Question

(Piecewise constant functions). Let $[a, b]$ be an interval. A piecewise constant function $f:[a, b] \rightarrow \mathbf{R}$ is a function for which there exists a partition of $[a, b]$ into finitely many intervals $I_1, \ldots, I_n$, such that $f$ is equal to a constant $c_i$ on each of the intervals $I_i$. If $f$ is piecewise constant, show that the expression $$ \sum_{i=1}^n c_i\left|I_i\right| $$ is independent of the choice of partition used to demonstrate the piecewise constant nature of $f$. We will denote this quantity by p.c. $\int_a^b f(x) d x$, and refer to it as the piecewise constant integral of $f$ on $[a, b]$.

   (Piecewise constant functions). Let $[a, b]$ be an interval. A piecewise constant function $f:[a, b] \rightarrow \mathbf{R}$ is a function for which there exists a partition of $[a, b]$ into finitely many intervals $I_1, \ldots, I_n$, such that $f$ is equal to a constant $c_i$ on each of the intervals $I_i$. If $f$ is piecewise constant, show that the expression

$$
\sum_{i=1}^n c_i\left|I_i\right|
$$

is independent of the choice of partition used to demonstrate the piecewise constant nature of $f$. We will denote this quantity by p.c. $\int_a^b f(x) d x$, and refer to it as the piecewise constant integral of $f$ on $[a, b]$.
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An Introduction To Measure Theory (January 2011 Draft)
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Chapter 1, Problem 20 ↓
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(Piecewise constant functions). Let $[a, b]$ be an interval. A piecewise constant function $f:[a, b] \rightarrow \mathbf{R}$ is a function for which there exists a partition of $[a, b]$ into finitely many intervals $I_1, \ldots, I_n$, such that $f$ is equal to a constant $c_i$ on each of the intervals $I_i$. If $f$ is piecewise constant, show that the expression $$ \sum_{i=1}^n c_i\left|I_i\right| $$ is independent of the choice of partition used to demonstrate the piecewise constant nature of $f$. We will denote this quantity by p.c. $\int_a^b f(x) d x$, and refer to it as the piecewise constant integral of $f$ on $[a, b]$.
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Integrating piecewise continuous functions Suppose $f$ is continuous on the intervals $[a, p]$ and $(p, b],$ where $a<p<b$ with a finite jump at $p .$ Form a uniform partition on the interval $[a, p]$ with $n$ grid points and another uniform partition on the interval $[p, b]$ with $m$ grid points, where $p$ is a grid point of both partitions. Write a Riemann sum for $\int_{a}^{b} f(x) d x$ and separate it into two pieces for $[a, p]$ and $[p, b] .$ Explain why $\int_{a}^{b} f(x) d x=\int_{a}^{p} f(x) d x+\int_{p}^{b} f(x) d x$

Calculus: Early Transcendentals

Integration

Definite Integrals


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Transcript

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00:01 All right, so here we're going to be proving a little theorem, and that is that the, if you want to take an integral, we're going to write some points on the point.
00:13 Here we have a at x equals 0.
00:15 We have p in between the two functions, the red and blue function, and then we have a b out here.
00:22 And what we're trying to prove is that the integral from a to b of this whole function, red and blue, f of x, dx, is equal to.
00:33 To the integral from a to p of f of x, dx, plus the integral from p to b f of x, dx.
00:48 Actually a pretty simple proof.
00:51 And in this graph we have the first integral represented by the red and the second represented by the blue area over here.
01:02 So in order to prove this, i did two sums up here using the riemann sum in sigma form.
01:11 And so if we look at this first one, the integral from zero to three of this function whose equation is one.
01:17 And we find the sum via f of x sub k times delta x.
01:23 We find delta x be 3 over n right here...
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