10. The Integral over a Rectangle

本书对多元积分的处理是先推广一元黎曼积分，本节仅对黎曼积分的一些大家熟知的概念作了推广，包括partition以及黎曼和等。比较重要的是Theorem 10.3(Riemann condition)，下积分和上积分相等的充要条件，与一元黎曼积分几乎完全类似。Theorem 10.4是黎曼条件的一个小应用，证明常数函数是可积的。

Exercises

Exercise 1. Let $f,g:Q\to \mathbf{R}$ be bounded functions such that $f(\mathbf{x})\le g(\mathbf{x})$ for $\mathbf{x}\in Q$. Show that ${\underline{\int }}_{Q}f\le {\underline{\int }}_{Q}g$ and ${\overline{\int }}_{Q}f\le {\overline{\int }}_{Q}g$.
Solution: As ∫ ‾ Q f = sup ⁡ P { L ( f , P ) } \underline{\int}_Qf=\sup_P\{L(f,P)\} ∫​Q​f=supP​{ L(f,P)}, for any $ϵ>0$, we can find a partition $P$ such that
$${\underline{\int }}_{Q}f-ϵ<L(f,P)\le L(g,P)\le {\underline{\int }}_{Q}g$$
which gives ${\underline{\int }}_{Q}f\le {\underline{\int }}_{Q}g$. Similarly, we can find a partition $P^{\prime }$ such that
$${\overline{\int }}_{Q}g+ϵ>U(g,P^{\prime })\ge U(f,P^{\prime })\ge {\overline{\int }}_{Q}f$$
and it follows that ${\overline{\int }}_{Q}f\le {\overline{\int }}_{Q}g$.

Exercise 2. Suppose $f:Q\to \mathbf{R}$ is continuous. Show $f$ is integrable over $Q$.
Solution: We suppose $Q\in {\mathbf{R}}^n$, then $Q$ is bounded, and $f$ is in fact uniformly continuous on $Q$, thus for any $ϵ>0$, there is a $\delta >0$ such that
$$|\mathbf{x}-\mathbf{y}|<\delta ⟹|f(\mathbf{x})-f(\mathbf{y})|<\frac{ϵ}{v(Q)}$$
Choose a partition $P$ with $\text{mesh }{P}_i<\delta /\sqrt{n}$ for $i=1,\dots ,n$, then within each subrectangle contained in $P$, $f$ would have diversion at most $ϵ/v(Q)$, thus
$$U(f,P)-L(f,P)<\frac{ϵ}{v(Q)}\sum _{R\subset P}v(R)=ϵ$$

Exercise 3. Let $[0,1{]}^2=[0,1]\times [0,1]$. Let $f:[0,1{]}^2\to \mathbf{R}$ be defined by setting $f(x,y)=0$ if $x\ne y$, and $f(x,y)=1$ if $y=x$. Show that $f$ is integrable over $[0,1{]}^2$.
Solution: For any $ϵ>0$, let $N=[1/ϵ]+1$, and P ′ = { 0 , 1 / N , … , ( N − 1 ) / N , 1 } P'=\{0,1/N,\dots,(N-1)/N,1\} P′={ 0,1/N,