theorem
Integration.integral_comparison_and_triangle
(f g : ℝ → ℝ)
(a b : ℝ)
(hab : a ≤ b)
(hf : ContinuousOn f (Set.Icc a b))
(hg : ContinuousOn g (Set.Icc a b))
:
Comparison and triangle inequalities for the Riemann integral.
For continuous functions f, g : ℝ → ℝ on [a, b] with a ≤ b:
- (Comparison) If
f x ≤ g xfor allx ∈ [a, b], then∫ x in a..b, f x ≤ ∫ x in a..b, g x. - (Triangle inequality)
|∫ x in a..b, f x| ≤ ∫ x in a..b, |f x|.
theorem
Integration.integral_bounds
(f : ℝ → ℝ)
(a b : ℝ)
(hab : a ≤ b)
(hf : ContinuousOn f (Set.Icc a b))
:
Lower and upper bounds for the Riemann integral via the infimum and supremum.
If f : ℝ → ℝ is continuous on [a, b] with a ≤ b, then setting
m_f = sInf (f '' [a, b]) and M_f = sSup (f '' [a, b]), we have
m_f * (b - a) ≤ ∫ x in a..b, f x ≤ M_f * (b - a).
theorem
Integration.integral_additivity
(f : ℝ → ℝ)
(a b c : ℝ)
(hac : a < c)
(hcb : c < b)
(hf : ContinuousOn f (Set.Icc a b))
:
Additivity of the Riemann integral over adjacent intervals.
If f : ℝ → ℝ is continuous on [a, b] and a < c < b, then
∫ x in a..b, f x = (∫ x in a..c, f x) + ∫ x in c..b, f x.
theorem
Integration.integral_linearity
(f g : ℝ → ℝ)
(a b α : ℝ)
(hf : ContinuousOn f (Set.Icc a b))
(hg : ContinuousOn g (Set.Icc a b))
(hab : a ≤ b)
:
Linearity of the Riemann integral.
If f, g : ℝ → ℝ are continuous on [a, b] with a ≤ b and α : ℝ, then
∫ x in a..b, (α * f x + g x) = α * (∫ x in a..b, f x) + ∫ x in a..b, g x.