Prove that if $f(x)$ is continuous in $[a, b]$ then $\int_{a}^{0} f(x) d x$ exists.
Let $\sigma=\sum_{k=1}^{n} f\left(\xi_{k}\right) \Delta x_{k}$, using the notation of Page 80. Since $f(x)$ is continuous we can find numbers $M_{k}$ and $m_{k}$ representing the l.u.b. and g.1.b. of $f(x)$ in the interval $\left[x_{k-1}, x_{k}\right]$, i.e. such that $m_{k} \leqq f(x) \leqq M_{k} .$ We then have
$$
m(b-a) \leqq g=\sum_{k=1}^{n} m_{k} \Delta x_{k} \leqq \sigma \leqq \sum_{k=1}^{n} M_{k} \Delta x_{k}=S \leqq M(b-a)
$$
where $m$ and $M$ are the g.l.b. and l.u.b. of $f(x)$ in $[a, b] .$ The sums 8 and $S$ are sometimes called the lower and upper sums respectively.
Now choose a second mode of subdivision of $[a, b]$ and consider the corresponding lower and upper sums denoted by $\boldsymbol{s}^{\prime}$ and $S^{\prime}$ respectively. We must have
$$
8^{\prime} \leqq S \quad \text { and } \quad S^{\prime} \geqq 8
$$
To prove this we choose a third mode of subdivision obtained by using the division points of both the first and second modes of subdivision and consider the corresponding lower and upper sums, denoted by $t$ and $\boldsymbol{T}$ respectively. By Problem 89 , we have
$$
\boldsymbol{g} \leqq t \leqq \boldsymbol{T} \leqq S^{\prime} \quad \text { and } \quad \boldsymbol{8}^{\prime} \leqq t \leqq T \leqq S
$$
which proves (2).
From ( $($ ) it is also clear that as the number of subdivisiong is increased, the upper sums are monotonic decreasing and the lower sums are monotonic increasing. Since according to (1) these sums are also bounded, it follows that they have limiting values which we shall call $\delta$ and $\underline{S}$ respectively. By Problem $90, \overline{8} \leqq \underline{S} .$ In order to prove that the integral exists, we must show that $\nabla=\underline{S}$
Since $f(x)$ is continuous in the closed interval $[a, b]$, it is uniformly continuous. Then given any $>0$, we can take each $\Delta x_{k}$ so small that $M_{k}-m_{k}<e /(b-a) .$ It follows that
$$
S-g=\sum_{n=1}^{n}\left(M_{k}-m_{k}\right) \Delta x_{k}<\frac{e}{b-a} \sum_{k=1}^{n} \Delta x_{k}=e
$$
Now $S-8=(S-\underline{S})+(S-\mathbf{8})+(\overline{8}-8)$ and it follows that each term in parentheses is positive and so is less than e by (4). In particular, since $\underline{S}-8$ is a definite number it must be zero, i.e. $\underline{S}=\overline{8}$. Thus the limits of the upper and lower sums are equal and the proof is complete.