Exercise 11.10.1
As F F F and G G G are differentiable, they are continuous on [ a , b ] [a,b] [a,b] and thus Riemann integrable by Corollary 11.5.2, then F G ′ FG' FG′ and F ′ G F'G F′G are Riemann integrable by Theorem 11.4.5. Notice that ( F G ) ′ = F ′ G + F G ′ (FG)'=F' G+FG' (FG)′=F′G+FG′ and F ′ G + F G ′ F'G+FG' F′G+FG′ is Riemann integrable on [ a , b ] [a,b] [a,b], we can use the second fundamental theorem of calculus to have
∫ [ a , b ] ( F ′ G + F G ′ ) = ( F G ) ( b ) − ( F G ) ( a ) ∫_{[a,b]}(F'G+FG')=(FG)(b)-(FG)(a) ∫[a,b](F′G+FG′)=(FG)(b)−(FG)(a)
By some simple calculation we can have the final result.
Exercise 11.10.2
I will prove Lemma 11.10.5 completely.
Let P \mathbf P P be a partition of [ ϕ ( a ) , ϕ ( b ) ] [{\phi}(a),{\phi}(b)] [ϕ(a),ϕ(b)] such that f f f is piecewise constant with respect to P \mathbf P P. we may assume that P \mathbf P P does not contain the empty set. For each J ∈ P J\in \mathbf P J∈P, let c J c_J cJ be the constant value of f f f on J J J, thus
∫ [ ϕ ( a ) , ϕ ( b ) ] f = ∑ J ∈ P c J ∣ J ∣ ∫_{[{\phi}(a),{\phi}(b)]} f=∑_{J\in \mathbf P}c_J |J| ∫[ϕ(a),ϕ(b)]f=J∈P∑cJ∣J∣
For each interval J J J, let ϕ − 1 ( J ) : = { x ∈ [ a , b ] : ϕ ( x ) ∈ J } {\phi}^{-1} (J):=\{x\in [a,b]:{\phi}(x)\in J\} ϕ−1(J):={
x∈[a,b]:ϕ(x)∈J}. Then given any x , y ∈ ϕ − 1 ( J ) , x < y x,y\in {\phi}^{-1} (J),x<y x,y∈ϕ−1(J),x<y, we have ϕ ( x ) , ϕ ( y ) ∈ J {\phi}(x),{\phi}(y)\in J ϕ(x),ϕ(y)∈J by the definition of ϕ − 1 ( J ) {\phi}^{-1} (J) ϕ−1(J), and ϕ ( x ) ≤ ϕ ( y ) {\phi}(x)≤{\phi}(y) ϕ(x)≤ϕ(y) since ϕ {\phi} ϕ is monotone increasing, and ∀ z ∈ [ x , y ] ∀z\in [x,y] ∀z∈[x,y], we have ϕ ( x ) ≤ ϕ ( z ) ≤ ϕ ( y ) {\phi}(x)≤{\phi}(z)≤{\phi}(y) ϕ(x)≤ϕ(z