and to Dr. Hanspeter Fischer for their guidance and their fortitude in
enduring my ineptitude.
2 §1 INTRODUCTION.
Since the inception of integration theory, mathematicians have sought to find an integral which would make integration and differentiation truly inverse processes. Today, one of the first theories of integration that most mathematicians learn about is the Riemann integral. The Riemann integral, although very powerful is not without its flaws. One of the first mathematicians to exploit the flaws in Riemann’s integral was the French mathematician Johann Peter Gustav Lejeune Dirichlet. Dirichlet constructed the following bounded function which is not Riemann integrable 1 if x ∈ Q f(x) = 0 if x ∈ R \ Q.
This function illustrates an inherent flaw in Riemann’s integral by showing that it cannot integrate functions with too many discontinuities. Mathematicians began to notice other problems with the Riemann’s integral as well. For example, they realized that the Riemann integral cannot integrate every derivative. Hence, as an operator, it is not a true inverse to the derivative. Moreover, in order to integrate functions over infinite intervals or functions with vertical asymptotes, one must introduce an improper Riemann integral. Subsequently, these flaws led mathematicians to see integration in a whole new light. Prior to this time, the mathematical community had rarely considered pathological functions such as Dirichlet’s. As a result, the very foundation of analysis seemed to be on unsteady ground. It was not until nearly one-hundred years later that a young mathematician named Henri Lebesgue developed a theory of integration that could handle most of the problems that plagued the Riemann integral. Lebesgue examined the effect of partitioning the range of a function rather than the domain thus allowing more control over small variations in the graph of the function. However, Lebesgue’s theory was much more complicated than Riemann’s and forced mathematicians to learn very deep mathematical concepts most of which were relatively unfamiliar and new to mathematics. After some time, as is their nature, mathematicians began finding flaws in Lebesgue’s integral. First of all, like the Riemann integral, the Lebesgue integral is not a true inverse to differentiation. In addition, in the most general definition of the Lebesgue integral, the integrability of a function f is contingent upon the integrability of |f|. Although Lebesgue’s integral would prove to be a valuable tool for the working mathematician, it was not the end of the story. Nearly twenty years after Lebesgue’s death, two mathematicians simultaneously developed an integral that integrates any derivative making it a true inverse to differentiation. Furthermore, this new integral generalizes both the Riemann and Lebesgue integral. It is this theory that we discuss today.
Let I = [a, b] ⊆ R be a compact interval. Let f : I → R be a real-valued function. We will investigate
3 the Henstock-Kurzweil or “HK” integral and compare it to the integrals of Riemann and Lebesgue. In the classic version of the Fundamental Theorem of Calculus, given a compact interval I = [a, b] ⊆ R and functions f : I → R and F : I → R with F 0(x) = f(x) for all x ∈ I, neither the Riemann, or “R” integral nor the Lebesgue, or “L” integrals guarantees that
Z b f = F (b) − F (a). a
However, the HK integral does guarantee this result. Furthermore, the HK integral is an non-absolute integral in the sense that a function f may be HK integrable without |f| being HK integrable. In addition, the space
HK(I) of Henstock-Kurzweil integrable functions defined on a compact interval I = [a, b] ⊆ R cannot be extended by adding on improper integrals in the sense that if a function f has an improper integral, then f is already HK integrable. In this paper we look at some of these results. We begin by investigating specific properties of the HK integral which illustrate how a relatively small change in the definition of the R integral can have far reaching consequences. We follow this by defining the HK integral and looking at some of its most powerful results. Next, we examine some of the differences between the HK integral and the integrals of Riemann and Lebesgue. In these sections, we look at various functions which are HK integrable and yet are neither Riemann nor Lebesgue integrable. One such function resembles the Volterra function, but with a much simpler construction. In particular, we show that
R(I) $ L(I) $ HK(I) where R(I) and L(I) denote the space of Riemann and Lebesgue integrable functions defined on a compact interval I ⊆ R respectively. In addition, we look at the benefit of being a non-absolute integral in the sense that a function f can be Henstock-Kurzweil integrable without |f| being Henstock-Kurzweil integrable. We exploit this property by showing that the HK integral can integrate any conditionally convergent series while the Lebesgue integral cannot. Finally, we discuss the consequences of using the HK integral in various areas of applied mathematics.
4 Contents
1 INTRODUCTION 3
2 BASIC DEFINITIONS 6
3 GAUGES 9
4 THE HK INTEGRAL 10
5 PROPERTIES OF THE HK INTEGRAL 11
6 THE FUNDAMENTAL THEOREM OF CALCULUS 13
7 FUNCTIONS WHICH ARE HK INTEGRABLE BUT NOT R INTEGRABLE 15
8 FUNCTIONS WHICH ARE HK INTEGRABLE BUT NOT L INTEGRABLE 26
9 APPLICATIONS OF THE HK INTEGRAL 34
10 FINAL COMMENTS 36
5 §2 BASIC DEFINITIONS.
We begin by introducing some preliminary definitions which serve to illustrate the prowess of the HK integral. Let I = [a, b] be a compact interval in R with a < b.
n A partition P is a finite collection of non-degenerate closed intervals {Ii}i=1 whose union is I. Here,
Ii = [xi−1, xi], where
a = x0 < x1 < . . . < xn = b.
We call each closed interval Ik = [xk−1, xk] a subinterval of the partition P.
· n A tagged partition P = {(Ii, ti)}i=1 is a finite set of ordered pairs where the closed intervals Ii form a partition of I and the numbers ti ∈ Ii are the corresponding tags.
The mesh kPk of a partition P is given by max{`([xi−1, xi]) : i = 1, 2, . . . , n} where `([xi−1, xi]) = xi − xi−1.
· n Given a tagged partition P = {(Ii, ti)}i=1 of I, and a function f : I → R, the real-number
n · X S(f; P) = f(ti)∆xi, i=1
· where ∆xi = xi − xi−1, is the Riemann Sum of f induced by P.
Remark: As we will see, in our approach to integration we view the integral as a limit of Riemann sums. By using tagged partitions, we allow ourselves some flexibility with the placement of tags in that adding or · eliminating points from a partition P, often the tags themselves, if done with care, will not effect the value of the Riemann sum.
· n For example, let P = {(Ii, ti)}i=1 be a tagged partition of I. Let tk be an interior point of the subinterval · · Ik = [xk−1, xk]. Now, let Q be the partition of I obtained from P by adding the new partition point ξ = tk, so that
a = x0 < . . . < xk−1 < ξ < xk < . . . < xn = b.
· We can now use ξ as the tag for both subintervals [xk−1, ξ] and [xk, ξ] of Q. Since tk = ξ, and
f(tk)(xk − xk−1) = f(ξ)(ξ − xk−1) + f(ξ)(xk − ξ),
6 · · S(f; P) = S(f; Q).
This process can also be reversed by merging two subintervals which share a tag ξ. In this case, the tag of the resulting subinterval will no longer be an endpoint. Thus, when using tagged partitions, we may assume any of the following:
• Every tag tk is an endpoint of a subinterval Ik.
• No point tk is a tag for two distinct subintervals Ik and Ik+1.
Let f : I → R be a real-valued function. We say that f is Riemann or R integrable on I if there is a · n real number A such that for every > 0 there is a number δ > 0 such that if P = {(Ii, ti)}i=1 is any tagged partition of I with kPk < δ, then
· S(f; P) − A < .
It can be shown that the number A is unique, and in this case,
Z b A = R f a or if it is clear that we are using a Riemann integral,
Z b A = f. a
Remark: If f is Riemann integrable on I then it is known that f is bounded on I. Using an alternate scheme, we can view the Riemann integral through the lens of the following terminology.
Let f : A → R be a bounded real-valued function and A a non-empty subset of R. We define the oscillation of f on A to be
ωf (A) = supf(x) − inf f(x). x∈A x∈A
Let f : I → R be a bounded real-valued function. Let P be a partition of I. Then define
Mj = sup f(x) , mj = inf f(x) , x∈[xj−1,xj ] x∈[xj−1,xj ]
7 n n X X U(P; f) = Mj∆xj and L(P; f) = mj∆xj j=1 j=1 where ∆xj = (xj − xj−1). The following criteria for Riemann integrability is useful: f is Riemann integrable if and only if there exists a partition P of I such that for each > 0,
U(P; f) − L(P; f) < .
We can rephrase the above criteria in terms of the oscillation since
n n X X U(P; f) − L(P; f) = Mj∆xj − mj∆xj j=1 j=1 n X = (Mj − mj)∆xj j=1 n X = ωf ([xj−1, xj])∆xj. j=1
Let A ⊆ R. The outer measure of A is defined to be
( ∞ ∞ ) X [ inf `(Ik) A ⊆ Uk
k=1 k=1
∞ where {Uk}k=1 is a collection of nonempty, open, bounded intervals.
Let A ⊆ R and f : A → R a real-valued function.
We call f a null function if the set {x ∈ A : f(x) 6= 0} has outer measure zero.
A subset A of R is said to be a null set if its outer measure is zero.
Let f : I → R. The variation of f over I is given by
( n ) X V ar(f; I) = sup |f(xi) − f(xi−1)| P = {x0, x1, . . . , xn} is a partition of I .
i=1
If V ar(f; I) < ∞, we say that f is of bounded variation on I. We denote the collection of functions on I that
8 are of bounded variation by BV(I).
Let I = [a, b] ⊆ R be a compact interval. Let f : I → R be an HK integrable function (see section 4.) We say that f is absolutely integrable on I if |f| is also integrable on I. A function that is integrable on I but not absolutely integrable on I is said to be non-absolutely integrable on I.
§3 GAUGES.
We now discuss different methods of measuring the fineness of partitions. In the traditional approach to · · · the Riemann integral, one measures the fineness of a partition P with regard to the mesh kPk of P in the sense · · that the length of each subinterval Ik of P must be no greater than the length of kPk. In Lebesgue theory, the concept of fineness is developed from the theory of outer measure. In order to develop the Henstock-Kurzweil integral, we introduce the following terminology. Let I = [a, b] be a compact interval in R.
(3.1) Definition. A function δ : I → (0, ∞) is called a gauge. For each t ∈ I the interval around t controlled by the gauge δ is the interval B(t; δ(t)) = (t − δ(t), t + δ(t)).
· · n (3.2) Definition. Let P = {(Ii, ti)}i=1 be a tagged partition of I. Given a gauge δ on I, we say that P is δ-fine if
Ii ⊆ (ti − δ(ti), ti + δ(ti)) for all i = 1, 2, . . . , n.
· · If a tagged partition P is δ-fine we say that P is subordinate to δ.
(3.3) Definition. The Riemann integral relies on what is known as a constant gauge. Let I = [a, b] be a compact interval, and let δ0 be any positive real number. The function δ : I → (0, ∞) on I given by
δ(t) = δ0 for all t ∈ I
· n is a constant gauge on I. Any tagged partition P = {(Ii, ti)}i=1 on I will be subordinate to δ if and only if
Ii ⊆ (ti − δ0, ti + δ0) = B(ti; δ0) for all i = 1, 2, . . . , n.
9 One of the primary benefits of using gauges lies in their ability to force a given point to be a tag for · · n a partition P. For example, let I = [a, b] ⊆ R and let P = {(Ii, ti)}i=1 be a tagged partition of I. Let δ : I → (0, ∞) be given by 1 4 if t = a δ(t) = 1 2 |t − a| if a < t ≤ b.
· Then, for any δ-fine partition P = {a = x0 < x1 < . . . < xn = b} of [a, b] the tag t1 for [a, x1] is forced to be · t1 = a as we now show. To see this, since P is δ-fine, we must have that
[a, x1] ⊆ (t1 − δ(t1), t1 + δ(t1)).
Hence,
t1 − δ(t1) < a,
1 1 and this would imply t1 − 2 |t1 −a| < a or equivalently t1 −a < 2 (t1 −a) if a < t1 ≤ b, which is a contradiction.
Thus, a must be the tag for [a, x1]. From this a very natural question arises. Given a compact interval I and a gauge δ : I → (0, ∞), is · it always possible to find a tagged partition P which is δ-fine? The answer is yes, as given by the following theorem.
(3.4) Cousin’s Theorem. If I = [a, b] ⊆ R is a nondegenerate compact interval, and δ is a gauge on I, then there exists a tagged partition of [a, b] that is δ-fine.
For a proof of Cousin’s Theorem, we refer the reader to [1]. Thus, given any compact interval [a, b] ⊆ R, and a gauge δ on [a, b], a δ-fine partition of [a, b] always exists. Now that we have some preliminary definitions and results out of the way, we define the “Henstock-Kurzweil” integral.
§4 THE HK INTEGRAL.
We begin by defining the HK integral. Let I = [a, b] ⊆ R be a compact interval.
(4.1) Definition. Let f : I → R be a function. We say that f is Henstock-Kurzweil, HK, Gauge, or Gen- eralized Riemann Integrable on I if there is some real number A such that for every > 0 there is a gauge
10 · n δ : I → (0, ∞) such that if P = {(Ii, ti)}i=1 is any tagged partition of I that is δ-fine, then
· S(f; P) − A < .
As with the Riemann integral, one can show that A is unique. In this case,
Z b A = HK f a or if it is clear that we are using an HK integral,
Z b A = f. a
In some cases, we can use an appropriately defined constant gauge δ0 and construct our partitions so that the length of the mesh is always smaller than δ0. In this way, it is easy to see that the R integral is a special case of the HK integral. Indeed, in the definition of the R integral we defined our limit in terms of the mesh · · of a partition. However, after some reconsideration, we actually see that the mesh kPk of a partition P is just a constant gauge. In fact, by using gauges, we are making only a small change to the classic definition of the Riemann integral. However, this small change will prove to have large consequences. Intuitively, whether using the Riemann approach or the Henstock-Kurzweil approach, we are using the fineness of the subintervals of the partition over which the function is defined to approximate the integral. The Riemann approach measures that fineness by taking the mesh of the partition. So, the lengths of subintervals are all less than or equal to some real number. By using a gauge, we allow more variation in the lengths of those subintervals. In this way, we get a better approximation of the area beneath a curve via Riemann sums. For intervals upon which the curve is changing rapidly, we use subintervals with sufficiently small length and for intervals where the change is slow, we use subintervals of larger length. This turns out to be one of the key advantages of the HK integral. In addition, a gauge allows us to enclose a countable set of points A within a collection of subintervals ∞ S∞ {Jk}j=1 so that k=1 Jk has very small outer measure thus nullifying the effect that A has on the Riemann sums. This is a handy tool when dealing with discontinuities. Furthermore, as we have already shown, a gauge can force certain “problem” points to be tags. This allows us to deal with asymptotes. Finally, as we will see, the use of gauges will give an improved version of the “Fundamental Theorem of Calculus.” We now look at some of the important results tied to the HK integral.
11 §5 PROPERTIES OF THE HK INTEGRAL.
(5.1) Theorem. Let I = [a, b] be a compact interval in R. Let A ⊆ I be a set of outer measure zero. Let ϕ be defined as follows:
1 if x ∈ A ϕ(x) = 0 if x ∈ I \ A.
Then, ϕ ∈ HK(I) and Z b φ = 0. a
∞ Proof: Let > 0 be given. Let {Jk}k=1 be a countable collection of open intervals such that
∞ ∞ [ X A ⊆ Jk and `(Jk) < . k=1 k=1
We define a gauge on I as follows. If t ∈ I \ A, put δ(t) = 1. If t ∈ A, let k(t) be the smallest index k such that t ∈ Jk and choose δ(t) > 0 such that (t − δ(t), t + δ(t)) ⊆ Jk(t).
· n Now, let P = {(Ii, t)}i=1 be a δ-fine partition of I. If t ∈ I \ A, then ϕ(t) = 0 and the Riemann sum P · ϕ(ti)∆xi = 0. Since, P is δ-fine, if t ∈ A, ti∈I\A
Jk(ti) ⊇ (t − δ(t), t + δ(t)) ⊃ Ii.
So, for each k ∈ N, the (nonoverlapping) intervals Ii with tags in A ∩ Jk have total length less than or equal P to `(Jk) by countable subadditivity. So for each k ∈ N, the Riemann sum ϕ(ti)∆xi ≤ `(Jk). Therefore, ti∈Ik
∞ ∞ X X X X 0 ≤ ϕ(ti)∆xi + ϕ(ti)∆xi ≤ `(Jk) ≤ `(Jk) < . ti∈I\A k=1 ti∈Ik k=1
Thus, ϕ ∈ HK(I) and Z b φ = 0. a
12 The next result, the proof of which can be found in [1] reveals one of the primary differences between the HK integral and the Lebesgue integral.
P∞ P∞ ∞ (5.2) Theorem. Let k=1 ak be any convergent series. Say k=1 ak = A. Let us define a sequence {cn}n=0 1 as cn = 1 − 2n . Now, let h : [0, 1] → R be defined as follows:
k 2 ak if x ∈ [ck−1, ck) k ∈ N h(x) = 0 if x = 1
In this case, h ∈ HK([0, 1]) and ∞ Z 1 X h = A = ak. 0 k=1 Another impressive result which comes from the HK integral is the so called “Hake’s Theorem.” One can find the proof of this in [1]
(5.3) Hake’s Theorem. A function f ∈ HK([a, b]) if and only if f ∈ HK([a, c]) for every c ∈ [a, b) and lim R c f < ∞. In this case, c→b− a Z b Z c f = lim f. a c→b− a
Hake’s Theorem tells us that the space HK(I) cannot be extended by adjoining “improper integrals.” If such an integral exists, then the integrand must already belong to HK(I). This is not so for Riemann and Lebesgue integrals. We now examine one of the most powerful aspects of the HK integral - the Fundamental Theorem of Calculus.
§6 THE FUNDAMENTAL THEOREM OF CALCULUS.
Unlike the R and L integrals, the HK integral can integrate every derivative. In order to fully formulate the Fundamental Theorem of Calculus for HK integrals, we first give some preliminary definitions. Let I =
[a, b] ⊆ R be a compact interval.
(6.1) Definition. Let F, f : I → R. We say that F is a Primitive of f on I if F 0(x) exists and F 0(x) = f(x) for all x ∈ I.
13 (6.2) Definition. Let F, f : I → R. We say that F is an a-primitive, c-primitive or f-primitive of f on I if F is continuous on I and there is a null, countable or finite set, respectively, E ⊆ I so that F 0 = f on I \ E. We call the set E the exceptional set for f.
(6.3) Definition. Suppose that f ∈ HK(I) and let u ∈ I. The function Fu : I → R given by
Z x Fu(x) = f u is called an indefinite integral of f with base point u. If the base point is the left endpoint of I or is well understood, then we may omit the subscript. Any function that differs from Fu by a constant is called an indefinite integral of f.
We can now begin our discussion of the Fundamental Theorem of Calculus for HK integrals. To un- derstand why we get an improved version of the Fundamental Theorem, we must first consider the classic definition of the derivative.
(6.4) Definition. Given a differentiable function F :[a, b] → R, we say that F is differentiable at t ∈ [a, b], with derivative f(t), if for all > 0 there is a δ(t) > 0 such that if 0 < |x − t| < δ(t), where x ∈ [a, b], then
F (x) − F (t) − f(t) < . x − t
Notice that the number δ(t) can just as easily be thought of as a function of t and . Thus, if a function F is differentiable at a point t ∈ [a, b], there is a built-in gauge. It is this very idea that lies at the heart of the following result.
(6.5) The Fundamental Theorem of Calculus I. Let I = [a, b] ⊆ R be a compact interval. Let f : I → R be a function. If f has a c-primitive F on I, then f ∈ HK(I) and
Z b f = F (b) − F (a). (1) a
Notice that in the hypothesis of the Fundamental Theorem of Calculus for the HK integral we need not assume that f ∈ HK(I). This is not the case for the R integral, and for the Lebesgue integral additional
14 constraints are necessary to make equation (1) valid. Consequently, this version of the Fundamental Theorem of Calculus makes differentiation and integration truly inverse processes. Furthermore, we have the following version of the Fundamental Theorem of Calculus II.
(6.6) The Fundamental Theorem of Calculus II. If f ∈ HK(I) then any indefinite integral F is contin- uous on I and is an a-primitive of f on I. Thus, there exists a null set A ⊆ I such that
0 F (x) = f(x) for all x ∈ I \ A.
For the proofs of the above theorems, we refer the reader to [1].
Remark: A primary feature of the HK integral is its relationship to the c-primitive. The following statements are meant to add clarity to the subtle distinction between c-primitives and indefinite integrals.
• An HK integrable function f always has an indefinite integral and every indefinite integral of a function in HK(I) is an a-primitive.
• An HK integrable function does not always have a c-primitive.
• If F is a c-primitive of f : I → R, then f ∈ HK(I) and F is an indefinite integral of f.
• If F is an a-primitive of f ∈ HK(I), then F need not be an indefinite integral of f.
Examples or counterexamples for each of these assertions can be found in [1].
Now that we have discussed some preliminary results, we consider the effect of these results. We first show that R(I) $ HK(I).
§7 FUNCTIONS WHICH ARE HK INTEGRABLE BUT NOT R INTEGRABLE.
The very first integral that most mathematicians learn about is Riemann’s. While the importance of the Riemann integral to a general theory of integration cannot be overemphasized, it is not without its
15 drawbacks. In this section we examine some of those drawbacks. We first show the power of the HK version of the Fundamental Theorem of Calculus.
(7.1) Example. Consider the function
− 1 x 4 if x ∈ (0, 1] f(x) = 0 if x = 0.
3 4 4 Since f is not bounded, it fails to be Riemann integrable. Let F : [0, 1] → R be given by F (x) = 3 x . Then, F is continuous on [0, 1] and F 0(x) = f(x) for all x ∈ (0, 1] but F 0(0) does not exist. Thus, F is an f-primitive for f on [0, 1] with exceptional set E = {0}. Therefore, by the Fundamental Theorem of Calculus I for the HK integral (6.5), Z 1 4 f(x) dx = F (1) − F (0) = . 0 3
In practice, we write Z 1 − 1 x 4 dx 0 with the understanding that the integrand is zero at x = 0.
In any undergraduate real analysis course, students learn that the Riemann integral can handle any func- tion with a finite number of discontinuities. This idea is later extended by saying that the set of discontinuities of a Riemann integrable function must have measure zero. Using this idea, we can create bounded functions which are not Riemann integrable. To show that such functions are actually HK integrable we construct a gauge which will enclose the points of discontinuity in a set with small outer measure making the contribution of said discontinuities to the Riemann sums negligible. To illustrate the full power of this technique, we will now construct such a function.
(7.2) Example. Let A be a countable, dense subset of [0, 1]. Examples include, but are not limited to, the algebraic numbers and the rational numbers. We claim that the following function is HK integrable but not R integrable.
1 if x ∈ A f(x) = 0 if x ∈ [0, 1] \ A
16 1 n Proof: We begin by showing that f is not R integrable. To this end, let = 2 , and let P = {Ii}i=1 be a partition of [0, 1]. Since A and [0, 1] \ A are both dense in [0, 1], for each subinterval Ii induced by P,Ii contains both an element of A and an element of [0, 1] \ A. So, Mi = 1 and mi = 0 for i = 1, 2, . . . , n. Clearly, L(P; f) = 0, and
n X U(P; f) = Mi∆xj j=1 n X = 1∆xj j=1 n X = ∆xj j=1
= (1 − 0)
= 1.
Thus, U(P; f) − L(P; f) = 1 − 0 = 1.
Since P was arbitrary, we see that 1 U(P; f) − L(P; f) ≥ = 2 for all partitions P. Therefore, f is not Riemann integrable on [0, 1].
It is clear, by Theorem (5.1), that f ∈ HK([0, 1]). We will now examine this assertion in further detail by using an explicit gauge. Since A is a countable set, it is enumerable. Let A = {r1, r2,...} be an enumeration of A. Let > 0 be given. Consider the following gauge on [0, 1].
1 if t ∈ [0, 1] \ A δ(t) = 2k+1 if t = rk ∈ A.
· Let P be a δ-fine, tagged partition of [0, 1]. Since f = 0 on [0, 1] \ A, the tags in [0, 1] \ A contribute nothing · · to the Riemann sum of f induced by P. So, since P is δ-fine, we need only to consider the following sum:
∞ · X S(f; P) ≤ = . 2k k=1
Therefore, f ∈ HK([0, 1]) and Z 1 f = 0. 0
17
In the above example, we constructed a gauge which allowed us to nullify the effect that the points of
A had on the Riemann sums. By doing this, we have effectively made f identically zero on [0, 1]. However, this is not surprising since, alternatively, we could have shown that f ∈ HK([0, 1]) using Theorem (6.5) and considering the function F (x) = 0 for all x ∈ [0, 1]. Notice that F is a c-primitive for f on [0, 1] with exceptional set A. Hence, by the HK version of the Fundamental Theorem of Calculus,
Z 1 f(x)dx = F (0) − F (1) = 0. 0
We have now shown that R(I) $ HK(I). However, the above functions, or variations therein, are so well known that in some sense they are trivial examples. We now construct one final example which will show the power of the Fundamental Theorem of Calculus for HK integrals. The following is a bounded function which is the derivative of another function, yet which is not Riemann integrable. The initial construction of this function was suggested by Goffmann.[2]
(7.3) Example. We now construct an oscillating function on a set of positive outer measure by using a method similar in spirit to the construction of the classic Volterra function.
1 We begin with the unit interval, which we denote by K1 = [0, 1]. Consider x1 = 2 , the midpoint of K1. 3 5 1 First, we delete the interval G1 = I1 = ( 8 , 8 ) from K1. Note that I1 is symmetric about x1 and `(I1) = 4 . 3 5 We are now left with two closed intervals, K2 = [0, 8 ] and K3 = [ 8 , 1]. Let
L1 = K2 ∪ K3.
3 13 Let x2 = 16 and x3 = 16 , the midpoints of K2 and K3 respectively. We now delete the open intervals 5 7 25 27 3 5 I2 = ( 32 , 32 ) and I3 = ( 32 , 32 ), which are symmetric about x2 and x3, from K2 = [0, 8 ] and K3 = [ 8 , 1] respectively. Note that 1 `(I ) = = [`(I )]2 for k = 2, 3. k 16 1
Let 5 7 25 27 G = I ∪ I = , ∪ , . 2 2 3 32 32 32 32
18 This leaves us with the four closed intervals
5 7 3 5 25 27 K = 0, ,K = , ,K = , and K = , 1 . 4 32 5 32 8 6 8 32 7 32
Let
L2 = K4 ∪ K5 ∪ K6 ∪ K7.
5 19 45 59 Let x4 = 64 , x5 = 64 , x6 = 64 and x7 = 64 which are the midpoints of K4,K5,K6, and K7 respectively. Next, we delete the open intervals
9 11 37 39 89 91 117 119 I = , ,I = , ,I = , and I = , 4 128 128 5 128 128 6 128 128 7 128 128
5 7 3 5 25 27 from K4 = 0, 32 ,K5 = 32 , 8 ,K6 = 8 , 32 and K7 = 32 , 1 respectively. Note that
1 `(I ) = = [`(I )]3 for k = 4, 5, 6, 7. k 64 0
Let 9 11 37 39 89 91 117 119 G = I ∪ I ∪ I ∪ I = , ∪ , ∪ , ∪ , . 3 4 5 6 7 128 128 128 128 128 128 128 128
If we continue this process inductively, we obtain the following construction:
• G1 = I1.
• Gn = I2n−1 ∪ I2n−1+1 ∪ ... ∪ I2n−1+(2n−1−1) for n ≥ 2, where n ∈ N.
n 1 n n−1 n−1 n−1 n−1 • `(Ik) = [`(I1)] = 4 where k = 2 , 2 + 1 ..., 2 + (2 − 1) for each n ∈ N.
• Ij ∩ Ik = ∅ for all j 6= k
• Gj ∩ Gk = ∅ for all j 6= k.
∗ n−1 For each n ∈ N, we define λ (Gn) to be the outer measure of Gn. Since Gn is the union of 2 disjoint open
19 n 1 n intervals, each of length [`(I1)] = 4 , by countable additivity,
∗ n−1 n λ (Gn) = 2 [`(I1)] 1n = 2n−1 4 1n+1 = . 2
Now, let us define the set ∞ [ G = Gk. k=1 By countable additivity,
∞ ! ∗ ∗ [ λ (G) = λ Gk k=1 ∞ X ∗ = λ (Gk) k=1 ∞ k+1 X 1 = 2 k=1 1 = . 2
n Notice that after the nth iteration in the construction of G we are left with a set Ln, a union of 2 closed intervals each of which we denoted by Kk for some k ∈ N. Then,
∞ \ K = Ln = [0, 1] \ G n=1
∗ 1 is a fat Cantor set with outer measure λ (K) = 2 . Since the Cantor set is known to be totally disconnected, its only connected sets are singletons. Thus, given any point x ∈ [0, 1]\G, and any open interval U = (x−, x+) containing x, U ∩ G 6= ∅. Hence, x ∈ cl(G) and [0, 1] ⊆ cl(G). Clearly, [0, 1] ⊇ cl(G). So, [0, 1] = cl(G) and G is dense in [0, 1]. Thus, G has the following properties:
• G is a union of pairwise disjoint open intervals.
• G is dense in [0, 1].
∗ 1 • G has outer measure λ (G) = 2 .
20 We can now begin constructing a bounded function f which is the derivative of another function, but
3 5 1 which is not Riemann integrable. We begin with the open interval I1 = ( 8 , 8 ) of length 4 , and the point 1 15 17 1 1 2 2 x1 = 2 which is the midpoint of I1. Let J1 = [ 32 , 32 ] be the closed interval of length 16 = 4 = [`(I1)] 1 1 15 17 which is symmetric about x1 = 2 . Define f( 2 ) = 1, f( 32 ) = f( 32 ) = 0. Let f be linear and continuous 15 1 1 17 15 1 1 17 on the open intervals ( 32 , 2 ) and ( 2 , 32 ) connecting f( 32 ) to f( 2 ) and f( 2 ) to f( 32 ) respectively. Define 5 7 25 27 1 f = 0 on I1 \ J1. Next, consider the open intervals I2 = ( 32 , 32 ) and I3 = ( 32 , 32 ), each of length 16 , which 3 13 are symmetric about x2 = 16 and x3 = 16 respectively. From I2 and I3, we construct the closed intervals 23 25 103 105 1 1 2 2 J2 = [ 128 , 128 ] and J3 = [ 128 , 128 ] of length 64 = 16 = [`(Ik)] , for k = 2, 3, symmetrically about x2 3 13 23 25 103 105 and x3, respectively. Define f( 16 ) = f( 16 ) = 1, f( 128 ) = f( 128 ) = f( 128 ) = f( 128 ) = 0. Let f be linear 23 3 3 25 103 13 13 105 23 3 and continuous on the open intervals ( 128 , 16 ), ( 16 , 128 ), ( 128 , 16 ), and ( 16 , 128 ), connecting f( 128 ) to f( 16 ), 3 25 103 13 13 105 f( 16 ) to f( 128 ), f( 128 ) to f( 16 ), and f( 16 ) to f( 128 ). Finally, define f to be identically zero on Ik \ Jk where k = 2, 3. Continuing this process inductively, we obtain the following construction: