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By Rick Stoll |
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The following properties are easy to check: Theorem. If f (x) and g(x) are defined and continuous on [a, b], except maybe at a finite number of points, then we have the following linearity principle for the integral:
The next results are very useful in many problems. Theorem. If f (x) is defined and continuous on [a, b], except maybe at a finite number of points, then we have
The property (ii) can be easily illustrated by the following picture:
Remark. It is easy to see from the definition of lower and upper sums
that if f (x) is positive then
If
f (x)
Example. We have
We have seen previously that
Hence
Exercise 1. Given that
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