# Is the Riemann integral of a strictly smaller function strictly smaller?

We all know that if $f\leq{}g$ in $[a,b]$ then $$\int_a^bf\,dx\leq\int_a^bg\,dx$$ now, imagine that we have $f<g$, is it true that

$$\int_a^bf\,dx<\int_a^bg\,dx$$

• Hint: make it one integral in your inequality. – Steve D May 22 '16 at 1:38
• @SteveD's hint : this reduces to the question of whether or not $h >0 \implies \int h > 0$ – Chill2Macht May 22 '16 at 1:39
• This is indeed true, but I am not sure if we have any proof that avoids ideas from measure theory. – Sangchul Lee May 22 '16 at 1:46
• @SangchulLee: huh? $(g-f)$ has a positive minimum ($[a,b]$ is compact)... – Steve D May 22 '16 at 2:10
• @SteveD If it's not continuous, the infimums may be $0$. – MathematicsStudent1122 May 22 '16 at 2:11

Here is an argument which borrowed ideas from measure theory, but does not assume any direct knowledge on it.

Proof. It suffices to prove the following claim:

Claim. If $h \in \mathscr{R}([a, b])$ satisfies $h \geq 0$ and $\int_{a}^{b} h \, \mathrm{d}x = 0$, then $h(c) = 0$ for some $c \in [a, b]$.

Step 1. To this end, assume that $h$ satisfies the assumptions of the claim. Then we have the following observation:

Observation. For any $\epsilon > 0$ and $\delta > 0$, there exists a relatively open subset $U \subseteq [a, b]$ such that

1. $U$ is the union of finitely many relatively open subintervals of $[a, b]$,
2. the lengths of $U$ is less than $\delta$, and
3. $\{ x \in [a, b] : h(x) > \epsilon \} \subseteq U$.

We first check that this indeed implies the claim. For each $n \geq 1$, choose $U_n$ as in Observation with $\epsilon = 1/n$ and $\delta = 3^{-n}(b-a)$, so that

1. the length of $U_n$ is less than $3^{-n}(b-a)$, and
2. $\{ x \in [a, b] : h(x) > 1/n \} \subseteq U_n$.

Then we find that

$$\{ x \in [a, b] : h(x) > 0 \} = \bigcup_{n=1}^{\infty} \{ x \in [a, b] : h(x) > 1/n \} \subseteq \bigcup_{n=1}^{\infty} U_n.$$

Now assume otherwise that $h > 0$ on all of $[a, b]$. Then it follows that $\bigcap_{n=1}^{\infty} U_n = [a, b]$ and thus $\{ U_n : n \geq 1 \}$ is an open cover of $[a, b]$. So we can pick a finite subcover, say $\{ U_{n_1}, \dots, U_{n_K} \}$. This implies that

$$[a, b] = U_{n_1} \cup \cdots \cup U_{n_K}.$$

This is a contradiction since the right-hand side has length at most

$$\sum_{n=1}^{\infty} 3^{-n}(b-a) < b-a.$$

Step 2. It now remains to prove the observation. (The proof is essentially a variant of the Markov's inequality.)

Choose a partition $P$ such that $U(P, h) < \delta \epsilon$. Write $P = \{a = x_0 < \cdots < x_N = b\}$ an define $M_j = \sup_{[x_{j-1}, x_j]} h$ and $\Delta x_j = x_j - x_{j-1}$. Then we know that $U(P, h) = \sum_{j=1}^{N} M_j \Delta x_j < \delta \epsilon$. On the other hand, let $J$ be the set of indices $j$ for which $M_j > \epsilon$. Then

$$\sum_{j \in J} \Delta x_j \leq \frac{1}{\epsilon} \sum_{j \in J} M_j \Delta x_j \leq \frac{1}{\epsilon} U(P, h) < \delta$$

and that $\cup_{j \notin J} [x_{j-1}, x_j]$ is a finite union of closed intervals on which $h \leq \max_{j \notin J} M_j \leq \epsilon$ holds. Therefore the observation follows by taking $U$ as the complement of $\cup_{j \notin J} [x_{j-1}, x_j]$.

Suppose on the contrary that $\int f=\int g$, we can assume $f,g$ vanishes outside the interval, then they are both $\mathscr L^1$, then we have $$\int_\Bbb R(f-g)dx=0.$$ since $f- g\ge 0$, indeed $f=g$ a.e. on $\Bbb R$, contradiction.

I'd appreciate an elementary proof without any appeal to Lebesgue theory.

• It suffices to show that there is at least one point where $f-g$ is continuous. This answer gives a proof which does not formally require measure theory, although it has a measure-theoretic flavor. It would be nice to see a more elementary proof, but i haven't found one. – Bungo May 22 '16 at 6:04
• @Bungo fair observation. Reduces the problem to a considerably more trivial one. – Vim May 22 '16 at 6:25

Assuming $$f+h=g$$

and $$h>0$$

$$\int_a^b f dx+\int_a^b h dx=\int_a^b g dx$$

since

$$\int_a^b h dx>(b-a)\times\min(h(x))>0$$ We can write

$$\int_a^b f dx < \int_a^b g dx$$

but what if $h$ has no minimum? it is enough to find any piece where $h$ has a minimum to prove $\int_a^b h dx >0$. Unless $h$ has no minimum at any neighborhood. But if $f$ and $g$ are integrable then $h$ must be integrable too.

• Might be quite tricky to show that in at least one neighbourhood $h$ attains a minimum. The idea is inspiring, though. – Vim May 22 '16 at 3:25
• @Vim Not that tricky. Riemann integrable functions are continuous almost everywhere. – MathematicsStudent1122 May 22 '16 at 3:25
• @MathematicsStudent1122 that's an appeal to measure theory, which I think Arashium wants to avoid using here. – Vim May 22 '16 at 3:28
• @Vim, Arashium is an engineer and not a mathematician. I have no idea about measure theory :) – Arashium May 22 '16 at 3:31
• @Vim Can we prove the weaker statement $\text{discontinuous everywhere} \Longrightarrow \text{not Riemann integrable}$ without measure theory? If so, we're done. Intuitively, it seems clear; in such a situation, regardless of how fine one makes a partition, the $\sup$ and $\inf$ of $f$ in every subinterval will still be "far away" from each other. – MathematicsStudent1122 May 22 '16 at 5:38